CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 16-Oct-2014

Day Change Summary
	Previous	Current
	15-Oct-2014	16-Oct-2014	Change	Change %	Previous Week
Open	0.9339	0.9437	0.0098	1.0%	0.9118
High	0.9510	0.9483	-0.0027	-0.3%	0.9304
Low	0.9306	0.9397	0.0091	1.0%	0.9107
Close	0.9437	0.9424	-0.0013	-0.1%	0.9279
Range	0.0204	0.0086	-0.0118	-57.8%	0.0197
ATR	0.0084	0.0084	0.0000	0.1%	0.0000
Volume	434,847	308,177	-126,670	-29.1%	1,016,958

Daily Pivots for day following 16-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9693	0.9644	0.9471
R3	0.9607	0.9558	0.9448
R2	0.9521	0.9521	0.9440
R1	0.9472	0.9472	0.9432	0.9454
PP	0.9435	0.9435	0.9435	0.9425
S1	0.9386	0.9386	0.9416	0.9368
S2	0.9349	0.9349	0.9408
S3	0.9263	0.9300	0.9400
S4	0.9177	0.9214	0.9377

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	0.9251	0.0259	2.7%	0.0094	1.0%	67%	False	False	245,980
10	0.9510	0.9103	0.0407	4.3%	0.0098	1.0%	79%	False	False	228,198
20	0.9510	0.9088	0.0422	4.5%	0.0085	0.9%	80%	False	False	202,520
40	0.9665	0.9088	0.0577	6.1%	0.0070	0.7%	58%	False	False	128,725
60	0.9869	0.9088	0.0781	8.3%	0.0060	0.6%	43%	False	False	85,963
80	0.9902	0.9088	0.0814	8.6%	0.0052	0.5%	41%	False	False	64,509
100	0.9902	0.9088	0.0814	8.6%	0.0045	0.5%	41%	False	False	51,612
120	0.9930	0.9088	0.0842	8.9%	0.0042	0.4%	40%	False	False	43,011

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9849
2.618	0.9708
1.618	0.9622
1.000	0.9569
0.618	0.9536
HIGH	0.9483
0.618	0.9450
0.500	0.9440
0.382	0.9430
LOW	0.9397
0.618	0.9344
1.000	0.9311
1.618	0.9258
2.618	0.9172
4.250	0.9032

Fisher Pivots for day following 16-Oct-2014
Pivot	1 day	3 day
R1	0.9440	0.9419
PP	0.9435	0.9413
S1	0.9429	0.9408

Download as Excel Spreadsheet

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

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