CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 22-Sep-2014

Day Change Summary
	Previous	Current
	19-Sep-2014	22-Sep-2014	Change	Change %	Previous Week
Open	0.9207	0.9219	0.0012	0.1%	0.9336
High	0.9222	0.9219	-0.0003	0.0%	0.9371
Low	0.9178	0.9184	0.0006	0.1%	0.9178
Close	0.9199	0.9208	0.0009	0.1%	0.9199
Range	0.0044	0.0035	-0.0009	-20.5%	0.0193
ATR	0.0040	0.0040	0.0000	-0.9%	0.0000
Volume	531	47	-484	-91.1%	1,272

Daily Pivots for day following 22-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9309	0.9293	0.9227
R3	0.9274	0.9258	0.9218
R2	0.9239	0.9239	0.9214
R1	0.9223	0.9223	0.9211	0.9214
PP	0.9204	0.9204	0.9204	0.9199
S1	0.9188	0.9188	0.9205	0.9179
S2	0.9169	0.9169	0.9202
S3	0.9134	0.9153	0.9198
S4	0.9099	0.9118	0.9189

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9828	0.9707	0.9305
R3	0.9635	0.9514	0.9252
R2	0.9442	0.9442	0.9234
R1	0.9321	0.9321	0.9217	0.9285
PP	0.9249	0.9249	0.9249	0.9232
S1	0.9128	0.9128	0.9181	0.9092
S2	0.9056	0.9056	0.9164
S3	0.8863	0.8935	0.9146
S4	0.8670	0.8742	0.9093

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9371	0.9178	0.0193	2.1%	0.0046	0.5%	16%	False	False	255
10	0.9430	0.9178	0.0252	2.7%	0.0035	0.4%	12%	False	False	158
20	0.9663	0.9178	0.0485	5.3%	0.0025	0.3%	6%	False	False	82
40	0.9836	0.9178	0.0658	7.1%	0.0017	0.2%	5%	False	False	51
60	0.9896	0.9178	0.0718	7.8%	0.0012	0.1%	4%	False	False	40
80	0.9921	0.9178	0.0743	8.1%	0.0012	0.1%	4%	False	False	31
100	0.9921	0.9178	0.0743	8.1%	0.0010	0.1%	4%	False	False	26

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0004
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9368
2.618	0.9311
1.618	0.9276
1.000	0.9254
0.618	0.9241
HIGH	0.9219
0.618	0.9206
0.500	0.9202
0.382	0.9197
LOW	0.9184
0.618	0.9162
1.000	0.9149
1.618	0.9127
2.618	0.9092
4.250	0.9035

Fisher Pivots for day following 22-Sep-2014
Pivot	1 day	3 day
R1	0.9206	0.9212
PP	0.9204	0.9211
S1	0.9202	0.9209

Download as Excel Spreadsheet

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

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