CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 29-Sep-2014

Day Change Summary
	Previous	Current
	26-Sep-2014	29-Sep-2014	Change	Change %	Previous Week
Open	0.9227	0.9159	-0.0068	-0.7%	0.9219
High	0.9227	0.9177	-0.0050	-0.5%	0.9244
Low	0.9144	0.9132	-0.0012	-0.1%	0.9144
Close	0.9161	0.9154	-0.0007	-0.1%	0.9161
Range	0.0083	0.0045	-0.0038	-45.8%	0.0100
ATR	0.0045	0.0045	0.0000	0.1%	0.0000
Volume	88	409	321	364.8%	366

Daily Pivots for day following 29-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9289	0.9267	0.9179
R3	0.9244	0.9222	0.9166
R2	0.9199	0.9199	0.9162
R1	0.9177	0.9177	0.9158	0.9166
PP	0.9154	0.9154	0.9154	0.9149
S1	0.9132	0.9132	0.9150	0.9121
S2	0.9109	0.9109	0.9146
S3	0.9064	0.9087	0.9142
S4	0.9019	0.9042	0.9129

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	0.9132	0.0112	1.2%	0.0055	0.6%	20%	False	True	145
10	0.9371	0.9132	0.0239	2.6%	0.0051	0.6%	9%	False	True	200
20	0.9555	0.9132	0.0423	4.6%	0.0037	0.4%	5%	False	True	117
40	0.9836	0.9132	0.0704	7.7%	0.0023	0.3%	3%	False	True	69
60	0.9896	0.9132	0.0764	8.3%	0.0016	0.2%	3%	False	True	51
80	0.9921	0.9132	0.0789	8.6%	0.0015	0.2%	3%	False	True	40
100	0.9921	0.9132	0.0789	8.6%	0.0013	0.1%	3%	False	True	33

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9368
2.618	0.9295
1.618	0.9250
1.000	0.9222
0.618	0.9205
HIGH	0.9177
0.618	0.9160
0.500	0.9155
0.382	0.9149
LOW	0.9132
0.618	0.9104
1.000	0.9087
1.618	0.9059
2.618	0.9014
4.250	0.8941

Fisher Pivots for day following 29-Sep-2014
Pivot	1 day	3 day
R1	0.9155	0.9182
PP	0.9154	0.9172
S1	0.9154	0.9163

Download as Excel Spreadsheet

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

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