CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 28-Jul-2014

Day Change Summary
	Previous	Current
	25-Jul-2014	28-Jul-2014	Change	Change %	Previous Week
Open	0.9836	0.9837	0.0001	0.0%	0.9882
High	0.9836	0.9837	0.0001	0.0%	0.9886
Low	0.9821	0.9826	0.0005	0.1%	0.9821
Close	0.9833	0.9826	-0.0007	-0.1%	0.9833
Range	0.0015	0.0011	-0.0004	-26.7%	0.0065
ATR	0.0028	0.0027	-0.0001	-4.3%	0.0000
Volume	353	338	-15	-4.2%	1,144

Daily Pivots for day following 28-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9863	0.9855	0.9832
R3	0.9852	0.9844	0.9829
R2	0.9841	0.9841	0.9828
R1	0.9833	0.9833	0.9827	0.9832
PP	0.9830	0.9830	0.9830	0.9829
S1	0.9822	0.9822	0.9825	0.9821
S2	0.9819	0.9819	0.9824
S3	0.9808	0.9811	0.9823
S4	0.9797	0.9800	0.9820

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	0.9877	0.9821	0.0056	0.6%	0.0021	0.2%	9%	False	False	275
10	0.9900	0.9821	0.0079	0.8%	0.0021	0.2%	6%	False	False	185
20	0.9902	0.9791	0.0111	1.1%	0.0023	0.2%	32%	False	False	149
40	0.9902	0.9744	0.0158	1.6%	0.0024	0.2%	52%	False	False	108
60	0.9930	0.9735	0.0195	2.0%	0.0024	0.2%	47%	False	False	75
80	0.9930	0.9618	0.0312	3.2%	0.0022	0.2%	67%	False	False	57
100	0.9930	0.9618	0.0312	3.2%	0.0022	0.2%	67%	False	False	47
120	0.9930	0.9618	0.0312	3.2%	0.0019	0.2%	67%	False	False	39

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	0.0004
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9884
2.618	0.9866
1.618	0.9855
1.000	0.9848
0.618	0.9844
HIGH	0.9837
0.618	0.9833
0.500	0.9832
0.382	0.9830
LOW	0.9826
0.618	0.9819
1.000	0.9815
1.618	0.9808
2.618	0.9797
4.250	0.9779

Fisher Pivots for day following 28-Jul-2014
Pivot	1 day	3 day
R1	0.9832	0.9845
PP	0.9830	0.9839
S1	0.9828	0.9832

Download as Excel Spreadsheet

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

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