CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 31-Oct-2014

Day Change Summary
	Previous	Current
	30-Oct-2014	31-Oct-2014	Change	Change %	Previous Week
Open	0.9191	0.9154	-0.0037	-0.4%	0.9241
High	0.9197	0.9162	-0.0035	-0.4%	0.9297
Low	0.9137	0.8893	-0.0244	-2.7%	0.8893
Close	0.9149	0.8908	-0.0241	-2.6%	0.8908
Range	0.0060	0.0269	0.0209	348.3%	0.0404
ATR	0.0074	0.0088	0.0014	18.7%	0.0000
Volume	187,457	433,547	246,090	131.3%	1,002,852

Daily Pivots for day following 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9795	0.9620	0.9056
R3	0.9526	0.9351	0.8982
R2	0.9257	0.9257	0.8957
R1	0.9082	0.9082	0.8933	0.9035
PP	0.8988	0.8988	0.8988	0.8964
S1	0.8813	0.8813	0.8883	0.8766
S2	0.8719	0.8719	0.8859
S3	0.8450	0.8544	0.8834
S4	0.8181	0.8275	0.8760

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0245	0.9980	0.9130
R3	0.9841	0.9576	0.9019
R2	0.9437	0.9437	0.8982
R1	0.9172	0.9172	0.8945	0.9103
PP	0.9033	0.9033	0.9033	0.8998
S1	0.8768	0.8768	0.8871	0.8699
S2	0.8629	0.8629	0.8834
S3	0.8225	0.8364	0.8797
S4	0.7821	0.7960	0.8686

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9297	0.8893	0.0404	4.5%	0.0104	1.2%	4%	False	True	200,570
10	0.9416	0.8893	0.0523	5.9%	0.0085	0.9%	3%	False	True	176,001
20	0.9510	0.8893	0.0617	6.9%	0.0088	1.0%	2%	False	True	200,500
40	0.9531	0.8893	0.0638	7.2%	0.0079	0.9%	2%	False	True	175,752
60	0.9860	0.8893	0.0967	10.9%	0.0068	0.8%	2%	False	True	118,081
80	0.9900	0.8893	0.1007	11.3%	0.0059	0.7%	1%	False	True	88,624
100	0.9902	0.8893	0.1009	11.3%	0.0052	0.6%	1%	False	True	70,921
120	0.9930	0.8893	0.1037	11.6%	0.0048	0.5%	1%	False	True	59,104

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 194 trading days

Fibonacci Retracements and Extensions
4.250	1.0305
2.618	0.9866
1.618	0.9597
1.000	0.9431
0.618	0.9328
HIGH	0.9162
0.618	0.9059
0.500	0.9028
0.382	0.8996
LOW	0.8893
0.618	0.8727
1.000	0.8624
1.618	0.8458
2.618	0.8189
4.250	0.7750

Fisher Pivots for day following 31-Oct-2014
Pivot	1 day	3 day
R1	0.9028	0.9081
PP	0.8988	0.9023
S1	0.8948	0.8966

Download as Excel Spreadsheet

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

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