CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 10-Sep-2014

Day Change Summary
	Previous	Current
	09-Sep-2014	10-Sep-2014	Change	Change %	Previous Week
Open	0.9441	0.9424	-0.0017	-0.2%	0.9607
High	0.9446	0.9439	-0.0007	-0.1%	0.9613
Low	0.9400	0.9365	-0.0035	-0.4%	0.9468
Close	0.9413	0.9369	-0.0044	-0.5%	0.9525
Range	0.0046	0.0074	0.0028	60.9%	0.0145
ATR	0.0052	0.0053	0.0002	3.1%	0.0000
Volume	68,276	107,317	39,041	57.2%	40,580

Daily Pivots for day following 10-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9613	0.9565	0.9410
R3	0.9539	0.9491	0.9389
R2	0.9465	0.9465	0.9383
R1	0.9417	0.9417	0.9376	0.9404
PP	0.9391	0.9391	0.9391	0.9385
S1	0.9343	0.9343	0.9362	0.9330
S2	0.9317	0.9317	0.9355
S3	0.9243	0.9269	0.9349
S4	0.9169	0.9195	0.9328

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	0.9365	0.0195	2.1%	0.0073	0.8%	2%	False	True	51,704
10	0.9662	0.9365	0.0297	3.2%	0.0063	0.7%	1%	False	True	27,544
20	0.9796	0.9365	0.0431	4.6%	0.0052	0.6%	1%	False	True	14,224
40	0.9900	0.9365	0.0535	5.7%	0.0043	0.5%	1%	False	True	7,251
60	0.9902	0.9365	0.0537	5.7%	0.0037	0.4%	1%	False	True	4,872
80	0.9930	0.9365	0.0565	6.0%	0.0034	0.4%	1%	False	True	3,660
100	0.9930	0.9365	0.0565	6.0%	0.0031	0.3%	1%	False	True	2,929
120	0.9930	0.9365	0.0565	6.0%	0.0028	0.3%	1%	False	True	2,441

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9754
2.618	0.9633
1.618	0.9559
1.000	0.9513
0.618	0.9485
HIGH	0.9439
0.618	0.9411
0.500	0.9402
0.382	0.9393
LOW	0.9365
0.618	0.9319
1.000	0.9291
1.618	0.9245
2.618	0.9171
4.250	0.9051

Fisher Pivots for day following 10-Sep-2014
Pivot	1 day	3 day
R1	0.9402	0.9448
PP	0.9391	0.9422
S1	0.9380	0.9395

Download as Excel Spreadsheet

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

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