CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 23-Jul-2014

Day Change Summary
	Previous	Current
	22-Jul-2014	23-Jul-2014	Change	Change %	Previous Week
Open	0.9868	0.9876	0.0008	0.1%	0.9878
High	0.9877	0.9876	-0.0001	0.0%	0.9900
Low	0.9857	0.9858	0.0001	0.0%	0.9836
Close	0.9868	0.9858	-0.0010	-0.1%	0.9877
Range	0.0020	0.0018	-0.0002	-10.0%	0.0064
ATR	0.0028	0.0028	-0.0001	-2.6%	0.0000
Volume	133	209	76	57.1%	376

Daily Pivots for day following 23-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9918	0.9906	0.9868
R3	0.9900	0.9888	0.9863
R2	0.9882	0.9882	0.9861
R1	0.9870	0.9870	0.9860	0.9867
PP	0.9864	0.9864	0.9864	0.9863
S1	0.9852	0.9852	0.9856	0.9849
S2	0.9846	0.9846	0.9855
S3	0.9828	0.9834	0.9853
S4	0.9810	0.9816	0.9848

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	0.9857	0.0043	0.4%	0.0022	0.2%	2%	False	False	113
10	0.9902	0.9836	0.0066	0.7%	0.0022	0.2%	33%	False	False	102
20	0.9902	0.9791	0.0111	1.1%	0.0027	0.3%	60%	False	False	145
40	0.9902	0.9744	0.0158	1.6%	0.0023	0.2%	72%	False	False	84
60	0.9930	0.9735	0.0195	2.0%	0.0024	0.2%	63%	False	False	58
80	0.9930	0.9618	0.0312	3.2%	0.0022	0.2%	77%	False	False	45
100	0.9930	0.9618	0.0312	3.2%	0.0021	0.2%	77%	False	False	37
120	0.9941	0.9618	0.0323	3.3%	0.0020	0.2%	74%	False	False	31

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9953
2.618	0.9923
1.618	0.9905
1.000	0.9894
0.618	0.9887
HIGH	0.9876
0.618	0.9869
0.500	0.9867
0.382	0.9865
LOW	0.9858
0.618	0.9847
1.000	0.9840
1.618	0.9829
2.618	0.9811
4.250	0.9782

Fisher Pivots for day following 23-Jul-2014
Pivot	1 day	3 day
R1	0.9867	0.9872
PP	0.9864	0.9867
S1	0.9861	0.9863

Download as Excel Spreadsheet

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

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