CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 06-Aug-2014

Day Change Summary
	Previous	Current
	05-Aug-2014	06-Aug-2014	Change	Change %	Previous Week
Open	0.9750	0.9758	0.0008	0.1%	0.9837
High	0.9764	0.9841	0.0077	0.8%	0.9837
Low	0.9724	0.9756	0.0032	0.3%	0.9717
Close	0.9759	0.9810	0.0051	0.5%	0.9760
Range	0.0040	0.0085	0.0045	112.5%	0.0120
ATR	0.0031	0.0035	0.0004	12.2%	0.0000
Volume	52	278	226	434.6%	1,676

Daily Pivots for day following 06-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0057	1.0019	0.9857
R3	0.9972	0.9934	0.9833
R2	0.9887	0.9887	0.9826
R1	0.9849	0.9849	0.9818	0.9868
PP	0.9802	0.9802	0.9802	0.9812
S1	0.9764	0.9764	0.9802	0.9783
S2	0.9717	0.9717	0.9794
S3	0.9632	0.9679	0.9787
S4	0.9547	0.9594	0.9763

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0131	1.0066	0.9826
R3	1.0011	0.9946	0.9793
R2	0.9891	0.9891	0.9782
R1	0.9826	0.9826	0.9771	0.9799
PP	0.9771	0.9771	0.9771	0.9758
S1	0.9706	0.9706	0.9749	0.9679
S2	0.9651	0.9651	0.9738
S3	0.9531	0.9586	0.9727
S4	0.9411	0.9466	0.9694

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9841	0.9717	0.0124	1.3%	0.0044	0.4%	75%	True	False	335
10	0.9869	0.9717	0.0152	1.5%	0.0040	0.4%	61%	False	False	305
20	0.9902	0.9717	0.0185	1.9%	0.0031	0.3%	50%	False	False	203
40	0.9902	0.9717	0.0185	1.9%	0.0028	0.3%	50%	False	False	154
60	0.9930	0.9717	0.0213	2.2%	0.0027	0.3%	44%	False	False	109
80	0.9930	0.9717	0.0213	2.2%	0.0024	0.2%	44%	False	False	82
100	0.9930	0.9618	0.0312	3.2%	0.0023	0.2%	62%	False	False	67
120	0.9930	0.9618	0.0312	3.2%	0.0022	0.2%	62%	False	False	56

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0202
2.618	1.0064
1.618	0.9979
1.000	0.9926
0.618	0.9894
HIGH	0.9841
0.618	0.9809
0.500	0.9799
0.382	0.9788
LOW	0.9756
0.618	0.9703
1.000	0.9671
1.618	0.9618
2.618	0.9533
4.250	0.9395

Fisher Pivots for day following 06-Aug-2014
Pivot	1 day	3 day
R1	0.9806	0.9801
PP	0.9802	0.9792
S1	0.9799	0.9783

Download as Excel Spreadsheet

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

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