CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 16-Jul-2014

Day Change Summary
	Previous	Current
	15-Jul-2014	16-Jul-2014	Change	Change %	Previous Week
Open	0.9855	0.9843	-0.0012	-0.1%	0.9802
High	0.9867	0.9846	-0.0021	-0.2%	0.9902
Low	0.9839	0.9836	-0.0003	0.0%	0.9802
Close	0.9843	0.9843	0.0000	0.0%	0.9880
Range	0.0028	0.0010	-0.0018	-64.3%	0.0100
ATR	0.0031	0.0029	-0.0001	-4.8%	0.0000
Volume	108	139	31	28.7%	462

Daily Pivots for day following 16-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9872	0.9867	0.9849
R3	0.9862	0.9857	0.9846
R2	0.9852	0.9852	0.9845
R1	0.9847	0.9847	0.9844	0.9848
PP	0.9842	0.9842	0.9842	0.9842
S1	0.9837	0.9837	0.9842	0.9838
S2	0.9832	0.9832	0.9841
S3	0.9822	0.9827	0.9840
S4	0.9812	0.9817	0.9838

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	0.9836	0.0066	0.7%	0.0021	0.2%	11%	False	True	90
10	0.9902	0.9791	0.0111	1.1%	0.0025	0.3%	47%	False	False	92
20	0.9902	0.9788	0.0114	1.2%	0.0027	0.3%	48%	False	False	121
40	0.9930	0.9744	0.0186	1.9%	0.0025	0.3%	53%	False	False	70
60	0.9930	0.9735	0.0195	2.0%	0.0023	0.2%	55%	False	False	49
80	0.9930	0.9618	0.0312	3.2%	0.0021	0.2%	72%	False	False	38
100	0.9930	0.9618	0.0312	3.2%	0.0021	0.2%	72%	False	False	31

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0004
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9889
2.618	0.9872
1.618	0.9862
1.000	0.9856
0.618	0.9852
HIGH	0.9846
0.618	0.9842
0.500	0.9841
0.382	0.9840
LOW	0.9836
0.618	0.9830
1.000	0.9826
1.618	0.9820
2.618	0.9810
4.250	0.9794

Fisher Pivots for day following 16-Jul-2014
Pivot	1 day	3 day
R1	0.9842	0.9857
PP	0.9842	0.9852
S1	0.9841	0.9848

Download as Excel Spreadsheet

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

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