CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 10-Nov-2014

Day Change Summary
	Previous	Current
	07-Nov-2014	10-Nov-2014	Change	Change %	Previous Week
Open	0.8682	0.8735	0.0053	0.6%	0.8874
High	0.8755	0.8784	0.0029	0.3%	0.8887
Low	0.8652	0.8704	0.0052	0.6%	0.8652
Close	0.8733	0.8704	-0.0029	-0.3%	0.8733
Range	0.0103	0.0080	-0.0023	-22.3%	0.0235
ATR	0.0093	0.0092	-0.0001	-1.0%	0.0000
Volume	278,633	154,102	-124,531	-44.7%	1,231,917

Daily Pivots for day following 10-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8971	0.8917	0.8748
R3	0.8891	0.8837	0.8726
R2	0.8811	0.8811	0.8719
R1	0.8757	0.8757	0.8711	0.8744
PP	0.8731	0.8731	0.8731	0.8724
S1	0.8677	0.8677	0.8697	0.8664
S2	0.8651	0.8651	0.8689
S3	0.8571	0.8597	0.8682
S4	0.8491	0.8517	0.8660

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9462	0.9333	0.8862
R3	0.9227	0.9098	0.8798
R2	0.8992	0.8992	0.8776
R1	0.8863	0.8863	0.8755	0.8810
PP	0.8757	0.8757	0.8757	0.8731
S1	0.8628	0.8628	0.8711	0.8575
S2	0.8522	0.8522	0.8690
S3	0.8287	0.8393	0.8668
S4	0.8052	0.8158	0.8604

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8839	0.8652	0.0187	2.1%	0.0091	1.0%	28%	False	False	228,344
10	0.9289	0.8652	0.0637	7.3%	0.0105	1.2%	8%	False	False	227,278
20	0.9510	0.8652	0.0858	9.9%	0.0092	1.1%	6%	False	False	212,545
40	0.9510	0.8652	0.0858	9.9%	0.0085	1.0%	6%	False	False	196,535
60	0.9786	0.8652	0.1134	13.0%	0.0074	0.9%	5%	False	False	141,143
80	0.9886	0.8652	0.1234	14.2%	0.0064	0.7%	4%	False	False	105,943
100	0.9902	0.8652	0.1250	14.4%	0.0057	0.7%	4%	False	False	84,779
120	0.9902	0.8652	0.1250	14.4%	0.0051	0.6%	4%	False	False	70,653

Crabel Price Patterns
NR	True
NR4	True
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	0.0017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9124
2.618	0.8993
1.618	0.8913
1.000	0.8864
0.618	0.8833
HIGH	0.8784
0.618	0.8753
0.500	0.8744
0.382	0.8735
LOW	0.8704
0.618	0.8655
1.000	0.8624
1.618	0.8575
2.618	0.8495
4.250	0.8364

Fisher Pivots for day following 10-Nov-2014
Pivot	1 day	3 day
R1	0.8744	0.8718
PP	0.8731	0.8713
S1	0.8717	0.8709

Download as Excel Spreadsheet

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

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