CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 21-Jul-2014

Day Change Summary
	Previous	Current
	18-Jul-2014	21-Jul-2014	Change	Change %	Previous Week
Open	0.9887	0.9886	-0.0001	0.0%	0.9864
High	0.9887	0.9886	-0.0001	0.0%	0.9892
Low	0.9887	0.9885	-0.0002	0.0%	0.9850
Close	0.9887	0.9885	-0.0002	0.0%	0.9887
Range	0.0000	0.0001	0.0001		0.0042
ATR	0.0023	0.0021	-0.0001	-6.5%	0.0000
Volume	10	10	0	0.0%	48

Daily Pivots for day following 21-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9888	0.9888	0.9886
R3	0.9887	0.9887	0.9885
R2	0.9886	0.9886	0.9885
R1	0.9886	0.9886	0.9885	0.9886
PP	0.9885	0.9885	0.9885	0.9885
S1	0.9885	0.9885	0.9885	0.9885
S2	0.9884	0.9884	0.9885
S3	0.9883	0.9884	0.9885
S4	0.9882	0.9883	0.9884

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0002	0.9987	0.9910
R3	0.9960	0.9945	0.9899
R2	0.9918	0.9918	0.9895
R1	0.9903	0.9903	0.9891	0.9911
PP	0.9876	0.9876	0.9876	0.9880
S1	0.9861	0.9861	0.9883	0.9869
S2	0.9834	0.9834	0.9879
S3	0.9792	0.9819	0.9875
S4	0.9750	0.9777	0.9864

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9892	0.9850	0.0042	0.4%	0.0001	0.0%	83%	False	False	9
10	0.9896	0.9850	0.0046	0.5%	0.0000	0.0%	76%	False	False	23
20	0.9921	0.9792	0.0129	1.3%	0.0007	0.1%	72%	False	False	18
40	0.9921	0.9758	0.0163	1.6%	0.0007	0.1%	78%	False	False	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9890
2.618	0.9889
1.618	0.9888
1.000	0.9887
0.618	0.9887
HIGH	0.9886
0.618	0.9886
0.500	0.9886
0.382	0.9885
LOW	0.9885
0.618	0.9884
1.000	0.9884
1.618	0.9883
2.618	0.9882
4.250	0.9881

Fisher Pivots for day following 21-Jul-2014
Pivot	1 day	3 day
R1	0.9886	0.9889
PP	0.9885	0.9887
S1	0.9885	0.9886

Download as Excel Spreadsheet

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

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