CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 26-Sep-2014

Day Change Summary
	Previous	Current
	25-Sep-2014	26-Sep-2014	Change	Change %	Previous Week
Open	0.9178	0.9227	0.0049	0.5%	0.9219
High	0.9231	0.9227	-0.0004	0.0%	0.9244
Low	0.9170	0.9144	-0.0026	-0.3%	0.9144
Close	0.9218	0.9161	-0.0057	-0.6%	0.9161
Range	0.0061	0.0083	0.0022	36.1%	0.0100
ATR	0.0042	0.0045	0.0003	7.1%	0.0000
Volume	146	88	-58	-39.7%	366

Daily Pivots for day following 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9426	0.9377	0.9207
R3	0.9343	0.9294	0.9184
R2	0.9260	0.9260	0.9176
R1	0.9211	0.9211	0.9169	0.9194
PP	0.9177	0.9177	0.9177	0.9169
S1	0.9128	0.9128	0.9153	0.9111
S2	0.9094	0.9094	0.9146
S3	0.9011	0.9045	0.9138
S4	0.8928	0.8962	0.9115

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9483	0.9422	0.9216
R3	0.9383	0.9322	0.9189
R2	0.9283	0.9283	0.9179
R1	0.9222	0.9222	0.9170	0.9203
PP	0.9183	0.9183	0.9183	0.9173
S1	0.9122	0.9122	0.9152	0.9103
S2	0.9083	0.9083	0.9143
S3	0.8983	0.9022	0.9134
S4	0.8883	0.8922	0.9106

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9244	0.9144	0.0100	1.1%	0.0053	0.6%	17%	False	True	73
10	0.9371	0.9144	0.0227	2.5%	0.0049	0.5%	7%	False	True	163
20	0.9621	0.9144	0.0477	5.2%	0.0035	0.4%	4%	False	True	97
40	0.9836	0.9144	0.0692	7.6%	0.0022	0.2%	2%	False	True	59
60	0.9896	0.9144	0.0752	8.2%	0.0016	0.2%	2%	False	True	45
80	0.9921	0.9144	0.0777	8.5%	0.0014	0.2%	2%	False	True	35
100	0.9921	0.9144	0.0777	8.5%	0.0012	0.1%	2%	False	True	29

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 65 trading days

Fibonacci Retracements and Extensions
4.250	0.9580
2.618	0.9444
1.618	0.9361
1.000	0.9310
0.618	0.9278
HIGH	0.9227
0.618	0.9195
0.500	0.9186
0.382	0.9176
LOW	0.9144
0.618	0.9093
1.000	0.9061
1.618	0.9010
2.618	0.8927
4.250	0.8791

Fisher Pivots for day following 26-Sep-2014
Pivot	1 day	3 day
R1	0.9186	0.9188
PP	0.9177	0.9179
S1	0.9169	0.9170

Download as Excel Spreadsheet

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

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