CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 10-Sep-2014

Day Change Summary
	Previous	Current
	09-Sep-2014	10-Sep-2014	Change	Change %	Previous Week
Open	0.9438	0.9416	-0.0022	-0.2%	0.9602
High	0.9440	0.9431	-0.0009	-0.1%	0.9606
Low	0.9392	0.9356	-0.0036	-0.4%	0.9461
Close	0.9405	0.9361	-0.0044	-0.5%	0.9518
Range	0.0048	0.0075	0.0027	56.3%	0.0145
ATR	0.0054	0.0056	0.0001	2.7%	0.0000
Volume	227,108	226,837	-271	-0.1%	652,102

Daily Pivots for day following 10-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9608	0.9559	0.9402
R3	0.9533	0.9484	0.9382
R2	0.9458	0.9458	0.9375
R1	0.9409	0.9409	0.9368	0.9396
PP	0.9383	0.9383	0.9383	0.9376
S1	0.9334	0.9334	0.9354	0.9321
S2	0.9308	0.9308	0.9347
S3	0.9233	0.9259	0.9340
S4	0.9158	0.9184	0.9320

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	0.9356	0.0197	2.1%	0.0074	0.8%	3%	False	True	194,635
10	0.9657	0.9356	0.0301	3.2%	0.0064	0.7%	2%	False	True	157,415
20	0.9792	0.9356	0.0436	4.7%	0.0054	0.6%	1%	False	True	130,036
40	0.9896	0.9356	0.0540	5.8%	0.0047	0.5%	1%	False	True	120,127
60	0.9956	0.9356	0.0600	6.4%	0.0046	0.5%	1%	False	True	111,564
80	0.9956	0.9356	0.0600	6.4%	0.0045	0.5%	1%	False	True	89,479
100	0.9956	0.9356	0.0600	6.4%	0.0045	0.5%	1%	False	True	71,639
120	0.9956	0.9356	0.0600	6.4%	0.0046	0.5%	1%	False	True	59,725

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	0.9750
2.618	0.9627
1.618	0.9552
1.000	0.9506
0.618	0.9477
HIGH	0.9431
0.618	0.9402
0.500	0.9394
0.382	0.9385
LOW	0.9356
0.618	0.9310
1.000	0.9281
1.618	0.9235
2.618	0.9160
4.250	0.9037

Fisher Pivots for day following 10-Sep-2014
Pivot	1 day	3 day
R1	0.9394	0.9440
PP	0.9383	0.9414
S1	0.9372	0.9387

Download as Excel Spreadsheet

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

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