CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 16-Sep-2014

Day Change Summary
	Previous	Current
	15-Sep-2014	16-Sep-2014	Change	Change %	Previous Week
Open	0.9326	0.9335	0.0009	0.1%	0.9519
High	0.9351	0.9369	0.0018	0.2%	0.9531
Low	0.9320	0.9323	0.0003	0.0%	0.9318
Close	0.9335	0.9338	0.0003	0.0%	0.9324
Range	0.0031	0.0046	0.0015	48.4%	0.0213
ATR	0.0050	0.0050	0.0000	-0.6%	0.0000
Volume	85,154	137,478	52,324	61.4%	469,534

Daily Pivots for day following 16-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9481	0.9456	0.9363
R3	0.9435	0.9410	0.9351
R2	0.9389	0.9389	0.9346
R1	0.9364	0.9364	0.9342	0.9377
PP	0.9343	0.9343	0.9343	0.9350
S1	0.9318	0.9318	0.9334	0.9331
S2	0.9297	0.9297	0.9330
S3	0.9251	0.9272	0.9325
S4	0.9205	0.9226	0.9313

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	0.9439	0.9318	0.0121	1.3%	0.0047	0.5%	17%	False	False	113,805
10	0.9560	0.9318	0.0242	2.6%	0.0058	0.6%	8%	False	False	72,633
20	0.9762	0.9318	0.0444	4.8%	0.0053	0.6%	5%	False	False	37,201
40	0.9877	0.9318	0.0559	6.0%	0.0045	0.5%	4%	False	False	18,785
60	0.9902	0.9318	0.0584	6.3%	0.0039	0.4%	3%	False	False	12,566
80	0.9902	0.9318	0.0584	6.3%	0.0034	0.4%	3%	False	False	9,430
100	0.9930	0.9318	0.0612	6.6%	0.0032	0.3%	3%	False	False	7,546
120	0.9930	0.9318	0.0612	6.6%	0.0029	0.3%	3%	False	False	6,289

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	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9565
2.618	0.9489
1.618	0.9443
1.000	0.9415
0.618	0.9397
HIGH	0.9369
0.618	0.9351
0.500	0.9346
0.382	0.9341
LOW	0.9323
0.618	0.9295
1.000	0.9277
1.618	0.9249
2.618	0.9203
4.250	0.9128

Fisher Pivots for day following 16-Sep-2014
Pivot	1 day	3 day
R1	0.9346	0.9344
PP	0.9343	0.9342
S1	0.9341	0.9340

Download as Excel Spreadsheet

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

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