CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 15-Aug-2014

Day Change Summary
	Previous	Current
	14-Aug-2014	15-Aug-2014	Change	Change %	Previous Week
Open	0.9765	0.9758	-0.0007	-0.1%	0.9796
High	0.9776	0.9792	0.0016	0.2%	0.9804
Low	0.9742	0.9737	-0.0005	-0.1%	0.9737
Close	0.9761	0.9774	0.0013	0.1%	0.9774
Range	0.0034	0.0055	0.0021	61.8%	0.0067
ATR	0.0041	0.0042	0.0001	2.5%	0.0000
Volume	80,661	153,694	73,033	90.5%	484,055

Daily Pivots for day following 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9933	0.9908	0.9804
R3	0.9878	0.9853	0.9789
R2	0.9823	0.9823	0.9784
R1	0.9798	0.9798	0.9779	0.9811
PP	0.9768	0.9768	0.9768	0.9774
S1	0.9743	0.9743	0.9769	0.9756
S2	0.9713	0.9713	0.9764
S3	0.9658	0.9688	0.9759
S4	0.9603	0.9633	0.9744

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9973	0.9940	0.9811
R3	0.9906	0.9873	0.9792
R2	0.9839	0.9839	0.9786
R1	0.9806	0.9806	0.9780	0.9789
PP	0.9772	0.9772	0.9772	0.9763
S1	0.9739	0.9739	0.9768	0.9722
S2	0.9705	0.9705	0.9762
S3	0.9638	0.9672	0.9756
S4	0.9571	0.9605	0.9737

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9804	0.9737	0.0067	0.7%	0.0033	0.3%	55%	False	True	96,811
10	0.9854	0.9717	0.0137	1.4%	0.0043	0.4%	42%	False	False	115,328
20	0.9887	0.9702	0.0185	1.9%	0.0041	0.4%	39%	False	False	112,726
40	0.9956	0.9702	0.0254	2.6%	0.0042	0.4%	28%	False	False	103,496
60	0.9956	0.9702	0.0254	2.6%	0.0042	0.4%	28%	False	False	81,440
80	0.9956	0.9700	0.0256	2.6%	0.0043	0.4%	29%	False	False	61,167
100	0.9956	0.9595	0.0361	3.7%	0.0044	0.5%	50%	False	False	48,964
120	0.9956	0.9595	0.0361	3.7%	0.0043	0.4%	50%	False	False	40,808

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0026
2.618	0.9936
1.618	0.9881
1.000	0.9847
0.618	0.9826
HIGH	0.9792
0.618	0.9771
0.500	0.9765
0.382	0.9758
LOW	0.9737
0.618	0.9703
1.000	0.9682
1.618	0.9648
2.618	0.9593
4.250	0.9503

Fisher Pivots for day following 15-Aug-2014
Pivot	1 day	3 day
R1	0.9771	0.9771
PP	0.9768	0.9768
S1	0.9765	0.9765

Download as Excel Spreadsheet

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

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