CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 05-Aug-2014

Day Change Summary
	Previous	Current
	04-Aug-2014	05-Aug-2014	Change	Change %	Previous Week
Open	0.9749	0.9752	0.0003	0.0%	0.9826
High	0.9767	0.9762	-0.0005	-0.1%	0.9832
Low	0.9736	0.9717	-0.0019	-0.2%	0.9702
Close	0.9754	0.9752	-0.0002	0.0%	0.9753
Range	0.0031	0.0045	0.0014	45.2%	0.0130
ATR	0.0040	0.0041	0.0000	0.8%	0.0000
Volume	80,588	126,947	46,359	57.5%	662,178

Daily Pivots for day following 05-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9879	0.9860	0.9777
R3	0.9834	0.9815	0.9764
R2	0.9789	0.9789	0.9760
R1	0.9770	0.9770	0.9756	0.9775
PP	0.9744	0.9744	0.9744	0.9746
S1	0.9725	0.9725	0.9748	0.9730
S2	0.9699	0.9699	0.9744
S3	0.9654	0.9680	0.9740
S4	0.9609	0.9635	0.9727

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0152	1.0083	0.9825
R3	1.0022	0.9953	0.9789
R2	0.9892	0.9892	0.9777
R1	0.9823	0.9823	0.9765	0.9793
PP	0.9762	0.9762	0.9762	0.9747
S1	0.9693	0.9693	0.9741	0.9663
S2	0.9632	0.9632	0.9729
S3	0.9502	0.9563	0.9717
S4	0.9372	0.9433	0.9682

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9803	0.9702	0.0101	1.0%	0.0054	0.6%	50%	False	False	142,052
10	0.9873	0.9702	0.0171	1.8%	0.0041	0.4%	29%	False	False	114,690
20	0.9899	0.9702	0.0197	2.0%	0.0037	0.4%	25%	False	False	102,373
40	0.9956	0.9702	0.0254	2.6%	0.0042	0.4%	20%	False	False	96,830
60	0.9956	0.9702	0.0254	2.6%	0.0042	0.4%	20%	False	False	65,724
80	0.9956	0.9700	0.0256	2.6%	0.0042	0.4%	20%	False	False	49,363
100	0.9956	0.9595	0.0361	3.7%	0.0044	0.5%	43%	False	False	39,510
120	0.9956	0.9595	0.0361	3.7%	0.0042	0.4%	43%	False	False	32,927

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9953
2.618	0.9880
1.618	0.9835
1.000	0.9807
0.618	0.9790
HIGH	0.9762
0.618	0.9745
0.500	0.9740
0.382	0.9734
LOW	0.9717
0.618	0.9689
1.000	0.9672
1.618	0.9644
2.618	0.9599
4.250	0.9526

Fisher Pivots for day following 05-Aug-2014
Pivot	1 day	3 day
R1	0.9748	0.9748
PP	0.9744	0.9744
S1	0.9740	0.9741

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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