CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 25-Jul-2014

Day Change Summary
	Previous	Current
	24-Jul-2014	25-Jul-2014	Change	Change %	Previous Week
Open	0.9860	0.9836	-0.0024	-0.2%	0.9882
High	0.9869	0.9836	-0.0033	-0.3%	0.9886
Low	0.9828	0.9821	-0.0007	-0.1%	0.9821
Close	0.9830	0.9833	0.0003	0.0%	0.9833
Range	0.0041	0.0015	-0.0026	-63.4%	0.0065
ATR	0.0029	0.0028	-0.0001	-3.4%	0.0000
Volume	346	353	7	2.0%	1,144

Daily Pivots for day following 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9875	0.9869	0.9841
R3	0.9860	0.9854	0.9837
R2	0.9845	0.9845	0.9836
R1	0.9839	0.9839	0.9834	0.9835
PP	0.9830	0.9830	0.9830	0.9828
S1	0.9824	0.9824	0.9832	0.9820
S2	0.9815	0.9815	0.9830
S3	0.9800	0.9809	0.9829
S4	0.9785	0.9794	0.9825

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0042	1.0002	0.9869
R3	0.9977	0.9937	0.9851
R2	0.9912	0.9912	0.9845
R1	0.9872	0.9872	0.9839	0.9860
PP	0.9847	0.9847	0.9847	0.9840
S1	0.9807	0.9807	0.9827	0.9795
S2	0.9782	0.9782	0.9821
S3	0.9717	0.9742	0.9815
S4	0.9652	0.9677	0.9797

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9886	0.9821	0.0065	0.7%	0.0021	0.2%	18%	False	True	228
10	0.9900	0.9821	0.0079	0.8%	0.0023	0.2%	15%	False	True	152
20	0.9902	0.9791	0.0111	1.1%	0.0025	0.3%	38%	False	False	142
40	0.9902	0.9744	0.0158	1.6%	0.0024	0.2%	56%	False	False	100
60	0.9930	0.9735	0.0195	2.0%	0.0024	0.2%	50%	False	False	70
80	0.9930	0.9618	0.0312	3.2%	0.0022	0.2%	69%	False	False	53
100	0.9930	0.9618	0.0312	3.2%	0.0022	0.2%	69%	False	False	44
120	0.9930	0.9618	0.0312	3.2%	0.0020	0.2%	69%	False	False	37

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9900
2.618	0.9875
1.618	0.9860
1.000	0.9851
0.618	0.9845
HIGH	0.9836
0.618	0.9830
0.500	0.9829
0.382	0.9827
LOW	0.9821
0.618	0.9812
1.000	0.9806
1.618	0.9797
2.618	0.9782
4.250	0.9757

Fisher Pivots for day following 25-Jul-2014
Pivot	1 day	3 day
R1	0.9832	0.9849
PP	0.9830	0.9843
S1	0.9829	0.9838

Download as Excel Spreadsheet

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

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