CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 22-Aug-2014

Day Change Summary
	Previous	Current
	21-Aug-2014	22-Aug-2014	Change	Change %	Previous Week
Open	0.9652	0.9635	-0.0017	-0.2%	0.9773
High	0.9660	0.9665	0.0005	0.1%	0.9786
Low	0.9630	0.9606	-0.0024	-0.2%	0.9606
Close	0.9643	0.9630	-0.0013	-0.1%	0.9630
Range	0.0030	0.0059	0.0029	96.7%	0.0180
ATR	0.0038	0.0040	0.0001	3.8%	0.0000
Volume	1,310	1,537	227	17.3%	5,244

Daily Pivots for day following 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9811	0.9779	0.9662
R3	0.9752	0.9720	0.9646
R2	0.9693	0.9693	0.9641
R1	0.9661	0.9661	0.9635	0.9648
PP	0.9634	0.9634	0.9634	0.9627
S1	0.9602	0.9602	0.9625	0.9589
S2	0.9575	0.9575	0.9619
S3	0.9516	0.9543	0.9614
S4	0.9457	0.9484	0.9598

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0214	1.0102	0.9729
R3	1.0034	0.9922	0.9680
R2	0.9854	0.9854	0.9663
R1	0.9742	0.9742	0.9647	0.9708
PP	0.9674	0.9674	0.9674	0.9657
S1	0.9562	0.9562	0.9614	0.9528
S2	0.9494	0.9494	0.9597
S3	0.9314	0.9382	0.9581
S4	0.9134	0.9202	0.9531

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9786	0.9606	0.0180	1.9%	0.0049	0.5%	13%	False	True	1,048
10	0.9806	0.9606	0.0200	2.1%	0.0039	0.4%	12%	False	True	740
20	0.9860	0.9606	0.0254	2.6%	0.0042	0.4%	9%	False	True	548
40	0.9902	0.9606	0.0296	3.1%	0.0033	0.3%	8%	False	True	345
60	0.9902	0.9606	0.0296	3.1%	0.0030	0.3%	8%	False	True	249
80	0.9930	0.9606	0.0324	3.4%	0.0028	0.3%	7%	False	True	189
100	0.9930	0.9606	0.0324	3.4%	0.0026	0.3%	7%	False	True	152
120	0.9930	0.9606	0.0324	3.4%	0.0025	0.3%	7%	False	True	128

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9916
2.618	0.9819
1.618	0.9760
1.000	0.9724
0.618	0.9701
HIGH	0.9665
0.618	0.9642
0.500	0.9636
0.382	0.9629
LOW	0.9606
0.618	0.9570
1.000	0.9547
1.618	0.9511
2.618	0.9452
4.250	0.9355

Fisher Pivots for day following 22-Aug-2014
Pivot	1 day	3 day
R1	0.9636	0.9666
PP	0.9634	0.9654
S1	0.9632	0.9642

Download as Excel Spreadsheet

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

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