CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 20-Aug-2014

Day Change Summary
	Previous	Current
	19-Aug-2014	20-Aug-2014	Change	Change %	Previous Week
Open	0.9750	0.9716	-0.0034	-0.3%	0.9796
High	0.9756	0.9719	-0.0037	-0.4%	0.9804
Low	0.9717	0.9631	-0.0086	-0.9%	0.9737
Close	0.9718	0.9644	-0.0074	-0.8%	0.9774
Range	0.0039	0.0088	0.0049	125.6%	0.0067
ATR	0.0041	0.0044	0.0003	8.1%	0.0000
Volume	76,770	142,837	66,067	86.1%	484,055

Daily Pivots for day following 20-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9929	0.9874	0.9692
R3	0.9841	0.9786	0.9668
R2	0.9753	0.9753	0.9660
R1	0.9698	0.9698	0.9652	0.9682
PP	0.9665	0.9665	0.9665	0.9656
S1	0.9610	0.9610	0.9636	0.9594
S2	0.9577	0.9577	0.9628
S3	0.9489	0.9522	0.9620
S4	0.9401	0.9434	0.9596

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	0.9792	0.9631	0.0161	1.7%	0.0050	0.5%	8%	False	True	104,013
10	0.9854	0.9631	0.0223	2.3%	0.0044	0.5%	6%	False	True	105,367
20	0.9864	0.9631	0.0233	2.4%	0.0045	0.5%	6%	False	True	115,356
40	0.9956	0.9631	0.0325	3.4%	0.0043	0.5%	4%	False	True	104,498
60	0.9956	0.9631	0.0325	3.4%	0.0042	0.4%	4%	False	True	86,163
80	0.9956	0.9631	0.0325	3.4%	0.0043	0.4%	4%	False	True	64,732
100	0.9956	0.9595	0.0361	3.7%	0.0044	0.5%	14%	False	False	51,819
120	0.9956	0.9595	0.0361	3.7%	0.0044	0.5%	14%	False	False	43,189

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.0093
2.618	0.9949
1.618	0.9861
1.000	0.9807
0.618	0.9773
HIGH	0.9719
0.618	0.9685
0.500	0.9675
0.382	0.9665
LOW	0.9631
0.618	0.9577
1.000	0.9543
1.618	0.9489
2.618	0.9401
4.250	0.9257

Fisher Pivots for day following 20-Aug-2014
Pivot	1 day	3 day
R1	0.9675	0.9707
PP	0.9665	0.9686
S1	0.9654	0.9665

Download as Excel Spreadsheet

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

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