CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 25-Aug-2014

Day Change Summary
	Previous	Current
	22-Aug-2014	25-Aug-2014	Change	Change %	Previous Week
Open	0.9631	0.9606	-0.0025	-0.3%	0.9771
High	0.9663	0.9629	-0.0034	-0.4%	0.9782
Low	0.9599	0.9593	-0.0006	-0.1%	0.9599
Close	0.9623	0.9618	-0.0005	-0.1%	0.9623
Range	0.0064	0.0036	-0.0028	-43.8%	0.0183
ATR	0.0045	0.0044	-0.0001	-1.4%	0.0000
Volume	147,217	69,615	-77,602	-52.7%	535,840

Daily Pivots for day following 25-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9721	0.9706	0.9638
R3	0.9685	0.9670	0.9628
R2	0.9649	0.9649	0.9625
R1	0.9634	0.9634	0.9621	0.9642
PP	0.9613	0.9613	0.9613	0.9617
S1	0.9598	0.9598	0.9615	0.9606
S2	0.9577	0.9577	0.9611
S3	0.9541	0.9562	0.9608
S4	0.9505	0.9526	0.9598

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	0.9756	0.9593	0.0163	1.7%	0.0052	0.5%	15%	False	True	107,870
10	0.9797	0.9593	0.0204	2.1%	0.0044	0.5%	12%	False	True	101,592
20	0.9854	0.9593	0.0261	2.7%	0.0048	0.5%	10%	False	True	118,371
40	0.9899	0.9593	0.0306	3.2%	0.0041	0.4%	8%	False	True	104,072
60	0.9956	0.9593	0.0363	3.8%	0.0043	0.4%	7%	False	True	91,416
80	0.9956	0.9593	0.0363	3.8%	0.0043	0.4%	7%	False	True	68,721
100	0.9956	0.9593	0.0363	3.8%	0.0044	0.5%	7%	False	True	55,012
120	0.9956	0.9593	0.0363	3.8%	0.0044	0.5%	7%	False	True	45,853

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9782
2.618	0.9723
1.618	0.9687
1.000	0.9665
0.618	0.9651
HIGH	0.9629
0.618	0.9615
0.500	0.9611
0.382	0.9607
LOW	0.9593
0.618	0.9571
1.000	0.9557
1.618	0.9535
2.618	0.9499
4.250	0.9440

Fisher Pivots for day following 25-Aug-2014
Pivot	1 day	3 day
R1	0.9616	0.9628
PP	0.9613	0.9625
S1	0.9611	0.9621

Download as Excel Spreadsheet

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

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