CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 24-Sep-2014

Day Change Summary
	Previous	Current
	23-Sep-2014	24-Sep-2014	Change	Change %	Previous Week
Open	0.9195	0.9191	-0.0004	0.0%	0.9326
High	0.9245	0.9227	-0.0018	-0.2%	0.9369
Low	0.9182	0.9167	-0.0015	-0.2%	0.9143
Close	0.9187	0.9182	-0.0005	-0.1%	0.9186
Range	0.0063	0.0060	-0.0003	-4.8%	0.0226
ATR	0.0057	0.0057	0.0000	0.4%	0.0000
Volume	133,756	122,400	-11,356	-8.5%	777,666

Daily Pivots for day following 24-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9372	0.9337	0.9215
R3	0.9312	0.9277	0.9199
R2	0.9252	0.9252	0.9193
R1	0.9217	0.9217	0.9188	0.9205
PP	0.9192	0.9192	0.9192	0.9186
S1	0.9157	0.9157	0.9177	0.9145
S2	0.9132	0.9132	0.9171
S3	0.9072	0.9097	0.9166
S4	0.9012	0.9037	0.9149

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	0.9245	0.9143	0.0102	1.1%	0.0058	0.6%	38%	False	False	148,554
10	0.9385	0.9143	0.0242	2.6%	0.0056	0.6%	16%	False	False	139,549
20	0.9662	0.9143	0.0519	5.7%	0.0060	0.6%	8%	False	False	83,546
40	0.9860	0.9143	0.0717	7.8%	0.0051	0.6%	5%	False	False	42,093
60	0.9902	0.9143	0.0759	8.3%	0.0042	0.5%	5%	False	False	28,109
80	0.9902	0.9143	0.0759	8.3%	0.0037	0.4%	5%	False	False	21,102
100	0.9930	0.9143	0.0787	8.6%	0.0035	0.4%	5%	False	False	16,883
120	0.9930	0.9143	0.0787	8.6%	0.0032	0.3%	5%	False	False	14,070

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	0.9482
2.618	0.9384
1.618	0.9324
1.000	0.9287
0.618	0.9264
HIGH	0.9227
0.618	0.9204
0.500	0.9197
0.382	0.9190
LOW	0.9167
0.618	0.9130
1.000	0.9107
1.618	0.9070
2.618	0.9010
4.250	0.8912

Fisher Pivots for day following 24-Sep-2014
Pivot	1 day	3 day
R1	0.9197	0.9205
PP	0.9192	0.9197
S1	0.9187	0.9190

Download as Excel Spreadsheet

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

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