CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 08-Sep-2014

Day Change Summary
	Previous	Current
	05-Sep-2014	08-Sep-2014	Change	Change %	Previous Week
Open	0.9497	0.9513	0.0016	0.2%	0.9602
High	0.9553	0.9524	-0.0029	-0.3%	0.9606
Low	0.9461	0.9426	-0.0035	-0.4%	0.9461
Close	0.9518	0.9445	-0.0073	-0.8%	0.9518
Range	0.0092	0.0098	0.0006	6.5%	0.0145
ATR	0.0051	0.0054	0.0003	6.6%	0.0000
Volume	177,594	183,481	5,887	3.3%	652,102

Daily Pivots for day following 08-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9759	0.9700	0.9499
R3	0.9661	0.9602	0.9472
R2	0.9563	0.9563	0.9463
R1	0.9504	0.9504	0.9454	0.9485
PP	0.9465	0.9465	0.9465	0.9455
S1	0.9406	0.9406	0.9436	0.9387
S2	0.9367	0.9367	0.9427
S3	0.9269	0.9308	0.9418
S4	0.9171	0.9210	0.9391

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	0.9606	0.9426	0.0180	1.9%	0.0080	0.8%	11%	False	True	167,116
10	0.9657	0.9426	0.0231	2.4%	0.0059	0.6%	8%	False	True	128,062
20	0.9804	0.9426	0.0378	4.0%	0.0051	0.5%	5%	False	True	115,026
40	0.9896	0.9426	0.0470	5.0%	0.0046	0.5%	4%	False	True	113,172
60	0.9956	0.9426	0.0530	5.6%	0.0046	0.5%	4%	False	True	107,266
80	0.9956	0.9426	0.0530	5.6%	0.0045	0.5%	4%	False	True	83,813
100	0.9956	0.9426	0.0530	5.6%	0.0044	0.5%	4%	False	True	67,105
120	0.9956	0.9426	0.0530	5.6%	0.0046	0.5%	4%	False	True	55,943

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9941
2.618	0.9781
1.618	0.9683
1.000	0.9622
0.618	0.9585
HIGH	0.9524
0.618	0.9487
0.500	0.9475
0.382	0.9463
LOW	0.9426
0.618	0.9365
1.000	0.9328
1.618	0.9267
2.618	0.9169
4.250	0.9010

Fisher Pivots for day following 08-Sep-2014
Pivot	1 day	3 day
R1	0.9475	0.9490
PP	0.9465	0.9475
S1	0.9455	0.9460

Download as Excel Spreadsheet

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

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