CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 21-Oct-2014

Day Change Summary
	Previous	Current
	20-Oct-2014	21-Oct-2014	Change	Change %	Previous Week
Open	0.9347	0.9351	0.0004	0.0%	0.9310
High	0.9369	0.9416	0.0047	0.5%	0.9510
Low	0.9315	0.9347	0.0032	0.3%	0.9300
Close	0.9364	0.9363	-0.0001	0.0%	0.9378
Range	0.0054	0.0069	0.0015	27.8%	0.0210
ATR	0.0082	0.0081	-0.0001	-1.1%	0.0000
Volume	148,784	162,494	13,710	9.2%	1,233,036

Daily Pivots for day following 21-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9582	0.9542	0.9401
R3	0.9513	0.9473	0.9382
R2	0.9444	0.9444	0.9376
R1	0.9404	0.9404	0.9369	0.9424
PP	0.9375	0.9375	0.9375	0.9386
S1	0.9335	0.9335	0.9357	0.9355
S2	0.9306	0.9306	0.9350
S3	0.9237	0.9266	0.9344
S4	0.9168	0.9197	0.9325

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	0.9510	0.9306	0.0204	2.2%	0.0097	1.0%	28%	False	False	245,091
10	0.9510	0.9200	0.0310	3.3%	0.0082	0.9%	53%	False	False	219,277
20	0.9510	0.9088	0.0422	4.5%	0.0085	0.9%	65%	False	False	203,890
40	0.9662	0.9088	0.0574	6.1%	0.0072	0.8%	48%	False	False	140,682
60	0.9860	0.9088	0.0772	8.2%	0.0062	0.7%	36%	False	False	93,987
80	0.9902	0.9088	0.0814	8.7%	0.0052	0.6%	34%	False	False	70,527
100	0.9902	0.9088	0.0814	8.7%	0.0047	0.5%	34%	False	False	56,435
120	0.9930	0.9088	0.0842	9.0%	0.0043	0.5%	33%	False	False	47,031

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9709
2.618	0.9597
1.618	0.9528
1.000	0.9485
0.618	0.9459
HIGH	0.9416
0.618	0.9390
0.500	0.9382
0.382	0.9373
LOW	0.9347
0.618	0.9304
1.000	0.9278
1.618	0.9235
2.618	0.9166
4.250	0.9054

Fisher Pivots for day following 21-Oct-2014
Pivot	1 day	3 day
R1	0.9382	0.9371
PP	0.9375	0.9368
S1	0.9369	0.9366

Download as Excel Spreadsheet

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

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