CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 11-Nov-2014

Day Change Summary
	Previous	Current
	10-Nov-2014	11-Nov-2014	Change	Change %	Previous Week
Open	0.8735	0.8710	-0.0025	-0.3%	0.8874
High	0.8784	0.8725	-0.0059	-0.7%	0.8887
Low	0.8704	0.8613	-0.0091	-1.0%	0.8652
Close	0.8704	0.8643	-0.0061	-0.7%	0.8733
Range	0.0080	0.0112	0.0032	40.0%	0.0235
ATR	0.0092	0.0094	0.0001	1.5%	0.0000
Volume	154,102	206,251	52,149	33.8%	1,231,917

Daily Pivots for day following 11-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8996	0.8932	0.8705
R3	0.8884	0.8820	0.8674
R2	0.8772	0.8772	0.8664
R1	0.8708	0.8708	0.8653	0.8684
PP	0.8660	0.8660	0.8660	0.8649
S1	0.8596	0.8596	0.8633	0.8572
S2	0.8548	0.8548	0.8622
S3	0.8436	0.8484	0.8612
S4	0.8324	0.8372	0.8581

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	0.8819	0.8613	0.0206	2.4%	0.0103	1.2%	15%	False	True	226,906
10	0.9269	0.8613	0.0656	7.6%	0.0112	1.3%	5%	False	True	234,888
20	0.9510	0.8613	0.0897	10.4%	0.0095	1.1%	3%	False	True	213,323
40	0.9510	0.8613	0.0897	10.4%	0.0087	1.0%	3%	False	True	198,254
60	0.9762	0.8613	0.1149	13.3%	0.0076	0.9%	3%	False	True	144,570
80	0.9877	0.8613	0.1264	14.6%	0.0066	0.8%	2%	False	True	108,520
100	0.9902	0.8613	0.1289	14.9%	0.0058	0.7%	2%	False	True	86,842
120	0.9902	0.8613	0.1289	14.9%	0.0052	0.6%	2%	False	True	72,372

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9201
2.618	0.9018
1.618	0.8906
1.000	0.8837
0.618	0.8794
HIGH	0.8725
0.618	0.8682
0.500	0.8669
0.382	0.8656
LOW	0.8613
0.618	0.8544
1.000	0.8501
1.618	0.8432
2.618	0.8320
4.250	0.8137

Fisher Pivots for day following 11-Nov-2014
Pivot	1 day	3 day
R1	0.8669	0.8699
PP	0.8660	0.8680
S1	0.8652	0.8662

Download as Excel Spreadsheet

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

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