CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 13-Aug-2014

Day Change Summary
	Previous	Current
	12-Aug-2014	13-Aug-2014	Change	Change %	Previous Week
Open	0.9787	0.9783	-0.0004	0.0%	0.9754
High	0.9800	0.9790	-0.0010	-0.1%	0.9860
Low	0.9779	0.9763	-0.0016	-0.2%	0.9724
Close	0.9793	0.9768	-0.0025	-0.3%	0.9809
Range	0.0021	0.0027	0.0006	28.6%	0.0136
ATR	0.0035	0.0035	0.0000	-1.0%	0.0000
Volume	113	449	336	297.3%	1,890

Daily Pivots for day following 13-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9855	0.9838	0.9783
R3	0.9828	0.9811	0.9775
R2	0.9801	0.9801	0.9773
R1	0.9784	0.9784	0.9770	0.9779
PP	0.9774	0.9774	0.9774	0.9771
S1	0.9757	0.9757	0.9766	0.9752
S2	0.9747	0.9747	0.9763
S3	0.9720	0.9730	0.9761
S4	0.9693	0.9703	0.9753

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	0.9763	0.0097	1.0%	0.0033	0.3%	5%	False	True	456
10	0.9860	0.9717	0.0143	1.5%	0.0039	0.4%	36%	False	False	396
20	0.9900	0.9717	0.0183	1.9%	0.0034	0.3%	28%	False	False	295
40	0.9902	0.9717	0.0185	1.9%	0.0030	0.3%	28%	False	False	208
60	0.9930	0.9717	0.0213	2.2%	0.0028	0.3%	24%	False	False	145
80	0.9930	0.9717	0.0213	2.2%	0.0026	0.3%	24%	False	False	110
100	0.9930	0.9618	0.0312	3.2%	0.0024	0.2%	48%	False	False	89
120	0.9930	0.9618	0.0312	3.2%	0.0023	0.2%	48%	False	False	75

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	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9905
2.618	0.9861
1.618	0.9834
1.000	0.9817
0.618	0.9807
HIGH	0.9790
0.618	0.9780
0.500	0.9777
0.382	0.9773
LOW	0.9763
0.618	0.9746
1.000	0.9736
1.618	0.9719
2.618	0.9692
4.250	0.9648

Fisher Pivots for day following 13-Aug-2014
Pivot	1 day	3 day
R1	0.9777	0.9785
PP	0.9774	0.9779
S1	0.9771	0.9774

Download as Excel Spreadsheet

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

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