CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 22-Jul-2014

Day Change Summary
	Previous	Current
	21-Jul-2014	22-Jul-2014	Change	Change %	Previous Week
Open	0.9882	0.9868	-0.0014	-0.1%	0.9878
High	0.9886	0.9877	-0.0009	-0.1%	0.9900
Low	0.9873	0.9857	-0.0016	-0.2%	0.9836
Close	0.9875	0.9868	-0.0007	-0.1%	0.9877
Range	0.0013	0.0020	0.0007	53.8%	0.0064
ATR	0.0029	0.0028	-0.0001	-2.2%	0.0000
Volume	103	133	30	29.1%	376

Daily Pivots for day following 22-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9927	0.9918	0.9879
R3	0.9907	0.9898	0.9874
R2	0.9887	0.9887	0.9872
R1	0.9878	0.9878	0.9870	0.9878
PP	0.9867	0.9867	0.9867	0.9868
S1	0.9858	0.9858	0.9866	0.9858
S2	0.9847	0.9847	0.9864
S3	0.9827	0.9838	0.9863
S4	0.9807	0.9818	0.9857

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%	0.0020	0.2%	50%	False	False	99
10	0.9902	0.9835	0.0067	0.7%	0.0022	0.2%	49%	False	False	84
20	0.9902	0.9791	0.0111	1.1%	0.0028	0.3%	69%	False	False	136
40	0.9902	0.9744	0.0158	1.6%	0.0024	0.2%	78%	False	False	79
60	0.9930	0.9735	0.0195	2.0%	0.0024	0.2%	68%	False	False	55
80	0.9930	0.9618	0.0312	3.2%	0.0022	0.2%	80%	False	False	42
100	0.9930	0.9618	0.0312	3.2%	0.0021	0.2%	80%	False	False	35
120	0.9941	0.9618	0.0323	3.3%	0.0020	0.2%	77%	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	0.0004
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9962
2.618	0.9929
1.618	0.9909
1.000	0.9897
0.618	0.9889
HIGH	0.9877
0.618	0.9869
0.500	0.9867
0.382	0.9865
LOW	0.9857
0.618	0.9845
1.000	0.9837
1.618	0.9825
2.618	0.9805
4.250	0.9772

Fisher Pivots for day following 22-Jul-2014
Pivot	1 day	3 day
R1	0.9868	0.9879
PP	0.9867	0.9875
S1	0.9867	0.9872

Download as Excel Spreadsheet

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

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