CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 26-Aug-2014

Day Change Summary
	Previous	Current
	25-Aug-2014	26-Aug-2014	Change	Change %	Previous Week
Open	0.9606	0.9613	0.0007	0.1%	0.9771
High	0.9629	0.9640	0.0011	0.1%	0.9782
Low	0.9593	0.9600	0.0007	0.1%	0.9599
Close	0.9618	0.9608	-0.0010	-0.1%	0.9623
Range	0.0036	0.0040	0.0004	11.1%	0.0183
ATR	0.0044	0.0044	0.0000	-0.7%	0.0000
Volume	69,615	90,800	21,185	30.4%	535,840

Daily Pivots for day following 26-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9736	0.9712	0.9630
R3	0.9696	0.9672	0.9619
R2	0.9656	0.9656	0.9615
R1	0.9632	0.9632	0.9612	0.9624
PP	0.9616	0.9616	0.9616	0.9612
S1	0.9592	0.9592	0.9604	0.9584
S2	0.9576	0.9576	0.9601
S3	0.9536	0.9552	0.9597
S4	0.9496	0.9512	0.9586

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	0.9719	0.9593	0.0126	1.3%	0.0052	0.5%	12%	False	False	110,676
10	0.9792	0.9593	0.0199	2.1%	0.0045	0.5%	8%	False	False	102,656
20	0.9854	0.9593	0.0261	2.7%	0.0048	0.5%	6%	False	False	117,613
40	0.9899	0.9593	0.0306	3.2%	0.0041	0.4%	5%	False	False	104,329
60	0.9956	0.9593	0.0363	3.8%	0.0042	0.4%	4%	False	False	92,876
80	0.9956	0.9593	0.0363	3.8%	0.0042	0.4%	4%	False	False	69,854
100	0.9956	0.9593	0.0363	3.8%	0.0044	0.5%	4%	False	False	55,919
120	0.9956	0.9593	0.0363	3.8%	0.0044	0.5%	4%	False	False	46,610

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9810
2.618	0.9745
1.618	0.9705
1.000	0.9680
0.618	0.9665
HIGH	0.9640
0.618	0.9625
0.500	0.9620
0.382	0.9615
LOW	0.9600
0.618	0.9575
1.000	0.9560
1.618	0.9535
2.618	0.9495
4.250	0.9430

Fisher Pivots for day following 26-Aug-2014
Pivot	1 day	3 day
R1	0.9620	0.9628
PP	0.9616	0.9621
S1	0.9612	0.9615

Download as Excel Spreadsheet

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

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