CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 15-Jul-2014

Day Change Summary
	Previous	Current
	14-Jul-2014	15-Jul-2014	Change	Change %	Previous Week
Open	0.9878	0.9855	-0.0023	-0.2%	0.9802
High	0.9878	0.9867	-0.0011	-0.1%	0.9902
Low	0.9853	0.9839	-0.0014	-0.1%	0.9802
Close	0.9855	0.9843	-0.0012	-0.1%	0.9880
Range	0.0025	0.0028	0.0003	12.0%	0.0100
ATR	0.0031	0.0031	0.0000	-0.7%	0.0000
Volume	5	108	103	2,060.0%	462

Daily Pivots for day following 15-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9934	0.9916	0.9858
R3	0.9906	0.9888	0.9851
R2	0.9878	0.9878	0.9848
R1	0.9860	0.9860	0.9846	0.9855
PP	0.9850	0.9850	0.9850	0.9847
S1	0.9832	0.9832	0.9840	0.9827
S2	0.9822	0.9822	0.9838
S3	0.9794	0.9804	0.9835
S4	0.9766	0.9776	0.9828

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%	12%	False	False	68
10	0.9902	0.9791	0.0111	1.1%	0.0026	0.3%	47%	False	False	102
20	0.9902	0.9788	0.0114	1.2%	0.0026	0.3%	48%	False	False	115
40	0.9930	0.9744	0.0186	1.9%	0.0026	0.3%	53%	False	False	68
60	0.9930	0.9735	0.0195	2.0%	0.0023	0.2%	55%	False	False	47
80	0.9930	0.9618	0.0312	3.2%	0.0021	0.2%	72%	False	False	36
100	0.9930	0.9618	0.0312	3.2%	0.0020	0.2%	72%	False	False	30

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	0.0003
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9986
2.618	0.9940
1.618	0.9912
1.000	0.9895
0.618	0.9884
HIGH	0.9867
0.618	0.9856
0.500	0.9853
0.382	0.9850
LOW	0.9839
0.618	0.9822
1.000	0.9811
1.618	0.9794
2.618	0.9766
4.250	0.9720

Fisher Pivots for day following 15-Jul-2014
Pivot	1 day	3 day
R1	0.9853	0.9860
PP	0.9850	0.9854
S1	0.9846	0.9849

Download as Excel Spreadsheet

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

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