CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 04-Sep-2014

Day Change Summary
	Previous	Current
	03-Sep-2014	04-Sep-2014	Change	Change %	Previous Week
Open	0.9518	0.9538	0.0020	0.2%	0.9606
High	0.9548	0.9546	-0.0002	0.0%	0.9657
Low	0.9496	0.9491	-0.0005	-0.1%	0.9593
Close	0.9539	0.9503	-0.0036	-0.4%	0.9606
Range	0.0052	0.0055	0.0003	5.8%	0.0064
ATR	0.0047	0.0048	0.0001	1.1%	0.0000
Volume	137,556	158,155	20,599	15.0%	445,043

Daily Pivots for day following 04-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9678	0.9646	0.9533
R3	0.9623	0.9591	0.9518
R2	0.9568	0.9568	0.9513
R1	0.9536	0.9536	0.9508	0.9525
PP	0.9513	0.9513	0.9513	0.9508
S1	0.9481	0.9481	0.9498	0.9470
S2	0.9458	0.9458	0.9493
S3	0.9403	0.9426	0.9488
S4	0.9348	0.9371	0.9473

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	0.9491	0.0166	1.7%	0.0057	0.6%	7%	False	True	135,745
10	0.9663	0.9491	0.0172	1.8%	0.0049	0.5%	7%	False	True	116,967
20	0.9854	0.9491	0.0363	3.8%	0.0046	0.5%	3%	False	True	111,167
40	0.9899	0.9491	0.0408	4.3%	0.0043	0.5%	3%	False	True	109,097
60	0.9956	0.9491	0.0465	4.9%	0.0044	0.5%	3%	False	True	103,836
80	0.9956	0.9491	0.0465	4.9%	0.0044	0.5%	3%	False	True	79,303
100	0.9956	0.9491	0.0465	4.9%	0.0043	0.5%	3%	False	True	63,500
120	0.9956	0.9491	0.0465	4.9%	0.0045	0.5%	3%	False	True	52,934

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	0.9780
2.618	0.9690
1.618	0.9635
1.000	0.9601
0.618	0.9580
HIGH	0.9546
0.618	0.9525
0.500	0.9519
0.382	0.9512
LOW	0.9491
0.618	0.9457
1.000	0.9436
1.618	0.9402
2.618	0.9347
4.250	0.9257

Fisher Pivots for day following 04-Sep-2014
Pivot	1 day	3 day
R1	0.9519	0.9549
PP	0.9513	0.9533
S1	0.9508	0.9518

Download as Excel Spreadsheet

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

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