CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 27-Aug-2014

Day Change Summary
	Previous	Current
	26-Aug-2014	27-Aug-2014	Change	Change %	Previous Week
Open	0.9613	0.9609	-0.0004	0.0%	0.9771
High	0.9640	0.9636	-0.0004	0.0%	0.9782
Low	0.9600	0.9601	0.0001	0.0%	0.9599
Close	0.9608	0.9628	0.0020	0.2%	0.9623
Range	0.0040	0.0035	-0.0005	-12.5%	0.0183
ATR	0.0044	0.0043	-0.0001	-1.5%	0.0000
Volume	90,800	80,409	-10,391	-11.4%	535,840

Daily Pivots for day following 27-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9727	0.9712	0.9647
R3	0.9692	0.9677	0.9638
R2	0.9657	0.9657	0.9634
R1	0.9642	0.9642	0.9631	0.9650
PP	0.9622	0.9622	0.9622	0.9625
S1	0.9607	0.9607	0.9625	0.9615
S2	0.9587	0.9587	0.9622
S3	0.9552	0.9572	0.9618
S4	0.9517	0.9537	0.9609

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	0.9663	0.9593	0.0070	0.7%	0.0041	0.4%	50%	False	False	98,190
10	0.9792	0.9593	0.0199	2.1%	0.0046	0.5%	18%	False	False	101,101
20	0.9854	0.9593	0.0261	2.7%	0.0045	0.5%	13%	False	False	113,043
40	0.9899	0.9593	0.0306	3.2%	0.0041	0.4%	11%	False	False	104,213
60	0.9956	0.9593	0.0363	3.8%	0.0042	0.4%	10%	False	False	94,129
80	0.9956	0.9593	0.0363	3.8%	0.0043	0.4%	10%	False	False	70,849
100	0.9956	0.9593	0.0363	3.8%	0.0044	0.5%	10%	False	False	56,722
120	0.9956	0.9593	0.0363	3.8%	0.0044	0.5%	10%	False	False	47,279

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9785
2.618	0.9728
1.618	0.9693
1.000	0.9671
0.618	0.9658
HIGH	0.9636
0.618	0.9623
0.500	0.9619
0.382	0.9614
LOW	0.9601
0.618	0.9579
1.000	0.9566
1.618	0.9544
2.618	0.9509
4.250	0.9452

Fisher Pivots for day following 27-Aug-2014
Pivot	1 day	3 day
R1	0.9625	0.9624
PP	0.9622	0.9620
S1	0.9619	0.9617

Download as Excel Spreadsheet

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

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