CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 14-Jul-2014

Day Change Summary
	Previous	Current
	11-Jul-2014	14-Jul-2014	Change	Change %	Previous Week
Open	0.9879	0.9878	-0.0001	0.0%	0.9802
High	0.9881	0.9878	-0.0003	0.0%	0.9902
Low	0.9879	0.9853	-0.0026	-0.3%	0.9802
Close	0.9880	0.9855	-0.0025	-0.3%	0.9880
Range	0.0002	0.0025	0.0023	1,150.0%	0.0100
ATR	0.0031	0.0031	0.0000	-1.0%	0.0000
Volume	146	5	-141	-96.6%	462

Daily Pivots for day following 14-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9937	0.9921	0.9869
R3	0.9912	0.9896	0.9862
R2	0.9887	0.9887	0.9860
R1	0.9871	0.9871	0.9857	0.9867
PP	0.9862	0.9862	0.9862	0.9860
S1	0.9846	0.9846	0.9853	0.9842
S2	0.9837	0.9837	0.9850
S3	0.9812	0.9821	0.9848
S4	0.9787	0.9796	0.9841

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0161	1.0121	0.9935
R3	1.0061	1.0021	0.9908
R2	0.9961	0.9961	0.9898
R1	0.9921	0.9921	0.9889	0.9941
PP	0.9861	0.9861	0.9861	0.9872
S1	0.9821	0.9821	0.9871	0.9841
S2	0.9761	0.9761	0.9862
S3	0.9661	0.9721	0.9853
S4	0.9561	0.9621	0.9825

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9902	0.9835	0.0067	0.7%	0.0024	0.2%	30%	False	False	56
10	0.9902	0.9791	0.0111	1.1%	0.0025	0.3%	58%	False	False	113
20	0.9902	0.9788	0.0114	1.2%	0.0025	0.3%	59%	False	False	110
40	0.9930	0.9744	0.0186	1.9%	0.0025	0.3%	60%	False	False	66
60	0.9930	0.9735	0.0195	2.0%	0.0023	0.2%	62%	False	False	45
80	0.9930	0.9618	0.0312	3.2%	0.0021	0.2%	76%	False	False	35
100	0.9930	0.9618	0.0312	3.2%	0.0020	0.2%	76%	False	False	29

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	0.0002
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9984
2.618	0.9943
1.618	0.9918
1.000	0.9903
0.618	0.9893
HIGH	0.9878
0.618	0.9868
0.500	0.9866
0.382	0.9863
LOW	0.9853
0.618	0.9838
1.000	0.9828
1.618	0.9813
2.618	0.9788
4.250	0.9747

Fisher Pivots for day following 14-Jul-2014
Pivot	1 day	3 day
R1	0.9866	0.9878
PP	0.9862	0.9870
S1	0.9859	0.9863

Download as Excel Spreadsheet

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

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