CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 08-Aug-2014

Day Change Summary
	Previous	Current
	07-Aug-2014	08-Aug-2014	Change	Change %	Previous Week
Open	0.9795	0.9797	0.0002	0.0%	0.9749
High	0.9807	0.9854	0.0047	0.5%	0.9854
Low	0.9762	0.9792	0.0030	0.3%	0.9717
Close	0.9802	0.9802	0.0000	0.0%	0.9802
Range	0.0045	0.0062	0.0017	37.8%	0.0137
ATR	0.0044	0.0045	0.0001	3.0%	0.0000
Volume	118,472	165,435	46,963	39.6%	669,234

Daily Pivots for day following 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0002	0.9964	0.9836
R3	0.9940	0.9902	0.9819
R2	0.9878	0.9878	0.9813
R1	0.9840	0.9840	0.9808	0.9859
PP	0.9816	0.9816	0.9816	0.9826
S1	0.9778	0.9778	0.9796	0.9797
S2	0.9754	0.9754	0.9791
S3	0.9692	0.9716	0.9785
S4	0.9630	0.9654	0.9768

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0202	1.0139	0.9877
R3	1.0065	1.0002	0.9840
R2	0.9928	0.9928	0.9827
R1	0.9865	0.9865	0.9815	0.9897
PP	0.9791	0.9791	0.9791	0.9807
S1	0.9728	0.9728	0.9789	0.9760
S2	0.9654	0.9654	0.9777
S3	0.9517	0.9591	0.9764
S4	0.9380	0.9454	0.9727

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9854	0.9717	0.0137	1.4%	0.0053	0.5%	62%	True	False	133,846
10	0.9854	0.9702	0.0152	1.6%	0.0051	0.5%	66%	True	False	133,141
20	0.9896	0.9702	0.0194	2.0%	0.0041	0.4%	52%	False	False	111,318
40	0.9956	0.9702	0.0254	2.6%	0.0043	0.4%	39%	False	False	103,387
60	0.9956	0.9702	0.0254	2.6%	0.0043	0.4%	39%	False	False	73,409
80	0.9956	0.9700	0.0256	2.6%	0.0043	0.4%	40%	False	False	55,125
100	0.9956	0.9595	0.0361	3.7%	0.0045	0.5%	57%	False	False	44,127
120	0.9956	0.9595	0.0361	3.7%	0.0043	0.4%	57%	False	False	36,774

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0118
2.618	1.0016
1.618	0.9954
1.000	0.9916
0.618	0.9892
HIGH	0.9854
0.618	0.9830
0.500	0.9823
0.382	0.9816
LOW	0.9792
0.618	0.9754
1.000	0.9730
1.618	0.9692
2.618	0.9630
4.250	0.9529

Fisher Pivots for day following 08-Aug-2014
Pivot	1 day	3 day
R1	0.9823	0.9801
PP	0.9816	0.9800
S1	0.9809	0.9800

Download as Excel Spreadsheet

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

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