CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 18-Aug-2014

Day Change Summary
	Previous	Current
	15-Aug-2014	18-Aug-2014	Change	Change %	Previous Week
Open	0.9758	0.9771	0.0013	0.1%	0.9796
High	0.9792	0.9782	-0.0010	-0.1%	0.9804
Low	0.9737	0.9748	0.0011	0.1%	0.9737
Close	0.9774	0.9749	-0.0025	-0.3%	0.9774
Range	0.0055	0.0034	-0.0021	-38.2%	0.0067
ATR	0.0042	0.0041	-0.0001	-1.3%	0.0000
Volume	153,694	66,105	-87,589	-57.0%	484,055

Daily Pivots for day following 18-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9862	0.9839	0.9768
R3	0.9828	0.9805	0.9758
R2	0.9794	0.9794	0.9755
R1	0.9771	0.9771	0.9752	0.9766
PP	0.9760	0.9760	0.9760	0.9757
S1	0.9737	0.9737	0.9746	0.9732
S2	0.9726	0.9726	0.9743
S3	0.9692	0.9703	0.9740
S4	0.9658	0.9669	0.9730

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	0.9797	0.9737	0.0060	0.6%	0.0036	0.4%	20%	False	False	95,315
10	0.9854	0.9717	0.0137	1.4%	0.0044	0.4%	23%	False	False	113,880
20	0.9873	0.9702	0.0171	1.8%	0.0041	0.4%	27%	False	False	113,159
40	0.9956	0.9702	0.0254	2.6%	0.0042	0.4%	19%	False	False	103,265
60	0.9956	0.9702	0.0254	2.6%	0.0041	0.4%	19%	False	False	82,530
80	0.9956	0.9700	0.0256	2.6%	0.0043	0.4%	19%	False	False	61,991
100	0.9956	0.9595	0.0361	3.7%	0.0044	0.5%	43%	False	False	49,624
120	0.9956	0.9595	0.0361	3.7%	0.0043	0.4%	43%	False	False	41,359

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

Fibonacci Retracements and Extensions
4.250	0.9927
2.618	0.9871
1.618	0.9837
1.000	0.9816
0.618	0.9803
HIGH	0.9782
0.618	0.9769
0.500	0.9765
0.382	0.9761
LOW	0.9748
0.618	0.9727
1.000	0.9714
1.618	0.9693
2.618	0.9659
4.250	0.9604

Fisher Pivots for day following 18-Aug-2014
Pivot	1 day	3 day
R1	0.9765	0.9765
PP	0.9760	0.9759
S1	0.9754	0.9754

Download as Excel Spreadsheet

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

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