CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 29-Aug-2014

Day Change Summary
	Previous	Current
	28-Aug-2014	29-Aug-2014	Change	Change %	Previous Week
Open	0.9626	0.9642	0.0016	0.2%	0.9606
High	0.9657	0.9648	-0.0009	-0.1%	0.9657
Low	0.9621	0.9605	-0.0016	-0.2%	0.9593
Close	0.9647	0.9606	-0.0041	-0.4%	0.9606
Range	0.0036	0.0043	0.0007	19.4%	0.0064
ATR	0.0043	0.0043	0.0000	0.0%	0.0000
Volume	105,702	98,517	-7,185	-6.8%	445,043

Daily Pivots for day following 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9749	0.9720	0.9630
R3	0.9706	0.9677	0.9618
R2	0.9663	0.9663	0.9614
R1	0.9634	0.9634	0.9610	0.9627
PP	0.9620	0.9620	0.9620	0.9616
S1	0.9591	0.9591	0.9602	0.9584
S2	0.9577	0.9577	0.9598
S3	0.9534	0.9548	0.9594
S4	0.9491	0.9505	0.9582

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9811	0.9772	0.9641
R3	0.9747	0.9708	0.9624
R2	0.9683	0.9683	0.9618
R1	0.9644	0.9644	0.9612	0.9638
PP	0.9619	0.9619	0.9619	0.9616
S1	0.9580	0.9580	0.9600	0.9574
S2	0.9555	0.9555	0.9594
S3	0.9491	0.9516	0.9588
S4	0.9427	0.9452	0.9571

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9657	0.9593	0.0064	0.7%	0.0038	0.4%	20%	False	False	89,008
10	0.9782	0.9593	0.0189	2.0%	0.0045	0.5%	7%	False	False	98,088
20	0.9854	0.9593	0.0261	2.7%	0.0044	0.5%	5%	False	False	106,708
40	0.9899	0.9593	0.0306	3.2%	0.0041	0.4%	4%	False	False	104,045
60	0.9956	0.9593	0.0363	3.8%	0.0043	0.4%	4%	False	False	97,370
80	0.9956	0.9593	0.0363	3.8%	0.0042	0.4%	4%	False	False	73,390
100	0.9956	0.9593	0.0363	3.8%	0.0043	0.4%	4%	False	False	58,761
120	0.9956	0.9593	0.0363	3.8%	0.0045	0.5%	4%	False	False	48,981

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9831
2.618	0.9761
1.618	0.9718
1.000	0.9691
0.618	0.9675
HIGH	0.9648
0.618	0.9632
0.500	0.9627
0.382	0.9621
LOW	0.9605
0.618	0.9578
1.000	0.9562
1.618	0.9535
2.618	0.9492
4.250	0.9422

Fisher Pivots for day following 29-Aug-2014
Pivot	1 day	3 day
R1	0.9627	0.9629
PP	0.9620	0.9621
S1	0.9613	0.9614

Download as Excel Spreadsheet

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

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