CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 08-Sep-2014

Day Change Summary
	Previous	Current
	05-Sep-2014	08-Sep-2014	Change	Change %	Previous Week
Open	0.9504	0.9519	0.0015	0.2%	0.9607
High	0.9560	0.9531	-0.0029	-0.3%	0.9613
Low	0.9468	0.9433	-0.0035	-0.4%	0.9468
Close	0.9525	0.9452	-0.0073	-0.8%	0.9525
Range	0.0092	0.0098	0.0006	6.5%	0.0145
ATR	0.0048	0.0052	0.0004	7.4%	0.0000
Volume	13,661	54,861	41,200	301.6%	40,580

Daily Pivots for day following 08-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9766	0.9707	0.9506
R3	0.9668	0.9609	0.9479
R2	0.9570	0.9570	0.9470
R1	0.9511	0.9511	0.9461	0.9492
PP	0.9472	0.9472	0.9472	0.9462
S1	0.9413	0.9413	0.9443	0.9394
S2	0.9374	0.9374	0.9434
S3	0.9276	0.9315	0.9425
S4	0.9178	0.9217	0.9398

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	0.9613	0.9433	0.0180	1.9%	0.0082	0.9%	11%	False	True	19,088
10	0.9662	0.9433	0.0229	2.4%	0.0058	0.6%	8%	False	True	10,210
20	0.9806	0.9433	0.0373	3.9%	0.0048	0.5%	5%	False	True	5,475
40	0.9900	0.9433	0.0467	4.9%	0.0041	0.4%	4%	False	True	2,864
60	0.9902	0.9433	0.0469	5.0%	0.0035	0.4%	4%	False	True	1,947
80	0.9930	0.9433	0.0497	5.3%	0.0033	0.4%	4%	False	True	1,465
100	0.9930	0.9433	0.0497	5.3%	0.0030	0.3%	4%	False	True	1,173
120	0.9930	0.9433	0.0497	5.3%	0.0028	0.3%	4%	False	True	978

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9948
2.618	0.9788
1.618	0.9690
1.000	0.9629
0.618	0.9592
HIGH	0.9531
0.618	0.9494
0.500	0.9482
0.382	0.9470
LOW	0.9433
0.618	0.9372
1.000	0.9335
1.618	0.9274
2.618	0.9176
4.250	0.9017

Fisher Pivots for day following 08-Sep-2014
Pivot	1 day	3 day
R1	0.9482	0.9497
PP	0.9472	0.9482
S1	0.9462	0.9467

Download as Excel Spreadsheet

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

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