CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 22-Aug-2014

Day Change Summary
	Previous	Current
	21-Aug-2014	22-Aug-2014	Change	Change %	Previous Week
Open	0.9643	0.9631	-0.0012	-0.1%	0.9771
High	0.9652	0.9663	0.0011	0.1%	0.9782
Low	0.9621	0.9599	-0.0022	-0.2%	0.9599
Close	0.9636	0.9623	-0.0013	-0.1%	0.9623
Range	0.0031	0.0064	0.0033	106.5%	0.0183
ATR	0.0044	0.0045	0.0001	3.4%	0.0000
Volume	102,911	147,217	44,306	43.1%	535,840

Daily Pivots for day following 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9820	0.9786	0.9658
R3	0.9756	0.9722	0.9641
R2	0.9692	0.9692	0.9635
R1	0.9658	0.9658	0.9629	0.9643
PP	0.9628	0.9628	0.9628	0.9621
S1	0.9594	0.9594	0.9617	0.9579
S2	0.9564	0.9564	0.9611
S3	0.9500	0.9530	0.9605
S4	0.9436	0.9466	0.9588

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0217	1.0103	0.9724
R3	1.0034	0.9920	0.9673
R2	0.9851	0.9851	0.9657
R1	0.9737	0.9737	0.9640	0.9703
PP	0.9668	0.9668	0.9668	0.9651
S1	0.9554	0.9554	0.9606	0.9520
S2	0.9485	0.9485	0.9589
S3	0.9302	0.9371	0.9573
S4	0.9119	0.9188	0.9522

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9782	0.9599	0.0183	1.9%	0.0051	0.5%	13%	False	True	107,168
10	0.9804	0.9599	0.0205	2.1%	0.0042	0.4%	12%	False	True	101,989
20	0.9854	0.9599	0.0255	2.6%	0.0047	0.5%	9%	False	True	117,565
40	0.9899	0.9599	0.0300	3.1%	0.0041	0.4%	8%	False	True	104,875
60	0.9956	0.9599	0.0357	3.7%	0.0043	0.4%	7%	False	True	90,293
80	0.9956	0.9599	0.0357	3.7%	0.0043	0.4%	7%	False	True	67,854
100	0.9956	0.9595	0.0361	3.8%	0.0044	0.5%	8%	False	False	54,317
120	0.9956	0.9595	0.0361	3.8%	0.0044	0.5%	8%	False	False	45,273

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9935
2.618	0.9831
1.618	0.9767
1.000	0.9727
0.618	0.9703
HIGH	0.9663
0.618	0.9639
0.500	0.9631
0.382	0.9623
LOW	0.9599
0.618	0.9559
1.000	0.9535
1.618	0.9495
2.618	0.9431
4.250	0.9327

Fisher Pivots for day following 22-Aug-2014
Pivot	1 day	3 day
R1	0.9631	0.9659
PP	0.9628	0.9647
S1	0.9626	0.9635

Download as Excel Spreadsheet

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

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