CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 21-Aug-2014

Day Change Summary
	Previous	Current
	20-Aug-2014	21-Aug-2014	Change	Change %	Previous Week
Open	0.9716	0.9643	-0.0073	-0.8%	0.9796
High	0.9719	0.9652	-0.0067	-0.7%	0.9804
Low	0.9631	0.9621	-0.0010	-0.1%	0.9737
Close	0.9644	0.9636	-0.0008	-0.1%	0.9774
Range	0.0088	0.0031	-0.0057	-64.8%	0.0067
ATR	0.0044	0.0044	-0.0001	-2.2%	0.0000
Volume	142,837	102,911	-39,926	-28.0%	484,055

Daily Pivots for day following 21-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9729	0.9714	0.9653
R3	0.9698	0.9683	0.9645
R2	0.9667	0.9667	0.9642
R1	0.9652	0.9652	0.9639	0.9644
PP	0.9636	0.9636	0.9636	0.9633
S1	0.9621	0.9621	0.9633	0.9613
S2	0.9605	0.9605	0.9630
S3	0.9574	0.9590	0.9627
S4	0.9543	0.9559	0.9619

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	0.9621	0.0171	1.8%	0.0049	0.5%	9%	False	True	108,463
10	0.9854	0.9621	0.0233	2.4%	0.0042	0.4%	6%	False	True	103,811
20	0.9854	0.9621	0.0233	2.4%	0.0045	0.5%	6%	False	True	114,847
40	0.9899	0.9621	0.0278	2.9%	0.0041	0.4%	5%	False	True	103,855
60	0.9956	0.9621	0.0335	3.5%	0.0042	0.4%	4%	False	True	87,872
80	0.9956	0.9621	0.0335	3.5%	0.0043	0.4%	4%	False	True	66,015
100	0.9956	0.9595	0.0361	3.7%	0.0044	0.5%	11%	False	False	52,846
120	0.9956	0.9595	0.0361	3.7%	0.0044	0.5%	11%	False	False	44,046

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0009
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9784
2.618	0.9733
1.618	0.9702
1.000	0.9683
0.618	0.9671
HIGH	0.9652
0.618	0.9640
0.500	0.9637
0.382	0.9633
LOW	0.9621
0.618	0.9602
1.000	0.9590
1.618	0.9571
2.618	0.9540
4.250	0.9489

Fisher Pivots for day following 21-Aug-2014
Pivot	1 day	3 day
R1	0.9637	0.9689
PP	0.9636	0.9671
S1	0.9636	0.9654

Download as Excel Spreadsheet

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

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