CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 20-Aug-2014

Day Change Summary
	Previous	Current
	19-Aug-2014	20-Aug-2014	Change	Change %	Previous Week
Open	0.9750	0.9724	-0.0026	-0.3%	0.9802
High	0.9762	0.9725	-0.0037	-0.4%	0.9806
Low	0.9724	0.9639	-0.0085	-0.9%	0.9745
Close	0.9725	0.9650	-0.0075	-0.8%	0.9780
Range	0.0038	0.0086	0.0048	126.3%	0.0061
ATR	0.0036	0.0039	0.0004	10.2%	0.0000
Volume	507	1,263	756	149.1%	2,157

Daily Pivots for day following 20-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9929	0.9876	0.9697
R3	0.9843	0.9790	0.9674
R2	0.9757	0.9757	0.9666
R1	0.9704	0.9704	0.9658	0.9688
PP	0.9671	0.9671	0.9671	0.9663
S1	0.9618	0.9618	0.9642	0.9602
S2	0.9585	0.9585	0.9634
S3	0.9499	0.9532	0.9626
S4	0.9413	0.9446	0.9603

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9960	0.9931	0.9814
R3	0.9899	0.9870	0.9797
R2	0.9838	0.9838	0.9791
R1	0.9809	0.9809	0.9786	0.9793
PP	0.9777	0.9777	0.9777	0.9769
S1	0.9748	0.9748	0.9774	0.9732
S2	0.9716	0.9716	0.9769
S3	0.9655	0.9687	0.9763
S4	0.9594	0.9626	0.9746

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9796	0.9639	0.0157	1.6%	0.0048	0.5%	7%	False	True	697
10	0.9860	0.9639	0.0221	2.3%	0.0040	0.4%	5%	False	True	576
20	0.9869	0.9639	0.0230	2.4%	0.0040	0.4%	5%	False	True	440
40	0.9902	0.9639	0.0263	2.7%	0.0034	0.3%	4%	False	True	293
60	0.9902	0.9639	0.0263	2.7%	0.0029	0.3%	4%	False	True	203
80	0.9930	0.9639	0.0291	3.0%	0.0028	0.3%	4%	False	True	154
100	0.9930	0.9618	0.0312	3.2%	0.0026	0.3%	10%	False	False	124
120	0.9930	0.9618	0.0312	3.2%	0.0025	0.3%	10%	False	False	104

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 93 trading days

Fibonacci Retracements and Extensions
4.250	1.0091
2.618	0.9950
1.618	0.9864
1.000	0.9811
0.618	0.9778
HIGH	0.9725
0.618	0.9692
0.500	0.9682
0.382	0.9672
LOW	0.9639
0.618	0.9586
1.000	0.9553
1.618	0.9500
2.618	0.9414
4.250	0.9274

Fisher Pivots for day following 20-Aug-2014
Pivot	1 day	3 day
R1	0.9682	0.9713
PP	0.9671	0.9692
S1	0.9661	0.9671

Download as Excel Spreadsheet

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

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