CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 22-Oct-2014

Day Change Summary
	Previous	Current
	21-Oct-2014	22-Oct-2014	Change	Change %	Previous Week
Open	0.9351	0.9344	-0.0007	-0.1%	0.9310
High	0.9416	0.9369	-0.0047	-0.5%	0.9510
Low	0.9347	0.9317	-0.0030	-0.3%	0.9300
Close	0.9363	0.9333	-0.0030	-0.3%	0.9378
Range	0.0069	0.0052	-0.0017	-24.6%	0.0210
ATR	0.0081	0.0079	-0.0002	-2.6%	0.0000
Volume	162,494	131,225	-31,269	-19.2%	1,233,036

Daily Pivots for day following 22-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9496	0.9466	0.9362
R3	0.9444	0.9414	0.9347
R2	0.9392	0.9392	0.9343
R1	0.9362	0.9362	0.9338	0.9351
PP	0.9340	0.9340	0.9340	0.9334
S1	0.9310	0.9310	0.9328	0.9299
S2	0.9288	0.9288	0.9323
S3	0.9236	0.9258	0.9319
S4	0.9184	0.9206	0.9304

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0026	0.9912	0.9494
R3	0.9816	0.9702	0.9436
R2	0.9606	0.9606	0.9417
R1	0.9492	0.9492	0.9397	0.9549
PP	0.9396	0.9396	0.9396	0.9425
S1	0.9282	0.9282	0.9359	0.9339
S2	0.9186	0.9186	0.9340
S3	0.8976	0.9072	0.9320
S4	0.8766	0.8862	0.9263

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9483	0.9315	0.0168	1.8%	0.0067	0.7%	11%	False	False	184,366
10	0.9510	0.9236	0.0274	2.9%	0.0079	0.8%	35%	False	False	207,647
20	0.9510	0.9088	0.0422	4.5%	0.0085	0.9%	58%	False	False	204,331
40	0.9662	0.9088	0.0574	6.2%	0.0072	0.8%	43%	False	False	143,939
60	0.9860	0.9088	0.0772	8.3%	0.0062	0.7%	32%	False	False	96,172
80	0.9902	0.9088	0.0814	8.7%	0.0053	0.6%	30%	False	False	72,165
100	0.9902	0.9088	0.0814	8.7%	0.0047	0.5%	30%	False	False	57,747
120	0.9930	0.9088	0.0842	9.0%	0.0043	0.5%	29%	False	False	48,125

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0020
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9590
2.618	0.9505
1.618	0.9453
1.000	0.9421
0.618	0.9401
HIGH	0.9369
0.618	0.9349
0.500	0.9343
0.382	0.9337
LOW	0.9317
0.618	0.9285
1.000	0.9265
1.618	0.9233
2.618	0.9181
4.250	0.9096

Fisher Pivots for day following 22-Oct-2014
Pivot	1 day	3 day
R1	0.9343	0.9366
PP	0.9340	0.9355
S1	0.9336	0.9344

Download as Excel Spreadsheet

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

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