CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 05-Sep-2014

Day Change Summary
	Previous	Current
	04-Sep-2014	05-Sep-2014	Change	Change %	Previous Week
Open	0.9538	0.9497	-0.0041	-0.4%	0.9602
High	0.9546	0.9553	0.0007	0.1%	0.9606
Low	0.9491	0.9461	-0.0030	-0.3%	0.9461
Close	0.9503	0.9518	0.0015	0.2%	0.9518
Range	0.0055	0.0092	0.0037	67.3%	0.0145
ATR	0.0048	0.0051	0.0003	6.6%	0.0000
Volume	158,155	177,594	19,439	12.3%	652,102

Daily Pivots for day following 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9787	0.9744	0.9569
R3	0.9695	0.9652	0.9543
R2	0.9603	0.9603	0.9535
R1	0.9560	0.9560	0.9526	0.9582
PP	0.9511	0.9511	0.9511	0.9521
S1	0.9468	0.9468	0.9510	0.9490
S2	0.9419	0.9419	0.9501
S3	0.9327	0.9376	0.9493
S4	0.9235	0.9284	0.9467

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9963	0.9886	0.9598
R3	0.9818	0.9741	0.9558
R2	0.9673	0.9673	0.9545
R1	0.9596	0.9596	0.9531	0.9562
PP	0.9528	0.9528	0.9528	0.9512
S1	0.9451	0.9451	0.9505	0.9417
S2	0.9383	0.9383	0.9491
S3	0.9238	0.9306	0.9478
S4	0.9093	0.9161	0.9438

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9648	0.9461	0.0187	2.0%	0.0069	0.7%	30%	False	True	150,123
10	0.9663	0.9461	0.0202	2.1%	0.0055	0.6%	28%	False	True	124,436
20	0.9854	0.9461	0.0393	4.1%	0.0049	0.5%	15%	False	True	114,123
40	0.9896	0.9461	0.0435	4.6%	0.0044	0.5%	13%	False	True	110,242
60	0.9956	0.9461	0.0495	5.2%	0.0045	0.5%	12%	False	True	105,602
80	0.9956	0.9461	0.0495	5.2%	0.0044	0.5%	12%	False	True	81,522
100	0.9956	0.9461	0.0495	5.2%	0.0044	0.5%	12%	False	True	65,275
120	0.9956	0.9461	0.0495	5.2%	0.0045	0.5%	12%	False	True	54,414

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9944
2.618	0.9794
1.618	0.9702
1.000	0.9645
0.618	0.9610
HIGH	0.9553
0.618	0.9518
0.500	0.9507
0.382	0.9496
LOW	0.9461
0.618	0.9404
1.000	0.9369
1.618	0.9312
2.618	0.9220
4.250	0.9070

Fisher Pivots for day following 05-Sep-2014
Pivot	1 day	3 day
R1	0.9514	0.9514
PP	0.9511	0.9511
S1	0.9507	0.9507

Download as Excel Spreadsheet

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

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