CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 19-Sep-2014

Day Change Summary
	Previous	Current
	18-Sep-2014	19-Sep-2014	Change	Change %	Previous Week
Open	0.9228	0.9200	-0.0028	-0.3%	0.9326
High	0.9234	0.9217	-0.0017	-0.2%	0.9369
Low	0.9185	0.9143	-0.0042	-0.5%	0.9143
Close	0.9202	0.9186	-0.0016	-0.2%	0.9186
Range	0.0049	0.0074	0.0025	51.0%	0.0226
ATR	0.0056	0.0057	0.0001	2.3%	0.0000
Volume	165,348	198,678	33,330	20.2%	777,666

Daily Pivots for day following 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9404	0.9369	0.9227
R3	0.9330	0.9295	0.9206
R2	0.9256	0.9256	0.9200
R1	0.9221	0.9221	0.9193	0.9202
PP	0.9182	0.9182	0.9182	0.9172
S1	0.9147	0.9147	0.9179	0.9128
S2	0.9108	0.9108	0.9172
S3	0.9034	0.9073	0.9166
S4	0.8960	0.8999	0.9145

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9911	0.9774	0.9310
R3	0.9685	0.9548	0.9248
R2	0.9459	0.9459	0.9227
R1	0.9322	0.9322	0.9207	0.9278
PP	0.9233	0.9233	0.9233	0.9210
S1	0.9096	0.9096	0.9165	0.9052
S2	0.9007	0.9007	0.9145
S3	0.8781	0.8870	0.9124
S4	0.8555	0.8644	0.9062

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9369	0.9143	0.0226	2.5%	0.0062	0.7%	19%	False	True	155,533
10	0.9531	0.9143	0.0388	4.2%	0.0061	0.7%	11%	False	True	124,720
20	0.9665	0.9143	0.0522	5.7%	0.0057	0.6%	8%	False	True	64,799
40	0.9860	0.9143	0.0717	7.8%	0.0048	0.5%	6%	False	True	32,644
60	0.9902	0.9143	0.0759	8.3%	0.0041	0.4%	6%	False	True	21,816
80	0.9902	0.9143	0.0759	8.3%	0.0036	0.4%	6%	False	True	16,367
100	0.9930	0.9143	0.0787	8.6%	0.0034	0.4%	5%	False	True	13,096
120	0.9930	0.9143	0.0787	8.6%	0.0031	0.3%	5%	False	True	10,914

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9532
2.618	0.9411
1.618	0.9337
1.000	0.9291
0.618	0.9263
HIGH	0.9217
0.618	0.9189
0.500	0.9180
0.382	0.9171
LOW	0.9143
0.618	0.9097
1.000	0.9069
1.618	0.9023
2.618	0.8949
4.250	0.8829

Fisher Pivots for day following 19-Sep-2014
Pivot	1 day	3 day
R1	0.9184	0.9243
PP	0.9182	0.9224
S1	0.9180	0.9205

Download as Excel Spreadsheet

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

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