CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 02-Oct-2014

Day Change Summary
	Previous	Current
	01-Oct-2014	02-Oct-2014	Change	Change %	Previous Week
Open	0.9126	0.9181	0.0055	0.6%	0.9176
High	0.9190	0.9263	0.0073	0.8%	0.9245
Low	0.9088	0.9168	0.0080	0.9%	0.9130
Close	0.9164	0.9229	0.0065	0.7%	0.9149
Range	0.0102	0.0095	-0.0007	-6.9%	0.0115
ATR	0.0063	0.0066	0.0003	4.1%	0.0000
Volume	215,024	294,525	79,501	37.0%	737,880

Daily Pivots for day following 02-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9505	0.9462	0.9281
R3	0.9410	0.9367	0.9255
R2	0.9315	0.9315	0.9246
R1	0.9272	0.9272	0.9238	0.9294
PP	0.9220	0.9220	0.9220	0.9231
S1	0.9177	0.9177	0.9220	0.9199
S2	0.9125	0.9125	0.9212
S3	0.9030	0.9082	0.9203
S4	0.8935	0.8987	0.9177

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	0.9263	0.9088	0.0175	1.9%	0.0080	0.9%	81%	True	False	201,079
10	0.9263	0.9088	0.0175	1.9%	0.0071	0.8%	81%	True	False	176,841
20	0.9560	0.9088	0.0472	5.1%	0.0067	0.7%	30%	False	False	141,529
40	0.9860	0.9088	0.0772	8.4%	0.0056	0.6%	18%	False	False	71,819
60	0.9902	0.9088	0.0814	8.8%	0.0047	0.5%	17%	False	False	47,947
80	0.9902	0.9088	0.0814	8.8%	0.0042	0.5%	17%	False	False	35,987
100	0.9930	0.9088	0.0842	9.1%	0.0039	0.4%	17%	False	False	28,793
120	0.9930	0.9088	0.0842	9.1%	0.0035	0.4%	17%	False	False	23,995

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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9667
2.618	0.9512
1.618	0.9417
1.000	0.9358
0.618	0.9322
HIGH	0.9263
0.618	0.9227
0.500	0.9216
0.382	0.9204
LOW	0.9168
0.618	0.9109
1.000	0.9073
1.618	0.9014
2.618	0.8919
4.250	0.8764

Fisher Pivots for day following 02-Oct-2014
Pivot	1 day	3 day
R1	0.9225	0.9211
PP	0.9220	0.9193
S1	0.9216	0.9176

Download as Excel Spreadsheet

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

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