CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 12-Sep-2014

Day Change Summary
	Previous	Current
	11-Sep-2014	12-Sep-2014	Change	Change %	Previous Week
Open	0.9372	0.9352	-0.0020	-0.2%	0.9519
High	0.9385	0.9352	-0.0033	-0.4%	0.9531
Low	0.9335	0.9318	-0.0017	-0.2%	0.9318
Close	0.9347	0.9324	-0.0023	-0.2%	0.9324
Range	0.0050	0.0034	-0.0016	-32.0%	0.0213
ATR	0.0053	0.0052	-0.0001	-2.6%	0.0000
Volume	110,021	129,059	19,038	17.3%	469,534

Daily Pivots for day following 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9433	0.9413	0.9343
R3	0.9399	0.9379	0.9333
R2	0.9365	0.9365	0.9330
R1	0.9345	0.9345	0.9327	0.9338
PP	0.9331	0.9331	0.9331	0.9328
S1	0.9311	0.9311	0.9321	0.9304
S2	0.9297	0.9297	0.9318
S3	0.9263	0.9277	0.9315
S4	0.9229	0.9243	0.9305

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0030	0.9890	0.9441
R3	0.9817	0.9677	0.9383
R2	0.9604	0.9604	0.9363
R1	0.9464	0.9464	0.9344	0.9428
PP	0.9391	0.9391	0.9391	0.9373
S1	0.9251	0.9251	0.9304	0.9215
S2	0.9178	0.9178	0.9285
S3	0.8965	0.9038	0.9265
S4	0.8752	0.8825	0.9207

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9531	0.9318	0.0213	2.3%	0.0060	0.6%	3%	False	True	93,906
10	0.9648	0.9318	0.0330	3.5%	0.0065	0.7%	2%	False	True	51,298
20	0.9796	0.9318	0.0478	5.1%	0.0054	0.6%	1%	False	True	26,117
40	0.9900	0.9318	0.0582	6.2%	0.0044	0.5%	1%	False	True	13,223
60	0.9902	0.9318	0.0584	6.3%	0.0038	0.4%	1%	False	True	8,857
80	0.9930	0.9318	0.0612	6.6%	0.0034	0.4%	1%	False	True	6,648
100	0.9930	0.9318	0.0612	6.6%	0.0031	0.3%	1%	False	True	5,319
120	0.9930	0.9318	0.0612	6.6%	0.0029	0.3%	1%	False	True	4,433

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9497
2.618	0.9441
1.618	0.9407
1.000	0.9386
0.618	0.9373
HIGH	0.9352
0.618	0.9339
0.500	0.9335
0.382	0.9331
LOW	0.9318
0.618	0.9297
1.000	0.9284
1.618	0.9263
2.618	0.9229
4.250	0.9174

Fisher Pivots for day following 12-Sep-2014
Pivot	1 day	3 day
R1	0.9335	0.9379
PP	0.9331	0.9360
S1	0.9328	0.9342

Download as Excel Spreadsheet

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

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