CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 21-Aug-2014

Day Change Summary
	Previous	Current
	20-Aug-2014	21-Aug-2014	Change	Change %	Previous Week
Open	0.9724	0.9652	-0.0072	-0.7%	0.9802
High	0.9725	0.9660	-0.0065	-0.7%	0.9806
Low	0.9639	0.9630	-0.0009	-0.1%	0.9745
Close	0.9650	0.9643	-0.0007	-0.1%	0.9780
Range	0.0086	0.0030	-0.0056	-65.1%	0.0061
ATR	0.0039	0.0038	-0.0001	-1.7%	0.0000
Volume	1,263	1,310	47	3.7%	2,157

Daily Pivots for day following 21-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9734	0.9719	0.9660
R3	0.9704	0.9689	0.9651
R2	0.9674	0.9674	0.9649
R1	0.9659	0.9659	0.9646	0.9652
PP	0.9644	0.9644	0.9644	0.9641
S1	0.9629	0.9629	0.9640	0.9622
S2	0.9614	0.9614	0.9638
S3	0.9584	0.9599	0.9635
S4	0.9554	0.9569	0.9627

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	0.9630	0.0166	1.7%	0.0047	0.5%	8%	False	True	805
10	0.9860	0.9630	0.0230	2.4%	0.0039	0.4%	6%	False	True	602
20	0.9860	0.9630	0.0230	2.4%	0.0039	0.4%	6%	False	True	489
40	0.9902	0.9630	0.0272	2.8%	0.0033	0.3%	5%	False	True	324
60	0.9902	0.9630	0.0272	2.8%	0.0029	0.3%	5%	False	True	224
80	0.9930	0.9630	0.0300	3.1%	0.0028	0.3%	4%	False	True	170
100	0.9930	0.9618	0.0312	3.2%	0.0026	0.3%	8%	False	False	137
120	0.9930	0.9618	0.0312	3.2%	0.0025	0.3%	8%	False	False	115

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0009
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9788
2.618	0.9739
1.618	0.9709
1.000	0.9690
0.618	0.9679
HIGH	0.9660
0.618	0.9649
0.500	0.9645
0.382	0.9641
LOW	0.9630
0.618	0.9611
1.000	0.9600
1.618	0.9581
2.618	0.9551
4.250	0.9503

Fisher Pivots for day following 21-Aug-2014
Pivot	1 day	3 day
R1	0.9645	0.9696
PP	0.9644	0.9678
S1	0.9644	0.9661

Download as Excel Spreadsheet

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

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