CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 08-Aug-2014

Day Change Summary
	Previous	Current
	07-Aug-2014	08-Aug-2014	Change	Change %	Previous Week
Open	0.9802	0.9805	0.0003	0.0%	0.9754
High	0.9812	0.9860	0.0048	0.5%	0.9860
Low	0.9770	0.9800	0.0030	0.3%	0.9724
Close	0.9809	0.9809	0.0000	0.0%	0.9809
Range	0.0042	0.0060	0.0018	42.9%	0.0136
ATR	0.0036	0.0038	0.0002	4.8%	0.0000
Volume	1,058	157	-901	-85.2%	1,890

Daily Pivots for day following 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0003	0.9966	0.9842
R3	0.9943	0.9906	0.9826
R2	0.9883	0.9883	0.9820
R1	0.9846	0.9846	0.9815	0.9865
PP	0.9823	0.9823	0.9823	0.9832
S1	0.9786	0.9786	0.9804	0.9805
S2	0.9763	0.9763	0.9798
S3	0.9703	0.9726	0.9793
S4	0.9643	0.9666	0.9776

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0206	1.0143	0.9884
R3	1.0070	1.0007	0.9846
R2	0.9934	0.9934	0.9834
R1	0.9871	0.9871	0.9821	0.9903
PP	0.9798	0.9798	0.9798	0.9813
S1	0.9735	0.9735	0.9797	0.9767
S2	0.9662	0.9662	0.9784
S3	0.9526	0.9599	0.9772
S4	0.9390	0.9463	0.9734

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9860	0.9724	0.0136	1.4%	0.0049	0.5%	63%	True	False	378
10	0.9860	0.9717	0.0143	1.5%	0.0044	0.5%	64%	True	False	356
20	0.9900	0.9717	0.0183	1.9%	0.0034	0.3%	50%	False	False	254
40	0.9902	0.9717	0.0185	1.9%	0.0029	0.3%	50%	False	False	183
60	0.9930	0.9717	0.0213	2.2%	0.0028	0.3%	43%	False	False	129
80	0.9930	0.9717	0.0213	2.2%	0.0025	0.3%	43%	False	False	97
100	0.9930	0.9618	0.0312	3.2%	0.0024	0.2%	61%	False	False	79
120	0.9930	0.9618	0.0312	3.2%	0.0022	0.2%	61%	False	False	66

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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0115
2.618	1.0017
1.618	0.9957
1.000	0.9920
0.618	0.9897
HIGH	0.9860
0.618	0.9837
0.500	0.9830
0.382	0.9823
LOW	0.9800
0.618	0.9763
1.000	0.9740
1.618	0.9703
2.618	0.9643
4.250	0.9545

Fisher Pivots for day following 08-Aug-2014
Pivot	1 day	3 day
R1	0.9830	0.9809
PP	0.9823	0.9808
S1	0.9816	0.9808

Download as Excel Spreadsheet

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

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