CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 11-Aug-2014

Day Change Summary
	Previous	Current
	08-Aug-2014	11-Aug-2014	Change	Change %	Previous Week
Open	0.9797	0.9796	-0.0001	0.0%	0.9749
High	0.9854	0.9804	-0.0050	-0.5%	0.9854
Low	0.9792	0.9784	-0.0008	-0.1%	0.9717
Close	0.9802	0.9788	-0.0014	-0.1%	0.9802
Range	0.0062	0.0020	-0.0042	-67.7%	0.0137
ATR	0.0045	0.0043	-0.0002	-4.0%	0.0000
Volume	165,435	73,581	-91,854	-55.5%	669,234

Daily Pivots for day following 11-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9852	0.9840	0.9799
R3	0.9832	0.9820	0.9794
R2	0.9812	0.9812	0.9792
R1	0.9800	0.9800	0.9790	0.9796
PP	0.9792	0.9792	0.9792	0.9790
S1	0.9780	0.9780	0.9786	0.9776
S2	0.9772	0.9772	0.9784
S3	0.9752	0.9760	0.9783
S4	0.9732	0.9740	0.9777

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%	0.0051	0.5%	52%	False	False	132,445
10	0.9854	0.9702	0.0152	1.6%	0.0051	0.5%	57%	False	False	135,150
20	0.9896	0.9702	0.0194	2.0%	0.0040	0.4%	44%	False	False	111,609
40	0.9956	0.9702	0.0254	2.6%	0.0042	0.4%	34%	False	False	102,166
60	0.9956	0.9702	0.0254	2.6%	0.0042	0.4%	34%	False	False	74,631
80	0.9956	0.9700	0.0256	2.6%	0.0043	0.4%	34%	False	False	56,043
100	0.9956	0.9595	0.0361	3.7%	0.0044	0.4%	53%	False	False	44,862
120	0.9956	0.9595	0.0361	3.7%	0.0043	0.4%	53%	False	False	37,387

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9889
2.618	0.9856
1.618	0.9836
1.000	0.9824
0.618	0.9816
HIGH	0.9804
0.618	0.9796
0.500	0.9794
0.382	0.9792
LOW	0.9784
0.618	0.9772
1.000	0.9764
1.618	0.9752
2.618	0.9732
4.250	0.9699

Fisher Pivots for day following 11-Aug-2014
Pivot	1 day	3 day
R1	0.9794	0.9808
PP	0.9792	0.9801
S1	0.9790	0.9795

Download as Excel Spreadsheet

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

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