CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 18-Sep-2014

Day Change Summary
	Previous	Current
	17-Sep-2014	18-Sep-2014	Change	Change %	Previous Week
Open	0.9339	0.9228	-0.0111	-1.2%	0.9519
High	0.9343	0.9234	-0.0109	-1.2%	0.9531
Low	0.9233	0.9185	-0.0048	-0.5%	0.9318
Close	0.9266	0.9202	-0.0064	-0.7%	0.9324
Range	0.0110	0.0049	-0.0061	-55.5%	0.0213
ATR	0.0054	0.0056	0.0002	3.5%	0.0000
Volume	191,008	165,348	-25,660	-13.4%	469,534

Daily Pivots for day following 18-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9354	0.9327	0.9229
R3	0.9305	0.9278	0.9215
R2	0.9256	0.9256	0.9211
R1	0.9229	0.9229	0.9206	0.9218
PP	0.9207	0.9207	0.9207	0.9202
S1	0.9180	0.9180	0.9198	0.9169
S2	0.9158	0.9158	0.9193
S3	0.9109	0.9131	0.9189
S4	0.9060	0.9082	0.9175

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	0.9369	0.9185	0.0184	2.0%	0.0054	0.6%	9%	False	True	141,609
10	0.9560	0.9185	0.0375	4.1%	0.0063	0.7%	5%	False	True	106,218
20	0.9665	0.9185	0.0480	5.2%	0.0055	0.6%	4%	False	True	54,930
40	0.9869	0.9185	0.0684	7.4%	0.0048	0.5%	2%	False	True	27,685
60	0.9902	0.9185	0.0717	7.8%	0.0041	0.4%	2%	False	True	18,505
80	0.9902	0.9185	0.0717	7.8%	0.0035	0.4%	2%	False	True	13,885
100	0.9930	0.9185	0.0745	8.1%	0.0033	0.4%	2%	False	True	11,109
120	0.9930	0.9185	0.0745	8.1%	0.0031	0.3%	2%	False	True	9,258

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9442
2.618	0.9362
1.618	0.9313
1.000	0.9283
0.618	0.9264
HIGH	0.9234
0.618	0.9215
0.500	0.9210
0.382	0.9204
LOW	0.9185
0.618	0.9155
1.000	0.9136
1.618	0.9106
2.618	0.9057
4.250	0.8977

Fisher Pivots for day following 18-Sep-2014
Pivot	1 day	3 day
R1	0.9210	0.9277
PP	0.9207	0.9252
S1	0.9205	0.9227

Download as Excel Spreadsheet

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

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