CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 04-Nov-2014

Day Change Summary
	Previous	Current
	03-Nov-2014	04-Nov-2014	Change	Change %	Previous Week
Open	0.8874	0.8788	-0.0086	-1.0%	0.9241
High	0.8887	0.8839	-0.0048	-0.5%	0.9297
Low	0.8758	0.8786	0.0028	0.3%	0.8893
Close	0.8793	0.8807	0.0014	0.2%	0.8908
Range	0.0129	0.0053	-0.0076	-58.9%	0.0404
ATR	0.0093	0.0090	-0.0003	-3.1%	0.0000
Volume	244,297	213,440	-30,857	-12.6%	1,002,852

Daily Pivots for day following 04-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8970	0.8941	0.8836
R3	0.8917	0.8888	0.8822
R2	0.8864	0.8864	0.8817
R1	0.8835	0.8835	0.8812	0.8850
PP	0.8811	0.8811	0.8811	0.8818
S1	0.8782	0.8782	0.8802	0.8797
S2	0.8758	0.8758	0.8797
S3	0.8705	0.8729	0.8792
S4	0.8652	0.8676	0.8778

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	0.9269	0.8758	0.0511	5.8%	0.0120	1.4%	10%	False	False	242,869
10	0.9369	0.8758	0.0611	6.9%	0.0090	1.0%	8%	False	False	190,647
20	0.9510	0.8758	0.0752	8.5%	0.0086	1.0%	7%	False	False	204,962
40	0.9510	0.8758	0.0752	8.5%	0.0080	0.9%	7%	False	False	184,117
60	0.9800	0.8758	0.1042	11.8%	0.0070	0.8%	5%	False	False	125,699
80	0.9900	0.8758	0.1142	13.0%	0.0060	0.7%	4%	False	False	94,344
100	0.9902	0.8758	0.1144	13.0%	0.0053	0.6%	4%	False	False	75,497
120	0.9930	0.8758	0.1172	13.3%	0.0049	0.6%	4%	False	False	62,918

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9064
2.618	0.8978
1.618	0.8925
1.000	0.8892
0.618	0.8872
HIGH	0.8839
0.618	0.8819
0.500	0.8813
0.382	0.8806
LOW	0.8786
0.618	0.8753
1.000	0.8733
1.618	0.8700
2.618	0.8647
4.250	0.8561

Fisher Pivots for day following 04-Nov-2014
Pivot	1 day	3 day
R1	0.8813	0.8960
PP	0.8811	0.8909
S1	0.8809	0.8858

Download as Excel Spreadsheet

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

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