CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 29-Jul-2014

Day Change Summary
	Previous	Current
	28-Jul-2014	29-Jul-2014	Change	Change %	Previous Week
Open	0.9837	0.9814	-0.0023	-0.2%	0.9882
High	0.9837	0.9824	-0.0013	-0.1%	0.9886
Low	0.9826	0.9800	-0.0026	-0.3%	0.9821
Close	0.9826	0.9801	-0.0025	-0.3%	0.9833
Range	0.0011	0.0024	0.0013	118.2%	0.0065
ATR	0.0027	0.0026	0.0000	-0.1%	0.0000
Volume	338	91	-247	-73.1%	1,144

Daily Pivots for day following 29-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9880	0.9865	0.9814
R3	0.9856	0.9841	0.9808
R2	0.9832	0.9832	0.9805
R1	0.9817	0.9817	0.9803	0.9813
PP	0.9808	0.9808	0.9808	0.9806
S1	0.9793	0.9793	0.9799	0.9789
S2	0.9784	0.9784	0.9797
S3	0.9760	0.9769	0.9794
S4	0.9736	0.9745	0.9788

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	0.9876	0.9800	0.0076	0.8%	0.0022	0.2%	1%	False	True	267
10	0.9900	0.9800	0.0100	1.0%	0.0021	0.2%	1%	False	True	183
20	0.9902	0.9791	0.0111	1.1%	0.0024	0.2%	9%	False	False	143
40	0.9902	0.9744	0.0158	1.6%	0.0023	0.2%	36%	False	False	110
60	0.9930	0.9744	0.0186	1.9%	0.0023	0.2%	31%	False	False	77
80	0.9930	0.9695	0.0235	2.4%	0.0022	0.2%	45%	False	False	59
100	0.9930	0.9618	0.0312	3.2%	0.0022	0.2%	59%	False	False	48
120	0.9930	0.9618	0.0312	3.2%	0.0019	0.2%	59%	False	False	40

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9926
2.618	0.9887
1.618	0.9863
1.000	0.9848
0.618	0.9839
HIGH	0.9824
0.618	0.9815
0.500	0.9812
0.382	0.9809
LOW	0.9800
0.618	0.9785
1.000	0.9776
1.618	0.9761
2.618	0.9737
4.250	0.9698

Fisher Pivots for day following 29-Jul-2014
Pivot	1 day	3 day
R1	0.9812	0.9819
PP	0.9808	0.9813
S1	0.9805	0.9807

Download as Excel Spreadsheet

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

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