CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 27-Oct-2014

Day Change Summary
	Previous	Current
	24-Oct-2014	27-Oct-2014	Change	Change %	Previous Week
Open	0.9238	0.9241	0.0003	0.0%	0.9347
High	0.9281	0.9297	0.0016	0.2%	0.9416
Low	0.9237	0.9240	0.0003	0.0%	0.9233
Close	0.9256	0.9290	0.0034	0.4%	0.9256
Range	0.0044	0.0057	0.0013	29.5%	0.0183
ATR	0.0078	0.0077	-0.0002	-1.9%	0.0000
Volume	147,963	116,082	-31,881	-21.5%	757,166

Daily Pivots for day following 27-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9447	0.9425	0.9321
R3	0.9390	0.9368	0.9306
R2	0.9333	0.9333	0.9300
R1	0.9311	0.9311	0.9295	0.9322
PP	0.9276	0.9276	0.9276	0.9281
S1	0.9254	0.9254	0.9285	0.9265
S2	0.9219	0.9219	0.9280
S3	0.9162	0.9197	0.9274
S4	0.9105	0.9140	0.9259

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9851	0.9736	0.9357
R3	0.9668	0.9553	0.9306
R2	0.9485	0.9485	0.9290
R1	0.9370	0.9370	0.9273	0.9336
PP	0.9302	0.9302	0.9302	0.9285
S1	0.9187	0.9187	0.9239	0.9153
S2	0.9119	0.9119	0.9222
S3	0.8936	0.9004	0.9206
S4	0.8753	0.8821	0.9155

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9416	0.9233	0.0183	2.0%	0.0066	0.7%	31%	False	False	144,892
10	0.9510	0.9233	0.0277	3.0%	0.0080	0.9%	21%	False	False	197,812
20	0.9510	0.9088	0.0422	4.5%	0.0084	0.9%	48%	False	False	200,182
40	0.9613	0.9088	0.0525	5.7%	0.0075	0.8%	38%	False	False	154,597
60	0.9860	0.9088	0.0772	8.3%	0.0063	0.7%	26%	False	False	103,330
80	0.9902	0.9088	0.0814	8.8%	0.0054	0.6%	25%	False	False	77,543
100	0.9902	0.9088	0.0814	8.8%	0.0048	0.5%	25%	False	False	62,054
120	0.9930	0.9088	0.0842	9.1%	0.0044	0.5%	24%	False	False	51,714

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9539
2.618	0.9446
1.618	0.9389
1.000	0.9354
0.618	0.9332
HIGH	0.9297
0.618	0.9275
0.500	0.9269
0.382	0.9262
LOW	0.9240
0.618	0.9205
1.000	0.9183
1.618	0.9148
2.618	0.9091
4.250	0.8998

Fisher Pivots for day following 27-Oct-2014
Pivot	1 day	3 day
R1	0.9283	0.9289
PP	0.9276	0.9288
S1	0.9269	0.9287

Download as Excel Spreadsheet

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

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