CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 14-Aug-2014

Day Change Summary
	Previous	Current
	13-Aug-2014	14-Aug-2014	Change	Change %	Previous Week
Open	0.9780	0.9765	-0.0015	-0.2%	0.9749
High	0.9786	0.9776	-0.0010	-0.1%	0.9854
Low	0.9754	0.9742	-0.0012	-0.1%	0.9717
Close	0.9762	0.9761	-0.0001	0.0%	0.9802
Range	0.0032	0.0034	0.0002	6.3%	0.0137
ATR	0.0041	0.0041	-0.0001	-1.3%	0.0000
Volume	95,954	80,661	-15,293	-15.9%	669,234

Daily Pivots for day following 14-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9862	0.9845	0.9780
R3	0.9828	0.9811	0.9770
R2	0.9794	0.9794	0.9767
R1	0.9777	0.9777	0.9764	0.9769
PP	0.9760	0.9760	0.9760	0.9755
S1	0.9743	0.9743	0.9758	0.9735
S2	0.9726	0.9726	0.9755
S3	0.9692	0.9709	0.9752
S4	0.9658	0.9675	0.9742

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	0.9742	0.0112	1.1%	0.0035	0.4%	17%	False	True	99,159
10	0.9854	0.9707	0.0147	1.5%	0.0045	0.5%	37%	False	False	118,393
20	0.9896	0.9702	0.0194	2.0%	0.0040	0.4%	30%	False	False	109,909
40	0.9956	0.9702	0.0254	2.6%	0.0041	0.4%	23%	False	False	101,768
60	0.9956	0.9702	0.0254	2.6%	0.0042	0.4%	23%	False	False	78,882
80	0.9956	0.9700	0.0256	2.6%	0.0043	0.4%	24%	False	False	59,246
100	0.9956	0.9595	0.0361	3.7%	0.0044	0.5%	46%	False	False	47,428
120	0.9956	0.9595	0.0361	3.7%	0.0043	0.4%	46%	False	False	39,527

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9921
2.618	0.9865
1.618	0.9831
1.000	0.9810
0.618	0.9797
HIGH	0.9776
0.618	0.9763
0.500	0.9759
0.382	0.9755
LOW	0.9742
0.618	0.9721
1.000	0.9708
1.618	0.9687
2.618	0.9653
4.250	0.9598

Fisher Pivots for day following 14-Aug-2014
Pivot	1 day	3 day
R1	0.9760	0.9770
PP	0.9760	0.9767
S1	0.9759	0.9764

Download as Excel Spreadsheet

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

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