CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 24-Sep-2014

Day Change Summary
	Previous	Current
	23-Sep-2014	24-Sep-2014	Change	Change %	Previous Week
Open	0.9210	0.9218	0.0008	0.1%	0.9336
High	0.9244	0.9231	-0.0013	-0.1%	0.9371
Low	0.9195	0.9192	-0.0003	0.0%	0.9178
Close	0.9199	0.9194	-0.0005	-0.1%	0.9199
Range	0.0049	0.0039	-0.0010	-20.4%	0.0193
ATR	0.0040	0.0040	0.0000	-0.2%	0.0000
Volume	50	35	-15	-30.0%	1,272

Daily Pivots for day following 24-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9323	0.9297	0.9215
R3	0.9284	0.9258	0.9205
R2	0.9245	0.9245	0.9201
R1	0.9219	0.9219	0.9198	0.9213
PP	0.9206	0.9206	0.9206	0.9202
S1	0.9180	0.9180	0.9190	0.9174
S2	0.9167	0.9167	0.9187
S3	0.9128	0.9141	0.9183
S4	0.9089	0.9102	0.9173

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	0.9246	0.9178	0.0068	0.7%	0.0041	0.5%	24%	False	False	241
10	0.9371	0.9178	0.0193	2.1%	0.0038	0.4%	8%	False	False	164
20	0.9663	0.9178	0.0485	5.3%	0.0029	0.3%	3%	False	False	85
40	0.9836	0.9178	0.0658	7.2%	0.0020	0.2%	2%	False	False	53
60	0.9896	0.9178	0.0718	7.8%	0.0014	0.2%	2%	False	False	41
80	0.9921	0.9178	0.0743	8.1%	0.0013	0.1%	2%	False	False	32
100	0.9921	0.9178	0.0743	8.1%	0.0011	0.1%	2%	False	False	27

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9397
2.618	0.9333
1.618	0.9294
1.000	0.9270
0.618	0.9255
HIGH	0.9231
0.618	0.9216
0.500	0.9212
0.382	0.9207
LOW	0.9192
0.618	0.9168
1.000	0.9153
1.618	0.9129
2.618	0.9090
4.250	0.9026

Fisher Pivots for day following 24-Sep-2014
Pivot	1 day	3 day
R1	0.9212	0.9214
PP	0.9206	0.9207
S1	0.9200	0.9201

Download as Excel Spreadsheet

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

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