CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 11-Sep-2014

Day Change Summary
	Previous	Current
	10-Sep-2014	11-Sep-2014	Change	Change %	Previous Week
Open	0.9424	0.9372	-0.0052	-0.6%	0.9607
High	0.9439	0.9385	-0.0054	-0.6%	0.9613
Low	0.9365	0.9335	-0.0030	-0.3%	0.9468
Close	0.9369	0.9347	-0.0022	-0.2%	0.9525
Range	0.0074	0.0050	-0.0024	-32.4%	0.0145
ATR	0.0053	0.0053	0.0000	-0.5%	0.0000
Volume	107,317	110,021	2,704	2.5%	40,580

Daily Pivots for day following 11-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9506	0.9476	0.9375
R3	0.9456	0.9426	0.9361
R2	0.9406	0.9406	0.9356
R1	0.9376	0.9376	0.9352	0.9366
PP	0.9356	0.9356	0.9356	0.9351
S1	0.9326	0.9326	0.9342	0.9316
S2	0.9306	0.9306	0.9338
S3	0.9256	0.9276	0.9333
S4	0.9206	0.9226	0.9320

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	0.9335	0.0225	2.4%	0.0072	0.8%	5%	False	True	70,827
10	0.9662	0.9335	0.0327	3.5%	0.0065	0.7%	4%	False	True	38,475
20	0.9796	0.9335	0.0461	4.9%	0.0054	0.6%	3%	False	True	19,702
40	0.9900	0.9335	0.0565	6.0%	0.0044	0.5%	2%	False	True	9,998
60	0.9902	0.9335	0.0567	6.1%	0.0038	0.4%	2%	False	True	6,706
80	0.9930	0.9335	0.0595	6.4%	0.0034	0.4%	2%	False	True	5,034
100	0.9930	0.9335	0.0595	6.4%	0.0031	0.3%	2%	False	True	4,029
120	0.9930	0.9335	0.0595	6.4%	0.0029	0.3%	2%	False	True	3,358

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9598
2.618	0.9516
1.618	0.9466
1.000	0.9435
0.618	0.9416
HIGH	0.9385
0.618	0.9366
0.500	0.9360
0.382	0.9354
LOW	0.9335
0.618	0.9304
1.000	0.9285
1.618	0.9254
2.618	0.9204
4.250	0.9123

Fisher Pivots for day following 11-Sep-2014
Pivot	1 day	3 day
R1	0.9360	0.9391
PP	0.9356	0.9376
S1	0.9351	0.9362

Download as Excel Spreadsheet

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

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