CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 23-Sep-2014

Day Change Summary
	Previous	Current
	22-Sep-2014	23-Sep-2014	Change	Change %	Previous Week
Open	0.9176	0.9195	0.0019	0.2%	0.9326
High	0.9211	0.9245	0.0034	0.4%	0.9369
Low	0.9165	0.9182	0.0017	0.2%	0.9143
Close	0.9196	0.9187	-0.0009	-0.1%	0.9186
Range	0.0046	0.0063	0.0017	37.0%	0.0226
ATR	0.0057	0.0057	0.0000	0.8%	0.0000
Volume	122,592	133,756	11,164	9.1%	777,666

Daily Pivots for day following 23-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9394	0.9353	0.9222
R3	0.9331	0.9290	0.9204
R2	0.9268	0.9268	0.9199
R1	0.9227	0.9227	0.9193	0.9216
PP	0.9205	0.9205	0.9205	0.9199
S1	0.9164	0.9164	0.9181	0.9153
S2	0.9142	0.9142	0.9175
S3	0.9079	0.9101	0.9170
S4	0.9016	0.9038	0.9152

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	0.9343	0.9143	0.0200	2.2%	0.0068	0.7%	22%	False	False	162,276
10	0.9439	0.9143	0.0296	3.2%	0.0058	0.6%	15%	False	False	138,041
20	0.9662	0.9143	0.0519	5.6%	0.0058	0.6%	8%	False	False	77,475
40	0.9860	0.9143	0.0717	7.8%	0.0050	0.5%	6%	False	False	39,035
60	0.9902	0.9143	0.0759	8.3%	0.0041	0.5%	6%	False	False	26,073
80	0.9902	0.9143	0.0759	8.3%	0.0037	0.4%	6%	False	False	19,572
100	0.9930	0.9143	0.0787	8.6%	0.0035	0.4%	6%	False	False	15,659
120	0.9930	0.9143	0.0787	8.6%	0.0032	0.3%	6%	False	False	13,050

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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9513
2.618	0.9410
1.618	0.9347
1.000	0.9308
0.618	0.9284
HIGH	0.9245
0.618	0.9221
0.500	0.9214
0.382	0.9206
LOW	0.9182
0.618	0.9143
1.000	0.9119
1.618	0.9080
2.618	0.9017
4.250	0.8914

Fisher Pivots for day following 23-Sep-2014
Pivot	1 day	3 day
R1	0.9214	0.9194
PP	0.9205	0.9192
S1	0.9196	0.9189

Download as Excel Spreadsheet

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

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