CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 29-Aug-2014

Day Change Summary
	Previous	Current
	28-Aug-2014	29-Aug-2014	Change	Change %	Previous Week
Open	0.9632	0.9648	0.0016	0.2%	0.9606
High	0.9662	0.9648	-0.0014	-0.1%	0.9662
Low	0.9632	0.9612	-0.0020	-0.2%	0.9599
Close	0.9654	0.9613	-0.0041	-0.4%	0.9613
Range	0.0030	0.0036	0.0006	20.0%	0.0063
ATR	0.0038	0.0038	0.0000	0.8%	0.0000
Volume	824	2,875	2,051	248.9%	6,664

Daily Pivots for day following 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9732	0.9709	0.9633
R3	0.9696	0.9673	0.9623
R2	0.9660	0.9660	0.9620
R1	0.9637	0.9637	0.9616	0.9631
PP	0.9624	0.9624	0.9624	0.9621
S1	0.9601	0.9601	0.9610	0.9595
S2	0.9588	0.9588	0.9606
S3	0.9552	0.9565	0.9603
S4	0.9516	0.9529	0.9593

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9814	0.9776	0.9648
R3	0.9751	0.9713	0.9630
R2	0.9688	0.9688	0.9625
R1	0.9650	0.9650	0.9619	0.9669
PP	0.9625	0.9625	0.9625	0.9634
S1	0.9587	0.9587	0.9607	0.9606
S2	0.9562	0.9562	0.9601
S3	0.9499	0.9524	0.9596
S4	0.9436	0.9461	0.9578

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9662	0.9599	0.0063	0.7%	0.0033	0.3%	22%	False	False	1,332
10	0.9786	0.9599	0.0187	1.9%	0.0041	0.4%	7%	False	False	1,190
20	0.9860	0.9599	0.0261	2.7%	0.0040	0.4%	5%	False	False	797
40	0.9902	0.9599	0.0303	3.2%	0.0034	0.4%	5%	False	False	490
60	0.9902	0.9599	0.0303	3.2%	0.0031	0.3%	5%	False	False	359
80	0.9930	0.9599	0.0331	3.4%	0.0029	0.3%	4%	False	False	272
100	0.9930	0.9599	0.0331	3.4%	0.0026	0.3%	4%	False	False	219
120	0.9930	0.9599	0.0331	3.4%	0.0025	0.3%	4%	False	False	183

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9801
2.618	0.9742
1.618	0.9706
1.000	0.9684
0.618	0.9670
HIGH	0.9648
0.618	0.9634
0.500	0.9630
0.382	0.9626
LOW	0.9612
0.618	0.9590
1.000	0.9576
1.618	0.9554
2.618	0.9518
4.250	0.9459

Fisher Pivots for day following 29-Aug-2014
Pivot	1 day	3 day
R1	0.9630	0.9636
PP	0.9624	0.9628
S1	0.9619	0.9621

Download as Excel Spreadsheet

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

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