CME Japanese Yen Future December 2014

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

Day Change Summary
	Previous	Current
	14-Oct-2014	15-Oct-2014	Change	Change %	Previous Week
Open	0.9354	0.9339	-0.0015	-0.2%	0.9118
High	0.9378	0.9510	0.0132	1.4%	0.9304
Low	0.9322	0.9306	-0.0016	-0.2%	0.9107
Close	0.9355	0.9437	0.0082	0.9%	0.9279
Range	0.0056	0.0204	0.0148	264.3%	0.0197
ATR	0.0075	0.0084	0.0009	12.3%	0.0000
Volume	190,697	434,847	244,150	128.0%	1,016,958

Daily Pivots for day following 15-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0030	0.9937	0.9549
R3	0.9826	0.9733	0.9493
R2	0.9622	0.9622	0.9474
R1	0.9529	0.9529	0.9456	0.9576
PP	0.9418	0.9418	0.9418	0.9441
S1	0.9325	0.9325	0.9418	0.9372
S2	0.9214	0.9214	0.9400
S3	0.9010	0.9121	0.9381
S4	0.8806	0.8917	0.9325

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9821	0.9747	0.9387
R3	0.9624	0.9550	0.9333
R2	0.9427	0.9427	0.9315
R1	0.9353	0.9353	0.9297	0.9390
PP	0.9230	0.9230	0.9230	0.9249
S1	0.9156	0.9156	0.9261	0.9193
S2	0.9033	0.9033	0.9243
S3	0.8836	0.8959	0.9225
S4	0.8639	0.8762	0.9171

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9510	0.9236	0.0274	2.9%	0.0090	1.0%	73%	True	False	230,928
10	0.9510	0.9103	0.0407	4.3%	0.0099	1.0%	82%	True	False	226,833
20	0.9510	0.9088	0.0422	4.5%	0.0083	0.9%	83%	True	False	195,378
40	0.9725	0.9088	0.0637	6.8%	0.0070	0.7%	55%	False	False	121,052
60	0.9876	0.9088	0.0788	8.4%	0.0059	0.6%	44%	False	False	80,831
80	0.9902	0.9088	0.0814	8.6%	0.0051	0.5%	43%	False	False	60,657
100	0.9902	0.9088	0.0814	8.6%	0.0045	0.5%	43%	False	False	48,530
120	0.9930	0.9088	0.0842	8.9%	0.0041	0.4%	41%	False	False	40,443

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	0.0020
Widest range in 182 trading days

Fibonacci Retracements and Extensions
4.250	1.0377
2.618	1.0044
1.618	0.9840
1.000	0.9714
0.618	0.9636
HIGH	0.9510
0.618	0.9432
0.500	0.9408
0.382	0.9384
LOW	0.9306
0.618	0.9180
1.000	0.9102
1.618	0.8976
2.618	0.8772
4.250	0.8439

Fisher Pivots for day following 15-Oct-2014
Pivot	1 day	3 day
R1	0.9427	0.9426
PP	0.9418	0.9416
S1	0.9408	0.9405

Download as Excel Spreadsheet

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

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