CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 15-Aug-2014

Day Change Summary
	Previous	Current
	14-Aug-2014	15-Aug-2014	Change	Change %	Previous Week
Open	0.9788	0.9774	-0.0014	-0.1%	0.9817
High	0.9788	0.9801	0.0013	0.1%	0.9817
Low	0.9788	0.9774	-0.0014	-0.1%	0.9774
Close	0.9788	0.9801	0.0013	0.1%	0.9801
Range	0.0000	0.0027	0.0027		0.0043
ATR
Volume	3	3	0	0.0%	15

Daily Pivots for day following 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9873	0.9864	0.9816
R3	0.9846	0.9837	0.9808
R2	0.9819	0.9819	0.9806
R1	0.9810	0.9810	0.9803	0.9815
PP	0.9792	0.9792	0.9792	0.9794
S1	0.9783	0.9783	0.9799	0.9788
S2	0.9765	0.9765	0.9796
S3	0.9738	0.9756	0.9794
S4	0.9711	0.9729	0.9786

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9926	0.9907	0.9825
R3	0.9883	0.9864	0.9813
R2	0.9840	0.9840	0.9809
R1	0.9821	0.9821	0.9805	0.9809
PP	0.9797	0.9797	0.9797	0.9792
S1	0.9778	0.9778	0.9797	0.9766
S2	0.9754	0.9754	0.9793
S3	0.9711	0.9735	0.9789
S4	0.9668	0.9692	0.9777

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9817	0.9774	0.0043	0.4%	0.0005	0.1%	63%	False	True	3
10	0.9849	0.9774	0.0075	0.8%	0.0004	0.0%	36%	False	True	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.9916
2.618	0.9872
1.618	0.9845
1.000	0.9828
0.618	0.9818
HIGH	0.9801
0.618	0.9791
0.500	0.9788
0.382	0.9784
LOW	0.9774
0.618	0.9757
1.000	0.9747
1.618	0.9730
2.618	0.9703
4.250	0.9659

Fisher Pivots for day following 15-Aug-2014
Pivot	1 day	3 day
R1	0.9797	0.9797
PP	0.9792	0.9792
S1	0.9788	0.9788

Download as Excel Spreadsheet

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

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