CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 17-Sep-2014

Day Change Summary
	Previous	Current
	16-Sep-2014	17-Sep-2014	Change	Change %	Previous Week
Open	0.9335	0.9339	0.0004	0.0%	0.9519
High	0.9369	0.9343	-0.0026	-0.3%	0.9531
Low	0.9323	0.9233	-0.0090	-1.0%	0.9318
Close	0.9338	0.9266	-0.0072	-0.8%	0.9324
Range	0.0046	0.0110	0.0064	139.1%	0.0213
ATR	0.0050	0.0054	0.0004	8.6%	0.0000
Volume	137,478	191,008	53,530	38.9%	469,534

Daily Pivots for day following 17-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9611	0.9548	0.9327
R3	0.9501	0.9438	0.9296
R2	0.9391	0.9391	0.9286
R1	0.9328	0.9328	0.9276	0.9305
PP	0.9281	0.9281	0.9281	0.9269
S1	0.9218	0.9218	0.9256	0.9195
S2	0.9171	0.9171	0.9246
S3	0.9061	0.9108	0.9236
S4	0.8951	0.8998	0.9206

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	0.9385	0.9233	0.0152	1.6%	0.0054	0.6%	22%	False	True	130,544
10	0.9560	0.9233	0.0327	3.5%	0.0064	0.7%	10%	False	True	91,124
20	0.9725	0.9233	0.0492	5.3%	0.0057	0.6%	7%	False	True	46,726
40	0.9876	0.9233	0.0643	6.9%	0.0047	0.5%	5%	False	True	23,557
60	0.9902	0.9233	0.0669	7.2%	0.0040	0.4%	5%	False	True	15,750
80	0.9902	0.9233	0.0669	7.2%	0.0035	0.4%	5%	False	True	11,818
100	0.9930	0.9233	0.0697	7.5%	0.0033	0.4%	5%	False	True	9,456
120	0.9930	0.9233	0.0697	7.5%	0.0030	0.3%	5%	False	True	7,880

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 11 trading days

Fibonacci Retracements and Extensions
4.250	0.9811
2.618	0.9631
1.618	0.9521
1.000	0.9453
0.618	0.9411
HIGH	0.9343
0.618	0.9301
0.500	0.9288
0.382	0.9275
LOW	0.9233
0.618	0.9165
1.000	0.9123
1.618	0.9055
2.618	0.8945
4.250	0.8766

Fisher Pivots for day following 17-Sep-2014
Pivot	1 day	3 day
R1	0.9288	0.9301
PP	0.9281	0.9289
S1	0.9273	0.9278

Download as Excel Spreadsheet

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

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