CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 13-Aug-2014

Day Change Summary
	Previous	Current
	12-Aug-2014	13-Aug-2014	Change	Change %	Previous Week
Open	0.9787	0.9780	-0.0007	-0.1%	0.9749
High	0.9797	0.9786	-0.0011	-0.1%	0.9854
Low	0.9771	0.9754	-0.0017	-0.2%	0.9717
Close	0.9786	0.9762	-0.0024	-0.2%	0.9802
Range	0.0026	0.0032	0.0006	23.1%	0.0137
ATR	0.0042	0.0041	-0.0001	-1.7%	0.0000
Volume	80,165	95,954	15,789	19.7%	669,234

Daily Pivots for day following 13-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9863	0.9845	0.9780
R3	0.9831	0.9813	0.9771
R2	0.9799	0.9799	0.9768
R1	0.9781	0.9781	0.9765	0.9774
PP	0.9767	0.9767	0.9767	0.9764
S1	0.9749	0.9749	0.9759	0.9742
S2	0.9735	0.9735	0.9756
S3	0.9703	0.9717	0.9753
S4	0.9671	0.9685	0.9744

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	0.9754	0.0100	1.0%	0.0037	0.4%	8%	False	True	106,721
10	0.9854	0.9707	0.0147	1.5%	0.0044	0.4%	37%	False	False	124,984
20	0.9896	0.9702	0.0194	2.0%	0.0041	0.4%	31%	False	False	112,161
40	0.9956	0.9702	0.0254	2.6%	0.0042	0.4%	24%	False	False	102,453
60	0.9956	0.9702	0.0254	2.6%	0.0042	0.4%	24%	False	False	77,546
80	0.9956	0.9700	0.0256	2.6%	0.0042	0.4%	24%	False	False	58,238
100	0.9956	0.9595	0.0361	3.7%	0.0044	0.5%	46%	False	False	46,622
120	0.9956	0.9595	0.0361	3.7%	0.0042	0.4%	46%	False	False	38,855

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9922
2.618	0.9870
1.618	0.9838
1.000	0.9818
0.618	0.9806
HIGH	0.9786
0.618	0.9774
0.500	0.9770
0.382	0.9766
LOW	0.9754
0.618	0.9734
1.000	0.9722
1.618	0.9702
2.618	0.9670
4.250	0.9618

Fisher Pivots for day following 13-Aug-2014
Pivot	1 day	3 day
R1	0.9770	0.9779
PP	0.9767	0.9773
S1	0.9765	0.9768

Download as Excel Spreadsheet

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

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