CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 01-Oct-2014

Day Change Summary
	Previous	Current
	30-Sep-2014	01-Oct-2014	Change	Change %	Previous Week
Open	0.9139	0.9126	-0.0013	-0.1%	0.9176
High	0.9163	0.9190	0.0027	0.3%	0.9245
Low	0.9107	0.9088	-0.0019	-0.2%	0.9130
Close	0.9120	0.9164	0.0044	0.5%	0.9149
Range	0.0056	0.0102	0.0046	82.1%	0.0115
ATR	0.0060	0.0063	0.0003	5.0%	0.0000
Volume	167,717	215,024	47,307	28.2%	737,880

Daily Pivots for day following 01-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9453	0.9411	0.9220
R3	0.9351	0.9309	0.9192
R2	0.9249	0.9249	0.9183
R1	0.9207	0.9207	0.9173	0.9228
PP	0.9147	0.9147	0.9147	0.9158
S1	0.9105	0.9105	0.9155	0.9126
S2	0.9045	0.9045	0.9145
S3	0.8943	0.9003	0.9136
S4	0.8841	0.8901	0.9108

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	0.9225	0.9088	0.0137	1.5%	0.0075	0.8%	55%	False	True	179,292
10	0.9245	0.9088	0.0157	1.7%	0.0067	0.7%	48%	False	True	163,923
20	0.9560	0.9088	0.0472	5.2%	0.0065	0.7%	16%	False	True	127,523
40	0.9860	0.9088	0.0772	8.4%	0.0055	0.6%	10%	False	True	64,463
60	0.9902	0.9088	0.0814	8.9%	0.0046	0.5%	9%	False	True	43,039
80	0.9902	0.9088	0.0814	8.9%	0.0041	0.4%	9%	False	True	32,306
100	0.9930	0.9088	0.0842	9.2%	0.0038	0.4%	9%	False	True	25,848
120	0.9930	0.9088	0.0842	9.2%	0.0034	0.4%	9%	False	True	21,540

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9624
2.618	0.9457
1.618	0.9355
1.000	0.9292
0.618	0.9253
HIGH	0.9190
0.618	0.9151
0.500	0.9139
0.382	0.9127
LOW	0.9088
0.618	0.9025
1.000	0.8986
1.618	0.8923
2.618	0.8821
4.250	0.8655

Fisher Pivots for day following 01-Oct-2014
Pivot	1 day	3 day
R1	0.9156	0.9156
PP	0.9147	0.9147
S1	0.9139	0.9139

Download as Excel Spreadsheet

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

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