CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 03-Nov-2014

Day Change Summary
	Previous	Current
	31-Oct-2014	03-Nov-2014	Change	Change %	Previous Week
Open	0.9154	0.8874	-0.0280	-3.1%	0.9241
High	0.9162	0.8887	-0.0275	-3.0%	0.9297
Low	0.8893	0.8758	-0.0135	-1.5%	0.8893
Close	0.8908	0.8793	-0.0115	-1.3%	0.8908
Range	0.0269	0.0129	-0.0140	-52.0%	0.0404
ATR	0.0088	0.0093	0.0004	5.0%	0.0000
Volume	433,547	244,297	-189,250	-43.7%	1,002,852

Daily Pivots for day following 03-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9200	0.9125	0.8864
R3	0.9071	0.8996	0.8828
R2	0.8942	0.8942	0.8817
R1	0.8867	0.8867	0.8805	0.8840
PP	0.8813	0.8813	0.8813	0.8799
S1	0.8738	0.8738	0.8781	0.8711
S2	0.8684	0.8684	0.8769
S3	0.8555	0.8609	0.8758
S4	0.8426	0.8480	0.8722

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	0.9289	0.8758	0.0531	6.0%	0.0118	1.3%	7%	False	True	226,213
10	0.9416	0.8758	0.0658	7.5%	0.0092	1.0%	5%	False	True	185,553
20	0.9510	0.8758	0.0752	8.6%	0.0090	1.0%	5%	False	True	204,726
40	0.9510	0.8758	0.0752	8.6%	0.0079	0.9%	5%	False	True	180,488
60	0.9806	0.8758	0.1048	11.9%	0.0069	0.8%	3%	False	True	122,150
80	0.9900	0.8758	0.1142	13.0%	0.0060	0.7%	3%	False	True	91,676
100	0.9902	0.8758	0.1144	13.0%	0.0053	0.6%	3%	False	True	73,363
120	0.9930	0.8758	0.1172	13.3%	0.0049	0.6%	3%	False	True	61,139

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9435
2.618	0.9225
1.618	0.9096
1.000	0.9016
0.618	0.8967
HIGH	0.8887
0.618	0.8838
0.500	0.8823
0.382	0.8807
LOW	0.8758
0.618	0.8678
1.000	0.8629
1.618	0.8549
2.618	0.8420
4.250	0.8210

Fisher Pivots for day following 03-Nov-2014
Pivot	1 day	3 day
R1	0.8823	0.8978
PP	0.8813	0.8916
S1	0.8803	0.8855

Download as Excel Spreadsheet

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

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