CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 28-Aug-2014

Day Change Summary
	Previous	Current
	27-Aug-2014	28-Aug-2014	Change	Change %	Previous Week
Open	0.9609	0.9626	0.0017	0.2%	0.9771
High	0.9636	0.9657	0.0021	0.2%	0.9782
Low	0.9601	0.9621	0.0020	0.2%	0.9599
Close	0.9628	0.9647	0.0019	0.2%	0.9623
Range	0.0035	0.0036	0.0001	2.9%	0.0183
ATR	0.0043	0.0043	-0.0001	-1.2%	0.0000
Volume	80,409	105,702	25,293	31.5%	535,840

Daily Pivots for day following 28-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9750	0.9734	0.9667
R3	0.9714	0.9698	0.9657
R2	0.9678	0.9678	0.9654
R1	0.9662	0.9662	0.9650	0.9670
PP	0.9642	0.9642	0.9642	0.9646
S1	0.9626	0.9626	0.9644	0.9634
S2	0.9606	0.9606	0.9640
S3	0.9570	0.9590	0.9637
S4	0.9534	0.9554	0.9627

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%	0.0042	0.4%	77%	False	False	98,748
10	0.9792	0.9593	0.0199	2.1%	0.0046	0.5%	27%	False	False	103,606
20	0.9854	0.9593	0.0261	2.7%	0.0045	0.5%	21%	False	False	110,999
40	0.9899	0.9593	0.0306	3.2%	0.0041	0.4%	18%	False	False	104,528
60	0.9956	0.9593	0.0363	3.8%	0.0042	0.4%	15%	False	False	95,829
80	0.9956	0.9593	0.0363	3.8%	0.0042	0.4%	15%	False	False	72,167
100	0.9956	0.9593	0.0363	3.8%	0.0044	0.5%	15%	False	False	57,778
120	0.9956	0.9593	0.0363	3.8%	0.0044	0.5%	15%	False	False	48,160

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9810
2.618	0.9751
1.618	0.9715
1.000	0.9693
0.618	0.9679
HIGH	0.9657
0.618	0.9643
0.500	0.9639
0.382	0.9635
LOW	0.9621
0.618	0.9599
1.000	0.9585
1.618	0.9563
2.618	0.9527
4.250	0.9468

Fisher Pivots for day following 28-Aug-2014
Pivot	1 day	3 day
R1	0.9644	0.9641
PP	0.9642	0.9635
S1	0.9639	0.9629

Download as Excel Spreadsheet

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

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