CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 05-Sep-2014

Day Change Summary
	Previous	Current
	04-Sep-2014	05-Sep-2014	Change	Change %	Previous Week
Open	0.9545	0.9504	-0.0041	-0.4%	0.9607
High	0.9552	0.9560	0.0008	0.1%	0.9613
Low	0.9497	0.9468	-0.0029	-0.3%	0.9468
Close	0.9510	0.9525	0.0015	0.2%	0.9525
Range	0.0055	0.0092	0.0037	67.3%	0.0145
ATR	0.0045	0.0048	0.0003	7.5%	0.0000
Volume	14,407	13,661	-746	-5.2%	40,580

Daily Pivots for day following 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9794	0.9751	0.9576
R3	0.9702	0.9659	0.9550
R2	0.9610	0.9610	0.9542
R1	0.9567	0.9567	0.9533	0.9589
PP	0.9518	0.9518	0.9518	0.9528
S1	0.9475	0.9475	0.9517	0.9497
S2	0.9426	0.9426	0.9508
S3	0.9334	0.9383	0.9500
S4	0.9242	0.9291	0.9474

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9970	0.9893	0.9605
R3	0.9825	0.9748	0.9565
R2	0.9680	0.9680	0.9552
R1	0.9603	0.9603	0.9538	0.9569
PP	0.9535	0.9535	0.9535	0.9519
S1	0.9458	0.9458	0.9512	0.9424
S2	0.9390	0.9390	0.9498
S3	0.9245	0.9313	0.9485
S4	0.9100	0.9168	0.9445

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9648	0.9468	0.0180	1.9%	0.0069	0.7%	32%	False	True	8,691
10	0.9665	0.9468	0.0197	2.1%	0.0054	0.6%	29%	False	True	4,878
20	0.9860	0.9468	0.0392	4.1%	0.0046	0.5%	15%	False	True	2,740
40	0.9900	0.9468	0.0432	4.5%	0.0038	0.4%	13%	False	True	1,496
60	0.9902	0.9468	0.0434	4.6%	0.0034	0.4%	13%	False	True	1,033
80	0.9930	0.9468	0.0462	4.9%	0.0033	0.3%	12%	False	True	779
100	0.9930	0.9468	0.0462	4.9%	0.0029	0.3%	12%	False	True	624
120	0.9930	0.9468	0.0462	4.9%	0.0027	0.3%	12%	False	True	521

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9951
2.618	0.9801
1.618	0.9709
1.000	0.9652
0.618	0.9617
HIGH	0.9560
0.618	0.9525
0.500	0.9514
0.382	0.9503
LOW	0.9468
0.618	0.9411
1.000	0.9376
1.618	0.9319
2.618	0.9227
4.250	0.9077

Fisher Pivots for day following 05-Sep-2014
Pivot	1 day	3 day
R1	0.9521	0.9521
PP	0.9518	0.9518
S1	0.9514	0.9514

Download as Excel Spreadsheet

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

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