CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 18-Jul-2014

Day Change Summary
	Previous	Current
	17-Jul-2014	18-Jul-2014	Change	Change %	Previous Week
Open	0.9860	0.9898	0.0038	0.4%	0.9878
High	0.9887	0.9900	0.0013	0.1%	0.9900
Low	0.9860	0.9869	0.0009	0.1%	0.9836
Close	0.9883	0.9877	-0.0006	-0.1%	0.9877
Range	0.0027	0.0031	0.0004	14.8%	0.0064
ATR	0.0030	0.0030	0.0000	0.2%	0.0000
Volume	62	62	0	0.0%	376

Daily Pivots for day following 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9975	0.9957	0.9894
R3	0.9944	0.9926	0.9886
R2	0.9913	0.9913	0.9883
R1	0.9895	0.9895	0.9880	0.9889
PP	0.9882	0.9882	0.9882	0.9879
S1	0.9864	0.9864	0.9874	0.9858
S2	0.9851	0.9851	0.9871
S3	0.9820	0.9833	0.9868
S4	0.9789	0.9802	0.9860

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0063	1.0034	0.9912
R3	0.9999	0.9970	0.9895
R2	0.9935	0.9935	0.9889
R1	0.9906	0.9906	0.9883	0.9889
PP	0.9871	0.9871	0.9871	0.9862
S1	0.9842	0.9842	0.9871	0.9825
S2	0.9807	0.9807	0.9865
S3	0.9743	0.9778	0.9859
S4	0.9679	0.9714	0.9842

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9900	0.9836	0.0064	0.6%	0.0024	0.2%	64%	True	False	75
10	0.9902	0.9802	0.0100	1.0%	0.0024	0.2%	75%	False	False	83
20	0.9902	0.9791	0.0111	1.1%	0.0028	0.3%	77%	False	False	125
40	0.9902	0.9744	0.0158	1.6%	0.0025	0.2%	84%	False	False	73
60	0.9930	0.9735	0.0195	2.0%	0.0024	0.2%	73%	False	False	51
80	0.9930	0.9618	0.0312	3.2%	0.0021	0.2%	83%	False	False	39
100	0.9930	0.9618	0.0312	3.2%	0.0021	0.2%	83%	False	False	32

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0032
2.618	0.9981
1.618	0.9950
1.000	0.9931
0.618	0.9919
HIGH	0.9900
0.618	0.9888
0.500	0.9885
0.382	0.9881
LOW	0.9869
0.618	0.9850
1.000	0.9838
1.618	0.9819
2.618	0.9788
4.250	0.9737

Fisher Pivots for day following 18-Jul-2014
Pivot	1 day	3 day
R1	0.9885	0.9874
PP	0.9882	0.9871
S1	0.9880	0.9868

Download as Excel Spreadsheet

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

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