CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 12-Aug-2014

Day Change Summary
	Previous	Current
	11-Aug-2014	12-Aug-2014	Change	Change %	Previous Week
Open	0.9796	0.9787	-0.0009	-0.1%	0.9749
High	0.9804	0.9797	-0.0007	-0.1%	0.9854
Low	0.9784	0.9771	-0.0013	-0.1%	0.9717
Close	0.9788	0.9786	-0.0002	0.0%	0.9802
Range	0.0020	0.0026	0.0006	30.0%	0.0137
ATR	0.0043	0.0042	-0.0001	-2.9%	0.0000
Volume	73,581	80,165	6,584	8.9%	669,234

Daily Pivots for day following 12-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9863	0.9850	0.9800
R3	0.9837	0.9824	0.9793
R2	0.9811	0.9811	0.9791
R1	0.9798	0.9798	0.9788	0.9792
PP	0.9785	0.9785	0.9785	0.9781
S1	0.9772	0.9772	0.9784	0.9766
S2	0.9759	0.9759	0.9781
S3	0.9733	0.9746	0.9779
S4	0.9707	0.9720	0.9772

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	0.9745	0.0109	1.1%	0.0047	0.5%	38%	False	False	123,089
10	0.9854	0.9702	0.0152	1.6%	0.0051	0.5%	55%	False	False	132,570
20	0.9896	0.9702	0.0194	2.0%	0.0040	0.4%	43%	False	False	110,218
40	0.9956	0.9702	0.0254	2.6%	0.0042	0.4%	33%	False	False	102,328
60	0.9956	0.9702	0.0254	2.6%	0.0042	0.4%	33%	False	False	75,961
80	0.9956	0.9700	0.0256	2.6%	0.0042	0.4%	34%	False	False	57,039
100	0.9956	0.9595	0.0361	3.7%	0.0044	0.4%	53%	False	False	45,663
120	0.9956	0.9595	0.0361	3.7%	0.0042	0.4%	53%	False	False	38,055

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	0.9908
2.618	0.9865
1.618	0.9839
1.000	0.9823
0.618	0.9813
HIGH	0.9797
0.618	0.9787
0.500	0.9784
0.382	0.9781
LOW	0.9771
0.618	0.9755
1.000	0.9745
1.618	0.9729
2.618	0.9703
4.250	0.9661

Fisher Pivots for day following 12-Aug-2014
Pivot	1 day	3 day
R1	0.9785	0.9813
PP	0.9785	0.9804
S1	0.9784	0.9795

Download as Excel Spreadsheet

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

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