CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 28-Aug-2014

Day Change Summary
	Previous	Current
	27-Aug-2014	28-Aug-2014	Change	Change %	Previous Week
Open	0.9655	0.9674	0.0019	0.2%	0.9776
High	0.9655	0.9674	0.0019	0.2%	0.9776
Low	0.9655	0.9674	0.0019	0.2%	0.9651
Close	0.9655	0.9674	0.0019	0.2%	0.9651
Range
ATR	0.0017	0.0017	0.0000	0.8%	0.0000
Volume	1	1	0	0.0%	61

Daily Pivots for day following 28-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9674	0.9674	0.9674
R3	0.9674	0.9674	0.9674
R2	0.9674	0.9674	0.9674
R1	0.9674	0.9674	0.9674	0.9674
PP	0.9674	0.9674	0.9674	0.9674
S1	0.9674	0.9674	0.9674	0.9674
S2	0.9674	0.9674	0.9674
S3	0.9674	0.9674	0.9674
S4	0.9674	0.9674	0.9674

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0068	0.9984	0.9720
R3	0.9943	0.9859	0.9685
R2	0.9818	0.9818	0.9674
R1	0.9734	0.9734	0.9662	0.9714
PP	0.9693	0.9693	0.9693	0.9682
S1	0.9609	0.9609	0.9640	0.9589
S2	0.9568	0.9568	0.9628
S3	0.9443	0.9484	0.9617
S4	0.9318	0.9359	0.9582

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9674	0.9636	0.0038	0.4%	0.0000	0.0%	100%	True	False	1
10	0.9801	0.9636	0.0165	1.7%	0.0007	0.1%	23%	False	False	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	0.9674
2.618	0.9674
1.618	0.9674
1.000	0.9674
0.618	0.9674
HIGH	0.9674
0.618	0.9674
0.500	0.9674
0.382	0.9674
LOW	0.9674
0.618	0.9674
1.000	0.9674
1.618	0.9674
2.618	0.9674
4.250	0.9674

Fisher Pivots for day following 28-Aug-2014
Pivot	1 day	3 day
R1	0.9674	0.9668
PP	0.9674	0.9661
S1	0.9674	0.9655

Download as Excel Spreadsheet

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

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