CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 07-Oct-2014

Day Change Summary
	Previous	Current
	06-Oct-2014	07-Oct-2014	Change	Change %	Previous Week
Open	0.9118	0.9203	0.0085	0.9%	0.9150
High	0.9208	0.9280	0.0072	0.8%	0.9263
Low	0.9107	0.9159	0.0052	0.6%	0.9088
Close	0.9181	0.9258	0.0077	0.8%	0.9107
Range	0.0101	0.0121	0.0020	19.8%	0.0175
ATR	0.0072	0.0076	0.0003	4.8%	0.0000
Volume	159,770	208,723	48,953	30.6%	1,035,002

Daily Pivots for day following 07-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9595	0.9548	0.9325
R3	0.9474	0.9427	0.9291
R2	0.9353	0.9353	0.9280
R1	0.9306	0.9306	0.9269	0.9330
PP	0.9232	0.9232	0.9232	0.9244
S1	0.9185	0.9185	0.9247	0.9209
S2	0.9111	0.9111	0.9236
S3	0.8990	0.9064	0.9225
S4	0.8869	0.8943	0.9191

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	0.9280	0.9088	0.0192	2.1%	0.0110	1.2%	89%	True	False	216,238
10	0.9280	0.9088	0.0192	2.1%	0.0088	1.0%	89%	True	False	188,502
20	0.9439	0.9088	0.0351	3.8%	0.0073	0.8%	48%	False	False	163,271
40	0.9800	0.9088	0.0712	7.7%	0.0061	0.7%	24%	False	False	86,067
60	0.9900	0.9088	0.0812	8.8%	0.0052	0.6%	21%	False	False	57,471
80	0.9902	0.9088	0.0814	8.8%	0.0045	0.5%	21%	False	False	43,131
100	0.9930	0.9088	0.0842	9.1%	0.0041	0.4%	20%	False	False	34,509
120	0.9930	0.9088	0.0842	9.1%	0.0037	0.4%	20%	False	False	28,758

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	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9794
2.618	0.9597
1.618	0.9476
1.000	0.9401
0.618	0.9355
HIGH	0.9280
0.618	0.9234
0.500	0.9220
0.382	0.9205
LOW	0.9159
0.618	0.9084
1.000	0.9038
1.618	0.8963
2.618	0.8842
4.250	0.8645

Fisher Pivots for day following 07-Oct-2014
Pivot	1 day	3 day
R1	0.9245	0.9236
PP	0.9232	0.9214
S1	0.9220	0.9192

Download as Excel Spreadsheet

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

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