CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 09-Sep-2014

Day Change Summary
	Previous	Current
	08-Sep-2014	09-Sep-2014	Change	Change %	Previous Week
Open	0.9513	0.9438	-0.0075	-0.8%	0.9602
High	0.9524	0.9440	-0.0084	-0.9%	0.9606
Low	0.9426	0.9392	-0.0034	-0.4%	0.9461
Close	0.9445	0.9405	-0.0040	-0.4%	0.9518
Range	0.0098	0.0048	-0.0050	-51.0%	0.0145
ATR	0.0054	0.0054	0.0000	-0.2%	0.0000
Volume	183,481	227,108	43,627	23.8%	652,102

Daily Pivots for day following 09-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9556	0.9529	0.9431
R3	0.9508	0.9481	0.9418
R2	0.9460	0.9460	0.9414
R1	0.9433	0.9433	0.9409	0.9423
PP	0.9412	0.9412	0.9412	0.9407
S1	0.9385	0.9385	0.9401	0.9375
S2	0.9364	0.9364	0.9396
S3	0.9316	0.9337	0.9392
S4	0.9268	0.9289	0.9379

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	0.9553	0.9392	0.0161	1.7%	0.0069	0.7%	8%	False	True	176,778
10	0.9657	0.9392	0.0265	2.8%	0.0060	0.6%	5%	False	True	143,811
20	0.9797	0.9392	0.0405	4.3%	0.0052	0.6%	3%	False	True	122,702
40	0.9896	0.9392	0.0504	5.4%	0.0046	0.5%	3%	False	True	117,156
60	0.9956	0.9392	0.0564	6.0%	0.0046	0.5%	2%	False	True	109,011
80	0.9956	0.9392	0.0564	6.0%	0.0045	0.5%	2%	False	True	86,648
100	0.9956	0.9392	0.0564	6.0%	0.0045	0.5%	2%	False	True	69,375
120	0.9956	0.9392	0.0564	6.0%	0.0045	0.5%	2%	False	True	57,836

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9644
2.618	0.9566
1.618	0.9518
1.000	0.9488
0.618	0.9470
HIGH	0.9440
0.618	0.9422
0.500	0.9416
0.382	0.9410
LOW	0.9392
0.618	0.9362
1.000	0.9344
1.618	0.9314
2.618	0.9266
4.250	0.9188

Fisher Pivots for day following 09-Sep-2014
Pivot	1 day	3 day
R1	0.9416	0.9473
PP	0.9412	0.9450
S1	0.9409	0.9428

Download as Excel Spreadsheet

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

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