CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 24-Jul-2014

Day Change Summary
	Previous	Current
	23-Jul-2014	24-Jul-2014	Change	Change %	Previous Week
Open	0.9876	0.9860	-0.0016	-0.2%	0.9878
High	0.9876	0.9869	-0.0007	-0.1%	0.9900
Low	0.9858	0.9828	-0.0030	-0.3%	0.9836
Close	0.9858	0.9830	-0.0028	-0.3%	0.9877
Range	0.0018	0.0041	0.0023	127.8%	0.0064
ATR	0.0028	0.0029	0.0001	3.4%	0.0000
Volume	209	346	137	65.6%	376

Daily Pivots for day following 24-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9965	0.9939	0.9853
R3	0.9924	0.9898	0.9841
R2	0.9883	0.9883	0.9838
R1	0.9857	0.9857	0.9834	0.9850
PP	0.9842	0.9842	0.9842	0.9839
S1	0.9816	0.9816	0.9826	0.9809
S2	0.9801	0.9801	0.9822
S3	0.9760	0.9775	0.9819
S4	0.9719	0.9734	0.9807

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	0.9828	0.0072	0.7%	0.0025	0.3%	3%	False	True	170
10	0.9900	0.9828	0.0072	0.7%	0.0022	0.2%	3%	False	True	131
20	0.9902	0.9791	0.0111	1.1%	0.0026	0.3%	35%	False	False	159
40	0.9902	0.9744	0.0158	1.6%	0.0024	0.2%	54%	False	False	91
60	0.9930	0.9735	0.0195	2.0%	0.0024	0.2%	49%	False	False	64
80	0.9930	0.9618	0.0312	3.2%	0.0023	0.2%	68%	False	False	49
100	0.9930	0.9618	0.0312	3.2%	0.0022	0.2%	68%	False	False	40
120	0.9941	0.9618	0.0323	3.3%	0.0020	0.2%	66%	False	False	34

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	1.0043
2.618	0.9976
1.618	0.9935
1.000	0.9910
0.618	0.9894
HIGH	0.9869
0.618	0.9853
0.500	0.9849
0.382	0.9844
LOW	0.9828
0.618	0.9803
1.000	0.9787
1.618	0.9762
2.618	0.9721
4.250	0.9654

Fisher Pivots for day following 24-Jul-2014
Pivot	1 day	3 day
R1	0.9849	0.9853
PP	0.9842	0.9845
S1	0.9836	0.9838

Download as Excel Spreadsheet

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

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