CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 06-Aug-2014

Day Change Summary
	Previous	Current
	05-Aug-2014	06-Aug-2014	Change	Change %	Previous Week
Open	0.9752	0.9748	-0.0004	0.0%	0.9826
High	0.9762	0.9828	0.0066	0.7%	0.9832
Low	0.9717	0.9745	0.0028	0.3%	0.9702
Close	0.9752	0.9803	0.0051	0.5%	0.9753
Range	0.0045	0.0083	0.0038	84.4%	0.0130
ATR	0.0041	0.0044	0.0003	7.4%	0.0000
Volume	126,947	177,792	50,845	40.1%	662,178

Daily Pivots for day following 06-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0041	1.0005	0.9849
R3	0.9958	0.9922	0.9826
R2	0.9875	0.9875	0.9818
R1	0.9839	0.9839	0.9811	0.9857
PP	0.9792	0.9792	0.9792	0.9801
S1	0.9756	0.9756	0.9795	0.9774
S2	0.9709	0.9709	0.9788
S3	0.9626	0.9673	0.9780
S4	0.9543	0.9590	0.9757

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	0.9828	0.9707	0.0121	1.2%	0.0051	0.5%	79%	True	False	143,248
10	0.9864	0.9702	0.0162	1.7%	0.0047	0.5%	62%	False	False	125,345
20	0.9899	0.9702	0.0197	2.0%	0.0039	0.4%	51%	False	False	107,026
40	0.9956	0.9702	0.0254	2.6%	0.0043	0.4%	40%	False	False	100,171
60	0.9956	0.9702	0.0254	2.6%	0.0043	0.4%	40%	False	False	68,682
80	0.9956	0.9700	0.0256	2.6%	0.0043	0.4%	40%	False	False	51,583
100	0.9956	0.9595	0.0361	3.7%	0.0045	0.5%	58%	False	False	41,288
120	0.9956	0.9595	0.0361	3.7%	0.0043	0.4%	58%	False	False	34,408

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0181
2.618	1.0045
1.618	0.9962
1.000	0.9911
0.618	0.9879
HIGH	0.9828
0.618	0.9796
0.500	0.9787
0.382	0.9777
LOW	0.9745
0.618	0.9694
1.000	0.9662
1.618	0.9611
2.618	0.9528
4.250	0.9392

Fisher Pivots for day following 06-Aug-2014
Pivot	1 day	3 day
R1	0.9798	0.9793
PP	0.9792	0.9783
S1	0.9787	0.9773

Download as Excel Spreadsheet

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

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