CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 03-Oct-2014

Day Change Summary
	Previous	Current
	02-Oct-2014	03-Oct-2014	Change	Change %	Previous Week
Open	0.9181	0.9233	0.0052	0.6%	0.9150
High	0.9263	0.9234	-0.0029	-0.3%	0.9263
Low	0.9168	0.9103	-0.0065	-0.7%	0.9088
Close	0.9229	0.9107	-0.0122	-1.3%	0.9107
Range	0.0095	0.0131	0.0036	37.9%	0.0175
ATR	0.0066	0.0070	0.0005	7.1%	0.0000
Volume	294,525	203,148	-91,377	-31.0%	1,035,002

Daily Pivots for day following 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9541	0.9455	0.9179
R3	0.9410	0.9324	0.9143
R2	0.9279	0.9279	0.9131
R1	0.9193	0.9193	0.9119	0.9171
PP	0.9148	0.9148	0.9148	0.9137
S1	0.9062	0.9062	0.9095	0.9040
S2	0.9017	0.9017	0.9083
S3	0.8886	0.8931	0.9071
S4	0.8755	0.8800	0.9035

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9678	0.9567	0.9203
R3	0.9503	0.9392	0.9155
R2	0.9328	0.9328	0.9139
R1	0.9217	0.9217	0.9123	0.9185
PP	0.9153	0.9153	0.9153	0.9137
S1	0.9042	0.9042	0.9091	0.9010
S2	0.8978	0.8978	0.9075
S3	0.8803	0.8867	0.9059
S4	0.8628	0.8692	0.9011

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%	0.0087	1.0%	11%	False	False	207,000
10	0.9263	0.9088	0.0175	1.9%	0.0077	0.8%	11%	False	False	177,288
20	0.9531	0.9088	0.0443	4.9%	0.0069	0.8%	4%	False	False	151,004
40	0.9860	0.9088	0.0772	8.5%	0.0058	0.6%	2%	False	False	76,872
60	0.9900	0.9088	0.0812	8.9%	0.0049	0.5%	2%	False	False	51,332
80	0.9902	0.9088	0.0814	8.9%	0.0043	0.5%	2%	False	False	38,526
100	0.9930	0.9088	0.0842	9.2%	0.0040	0.4%	2%	False	False	30,824
120	0.9930	0.9088	0.0842	9.2%	0.0036	0.4%	2%	False	False	25,687

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 174 trading days

Fibonacci Retracements and Extensions
4.250	0.9791
2.618	0.9577
1.618	0.9446
1.000	0.9365
0.618	0.9315
HIGH	0.9234
0.618	0.9184
0.500	0.9169
0.382	0.9153
LOW	0.9103
0.618	0.9022
1.000	0.8972
1.618	0.8891
2.618	0.8760
4.250	0.8546

Fisher Pivots for day following 03-Oct-2014
Pivot	1 day	3 day
R1	0.9169	0.9176
PP	0.9148	0.9153
S1	0.9128	0.9130

Download as Excel Spreadsheet

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

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