CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 11-Aug-2014

Day Change Summary
	Previous	Current
	08-Aug-2014	11-Aug-2014	Change	Change %	Previous Week
Open	0.9805	0.9802	-0.0003	0.0%	0.9754
High	0.9860	0.9806	-0.0054	-0.5%	0.9860
Low	0.9800	0.9791	-0.0009	-0.1%	0.9724
Close	0.9809	0.9795	-0.0014	-0.1%	0.9809
Range	0.0060	0.0015	-0.0045	-75.0%	0.0136
ATR	0.0038	0.0036	-0.0001	-3.7%	0.0000
Volume	157	505	348	221.7%	1,890

Daily Pivots for day following 11-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9842	0.9834	0.9803
R3	0.9827	0.9819	0.9799
R2	0.9812	0.9812	0.9798
R1	0.9804	0.9804	0.9796	0.9801
PP	0.9797	0.9797	0.9797	0.9796
S1	0.9789	0.9789	0.9794	0.9786
S2	0.9782	0.9782	0.9792
S3	0.9767	0.9774	0.9791
S4	0.9752	0.9759	0.9787

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%	0.0048	0.5%	52%	False	False	410
10	0.9860	0.9717	0.0143	1.5%	0.0045	0.5%	55%	False	False	373
20	0.9900	0.9717	0.0183	1.9%	0.0033	0.3%	43%	False	False	279
40	0.9902	0.9717	0.0185	1.9%	0.0029	0.3%	42%	False	False	194
60	0.9930	0.9717	0.0213	2.2%	0.0028	0.3%	37%	False	False	137
80	0.9930	0.9717	0.0213	2.2%	0.0025	0.3%	37%	False	False	104
100	0.9930	0.9618	0.0312	3.2%	0.0023	0.2%	57%	False	False	84
120	0.9930	0.9618	0.0312	3.2%	0.0022	0.2%	57%	False	False	70

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9870
2.618	0.9845
1.618	0.9830
1.000	0.9821
0.618	0.9815
HIGH	0.9806
0.618	0.9800
0.500	0.9799
0.382	0.9797
LOW	0.9791
0.618	0.9782
1.000	0.9776
1.618	0.9767
2.618	0.9752
4.250	0.9727

Fisher Pivots for day following 11-Aug-2014
Pivot	1 day	3 day
R1	0.9799	0.9815
PP	0.9797	0.9808
S1	0.9796	0.9802

Download as Excel Spreadsheet

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

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