CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 25-Sep-2014

Day Change Summary
	Previous	Current
	24-Sep-2014	25-Sep-2014	Change	Change %	Previous Week
Open	0.9191	0.9175	-0.0016	-0.2%	0.9326
High	0.9227	0.9221	-0.0006	-0.1%	0.9369
Low	0.9167	0.9149	-0.0018	-0.2%	0.9143
Close	0.9182	0.9207	0.0025	0.3%	0.9186
Range	0.0060	0.0072	0.0012	20.0%	0.0226
ATR	0.0057	0.0058	0.0001	1.8%	0.0000
Volume	122,400	185,590	63,190	51.6%	777,666

Daily Pivots for day following 25-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9408	0.9380	0.9247
R3	0.9336	0.9308	0.9227
R2	0.9264	0.9264	0.9220
R1	0.9236	0.9236	0.9214	0.9250
PP	0.9192	0.9192	0.9192	0.9200
S1	0.9164	0.9164	0.9200	0.9178
S2	0.9120	0.9120	0.9194
S3	0.9048	0.9092	0.9187
S4	0.8976	0.9020	0.9167

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%	0.0063	0.7%	63%	False	False	152,603
10	0.9369	0.9143	0.0226	2.5%	0.0059	0.6%	28%	False	False	147,106
20	0.9662	0.9143	0.0519	5.6%	0.0062	0.7%	12%	False	False	92,790
40	0.9860	0.9143	0.0717	7.8%	0.0051	0.6%	9%	False	False	46,726
60	0.9902	0.9143	0.0759	8.2%	0.0043	0.5%	8%	False	False	31,199
80	0.9902	0.9143	0.0759	8.2%	0.0038	0.4%	8%	False	False	23,421
100	0.9930	0.9143	0.0787	8.5%	0.0035	0.4%	8%	False	False	18,739
120	0.9930	0.9143	0.0787	8.5%	0.0033	0.4%	8%	False	False	15,616

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9527
2.618	0.9409
1.618	0.9337
1.000	0.9293
0.618	0.9265
HIGH	0.9221
0.618	0.9193
0.500	0.9185
0.382	0.9177
LOW	0.9149
0.618	0.9105
1.000	0.9077
1.618	0.9033
2.618	0.8961
4.250	0.8843

Fisher Pivots for day following 25-Sep-2014
Pivot	1 day	3 day
R1	0.9200	0.9204
PP	0.9192	0.9200
S1	0.9185	0.9197

Download as Excel Spreadsheet

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

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