CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 19-Aug-2014

Day Change Summary
	Previous	Current
	18-Aug-2014	19-Aug-2014	Change	Change %	Previous Week
Open	0.9776	0.9745	-0.0031	-0.3%	0.9817
High	0.9776	0.9745	-0.0031	-0.3%	0.9817
Low	0.9776	0.9745	-0.0031	-0.3%	0.9774
Close	0.9776	0.9745	-0.0031	-0.3%	0.9801
Range
ATR
Volume	19	19	0	0.0%	15

Daily Pivots for day following 19-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9745	0.9745	0.9745
R3	0.9745	0.9745	0.9745
R2	0.9745	0.9745	0.9745
R1	0.9745	0.9745	0.9745	0.9745
PP	0.9745	0.9745	0.9745	0.9745
S1	0.9745	0.9745	0.9745	0.9745
S2	0.9745	0.9745	0.9745
S3	0.9745	0.9745	0.9745
S4	0.9745	0.9745	0.9745

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	0.9801	0.9745	0.0056	0.6%	0.0005	0.1%	0%	False	True	9
10	0.9849	0.9745	0.0104	1.1%	0.0004	0.0%	0%	False	True	6

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	0.9745
2.618	0.9745
1.618	0.9745
1.000	0.9745
0.618	0.9745
HIGH	0.9745
0.618	0.9745
0.500	0.9745
0.382	0.9745
LOW	0.9745
0.618	0.9745
1.000	0.9745
1.618	0.9745
2.618	0.9745
4.250	0.9745

Fisher Pivots for day following 19-Aug-2014
Pivot	1 day	3 day
R1	0.9745	0.9773
PP	0.9745	0.9764
S1	0.9745	0.9754

Download as Excel Spreadsheet

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

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