CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 30-Sep-2014

Day Change Summary
	Previous	Current
	29-Sep-2014	30-Sep-2014	Change	Change %	Previous Week
Open	0.9150	0.9139	-0.0011	-0.1%	0.9176
High	0.9168	0.9163	-0.0005	-0.1%	0.9245
Low	0.9117	0.9107	-0.0010	-0.1%	0.9130
Close	0.9143	0.9120	-0.0023	-0.3%	0.9149
Range	0.0051	0.0056	0.0005	9.8%	0.0115
ATR	0.0060	0.0060	0.0000	-0.5%	0.0000
Volume	154,588	167,717	13,129	8.5%	737,880

Daily Pivots for day following 30-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9298	0.9265	0.9151
R3	0.9242	0.9209	0.9135
R2	0.9186	0.9186	0.9130
R1	0.9153	0.9153	0.9125	0.9142
PP	0.9130	0.9130	0.9130	0.9124
S1	0.9097	0.9097	0.9115	0.9086
S2	0.9074	0.9074	0.9110
S3	0.9018	0.9041	0.9105
S4	0.8962	0.8985	0.9089

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9520	0.9449	0.9212
R3	0.9405	0.9334	0.9181
R2	0.9290	0.9290	0.9170
R1	0.9219	0.9219	0.9160	0.9197
PP	0.9175	0.9175	0.9175	0.9164
S1	0.9104	0.9104	0.9138	0.9082
S2	0.9060	0.9060	0.9128
S3	0.8945	0.8989	0.9117
S4	0.8830	0.8874	0.9086

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9227	0.9107	0.0120	1.3%	0.0067	0.7%	11%	False	True	160,767
10	0.9343	0.9107	0.0236	2.6%	0.0068	0.7%	6%	False	True	161,521
20	0.9560	0.9107	0.0453	5.0%	0.0063	0.7%	3%	False	True	117,077
40	0.9860	0.9107	0.0753	8.3%	0.0054	0.6%	2%	False	True	59,089
60	0.9902	0.9107	0.0795	8.7%	0.0045	0.5%	2%	False	True	39,456
80	0.9902	0.9107	0.0795	8.7%	0.0040	0.4%	2%	False	True	29,618
100	0.9930	0.9107	0.0823	9.0%	0.0037	0.4%	2%	False	True	23,698
120	0.9930	0.9107	0.0823	9.0%	0.0033	0.4%	2%	False	True	19,748

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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9401
2.618	0.9310
1.618	0.9254
1.000	0.9219
0.618	0.9198
HIGH	0.9163
0.618	0.9142
0.500	0.9135
0.382	0.9128
LOW	0.9107
0.618	0.9072
1.000	0.9051
1.618	0.9016
2.618	0.8960
4.250	0.8869

Fisher Pivots for day following 30-Sep-2014
Pivot	1 day	3 day
R1	0.9135	0.9166
PP	0.9130	0.9151
S1	0.9125	0.9135

Download as Excel Spreadsheet

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

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