CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 07-Aug-2014

Day Change Summary
	Previous	Current
	06-Aug-2014	07-Aug-2014	Change	Change %	Previous Week
Open	0.9748	0.9795	0.0047	0.5%	0.9826
High	0.9828	0.9807	-0.0021	-0.2%	0.9832
Low	0.9745	0.9762	0.0017	0.2%	0.9702
Close	0.9803	0.9802	-0.0001	0.0%	0.9753
Range	0.0083	0.0045	-0.0038	-45.8%	0.0130
ATR	0.0044	0.0044	0.0000	0.2%	0.0000
Volume	177,792	118,472	-59,320	-33.4%	662,178

Daily Pivots for day following 07-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9925	0.9909	0.9827
R3	0.9880	0.9864	0.9814
R2	0.9835	0.9835	0.9810
R1	0.9819	0.9819	0.9806	0.9827
PP	0.9790	0.9790	0.9790	0.9795
S1	0.9774	0.9774	0.9798	0.9782
S2	0.9745	0.9745	0.9794
S3	0.9700	0.9729	0.9790
S4	0.9655	0.9684	0.9777

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%	0.0054	0.6%	79%	False	False	137,626
10	0.9835	0.9702	0.0133	1.4%	0.0047	0.5%	75%	False	False	125,882
20	0.9896	0.9702	0.0194	2.0%	0.0039	0.4%	52%	False	False	106,361
40	0.9956	0.9702	0.0254	2.6%	0.0043	0.4%	39%	False	False	101,341
60	0.9956	0.9702	0.0254	2.6%	0.0043	0.4%	39%	False	False	70,655
80	0.9956	0.9700	0.0256	2.6%	0.0043	0.4%	40%	False	False	53,063
100	0.9956	0.9595	0.0361	3.7%	0.0045	0.5%	57%	False	False	42,472
120	0.9956	0.9595	0.0361	3.7%	0.0043	0.4%	57%	False	False	35,396

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

Fibonacci Retracements and Extensions
4.250	0.9998
2.618	0.9925
1.618	0.9880
1.000	0.9852
0.618	0.9835
HIGH	0.9807
0.618	0.9790
0.500	0.9785
0.382	0.9779
LOW	0.9762
0.618	0.9734
1.000	0.9717
1.618	0.9689
2.618	0.9644
4.250	0.9571

Fisher Pivots for day following 07-Aug-2014
Pivot	1 day	3 day
R1	0.9796	0.9792
PP	0.9790	0.9782
S1	0.9785	0.9773

Download as Excel Spreadsheet

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

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