CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 09-Sep-2014

Day Change Summary
	Previous	Current
	08-Sep-2014	09-Sep-2014	Change	Change %	Previous Week
Open	0.9519	0.9441	-0.0078	-0.8%	0.9607
High	0.9531	0.9446	-0.0085	-0.9%	0.9613
Low	0.9433	0.9400	-0.0033	-0.3%	0.9468
Close	0.9452	0.9413	-0.0039	-0.4%	0.9525
Range	0.0098	0.0046	-0.0052	-53.1%	0.0145
ATR	0.0052	0.0052	0.0000	0.0%	0.0000
Volume	54,861	68,276	13,415	24.5%	40,580

Daily Pivots for day following 09-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9558	0.9531	0.9438
R3	0.9512	0.9485	0.9426
R2	0.9466	0.9466	0.9421
R1	0.9439	0.9439	0.9417	0.9430
PP	0.9420	0.9420	0.9420	0.9415
S1	0.9393	0.9393	0.9409	0.9384
S2	0.9374	0.9374	0.9405
S3	0.9328	0.9347	0.9400
S4	0.9282	0.9301	0.9388

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	0.9560	0.9400	0.0160	1.7%	0.0068	0.7%	8%	False	True	31,460
10	0.9662	0.9400	0.0262	2.8%	0.0059	0.6%	5%	False	True	16,909
20	0.9800	0.9400	0.0400	4.2%	0.0050	0.5%	3%	False	True	8,863
40	0.9900	0.9400	0.0500	5.3%	0.0041	0.4%	3%	False	True	4,571
60	0.9902	0.9400	0.0502	5.3%	0.0036	0.4%	3%	False	True	3,084
80	0.9930	0.9400	0.0530	5.6%	0.0033	0.4%	2%	False	True	2,318
100	0.9930	0.9400	0.0530	5.6%	0.0030	0.3%	2%	False	True	1,855
120	0.9930	0.9400	0.0530	5.6%	0.0028	0.3%	2%	False	True	1,547

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	0.0011
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9642
2.618	0.9566
1.618	0.9520
1.000	0.9492
0.618	0.9474
HIGH	0.9446
0.618	0.9428
0.500	0.9423
0.382	0.9418
LOW	0.9400
0.618	0.9372
1.000	0.9354
1.618	0.9326
2.618	0.9280
4.250	0.9205

Fisher Pivots for day following 09-Sep-2014
Pivot	1 day	3 day
R1	0.9423	0.9480
PP	0.9420	0.9458
S1	0.9416	0.9435

Download as Excel Spreadsheet

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

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