CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 10-Oct-2014

Day Change Summary
	Previous	Current
	09-Oct-2014	10-Oct-2014	Change	Change %	Previous Week
Open	0.9251	0.9280	0.0029	0.3%	0.9118
High	0.9304	0.9297	-0.0007	-0.1%	0.9304
Low	0.9236	0.9251	0.0015	0.2%	0.9107
Close	0.9283	0.9279	-0.0004	0.0%	0.9279
Range	0.0068	0.0046	-0.0022	-32.4%	0.0197
ATR	0.0076	0.0074	-0.0002	-2.8%	0.0000
Volume	232,917	168,019	-64,898	-27.9%	1,016,958

Daily Pivots for day following 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9414	0.9392	0.9304
R3	0.9368	0.9346	0.9292
R2	0.9322	0.9322	0.9287
R1	0.9300	0.9300	0.9283	0.9288
PP	0.9276	0.9276	0.9276	0.9270
S1	0.9254	0.9254	0.9275	0.9242
S2	0.9230	0.9230	0.9271
S3	0.9184	0.9208	0.9266
S4	0.9138	0.9162	0.9254

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9821	0.9747	0.9387
R3	0.9624	0.9550	0.9333
R2	0.9427	0.9427	0.9315
R1	0.9353	0.9353	0.9297	0.9390
PP	0.9230	0.9230	0.9230	0.9249
S1	0.9156	0.9156	0.9261	0.9193
S2	0.9033	0.9033	0.9243
S3	0.8836	0.8959	0.9225
S4	0.8639	0.8762	0.9171

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9304	0.9107	0.0197	2.1%	0.0084	0.9%	87%	False	False	203,391
10	0.9304	0.9088	0.0216	2.3%	0.0086	0.9%	88%	False	False	205,196
20	0.9369	0.9088	0.0281	3.0%	0.0075	0.8%	68%	False	False	178,375
40	0.9796	0.9088	0.0708	7.6%	0.0064	0.7%	27%	False	False	102,246
60	0.9900	0.9088	0.0812	8.8%	0.0054	0.6%	24%	False	False	68,274
80	0.9902	0.9088	0.0814	8.8%	0.0047	0.5%	23%	False	False	51,236
100	0.9930	0.9088	0.0842	9.1%	0.0043	0.5%	23%	False	False	40,993
120	0.9930	0.9088	0.0842	9.1%	0.0039	0.4%	23%	False	False	34,162

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.9493
2.618	0.9417
1.618	0.9371
1.000	0.9343
0.618	0.9325
HIGH	0.9297
0.618	0.9279
0.500	0.9274
0.382	0.9269
LOW	0.9251
0.618	0.9223
1.000	0.9205
1.618	0.9177
2.618	0.9131
4.250	0.9056

Fisher Pivots for day following 10-Oct-2014
Pivot	1 day	3 day
R1	0.9277	0.9270
PP	0.9276	0.9261
S1	0.9274	0.9252

Download as Excel Spreadsheet

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

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