CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 05-Nov-2014

Day Change Summary
	Previous	Current
	04-Nov-2014	05-Nov-2014	Change	Change %	Previous Week
Open	0.8788	0.8817	0.0029	0.3%	0.9241
High	0.8839	0.8819	-0.0020	-0.2%	0.9297
Low	0.8786	0.8710	-0.0076	-0.9%	0.8893
Close	0.8807	0.8720	-0.0087	-1.0%	0.8908
Range	0.0053	0.0109	0.0056	105.7%	0.0404
ATR	0.0090	0.0091	0.0001	1.5%	0.0000
Volume	213,440	235,205	21,765	10.2%	1,002,852

Daily Pivots for day following 05-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9077	0.9007	0.8780
R3	0.8968	0.8898	0.8750
R2	0.8859	0.8859	0.8740
R1	0.8789	0.8789	0.8730	0.8770
PP	0.8750	0.8750	0.8750	0.8740
S1	0.8680	0.8680	0.8710	0.8661
S2	0.8641	0.8641	0.8700
S3	0.8532	0.8571	0.8690
S4	0.8423	0.8462	0.8660

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	0.9197	0.8710	0.0487	5.6%	0.0124	1.4%	2%	False	True	262,789
10	0.9340	0.8710	0.0630	7.2%	0.0096	1.1%	2%	False	True	201,045
20	0.9510	0.8710	0.0800	9.2%	0.0087	1.0%	1%	False	True	204,346
40	0.9510	0.8710	0.0800	9.2%	0.0080	0.9%	1%	False	True	187,314
60	0.9796	0.8710	0.1086	12.5%	0.0071	0.8%	1%	False	True	129,617
80	0.9900	0.8710	0.1190	13.6%	0.0062	0.7%	1%	False	True	97,283
100	0.9902	0.8710	0.1192	13.7%	0.0054	0.6%	1%	False	True	77,849
120	0.9930	0.8710	0.1220	14.0%	0.0050	0.6%	1%	False	True	64,878

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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9282
2.618	0.9104
1.618	0.8995
1.000	0.8928
0.618	0.8886
HIGH	0.8819
0.618	0.8777
0.500	0.8765
0.382	0.8752
LOW	0.8710
0.618	0.8643
1.000	0.8601
1.618	0.8534
2.618	0.8425
4.250	0.8247

Fisher Pivots for day following 05-Nov-2014
Pivot	1 day	3 day
R1	0.8765	0.8799
PP	0.8750	0.8772
S1	0.8735	0.8746

Download as Excel Spreadsheet

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

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