CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 12-Nov-2014

Day Change Summary
	Previous	Current
	11-Nov-2014	12-Nov-2014	Change	Change %	Previous Week
Open	0.8710	0.8635	-0.0075	-0.9%	0.8874
High	0.8725	0.8706	-0.0019	-0.2%	0.8887
Low	0.8613	0.8628	0.0015	0.2%	0.8652
Close	0.8643	0.8656	0.0013	0.2%	0.8733
Range	0.0112	0.0078	-0.0034	-30.4%	0.0235
ATR	0.0094	0.0093	-0.0001	-1.2%	0.0000
Volume	206,251	209,039	2,788	1.4%	1,231,917

Daily Pivots for day following 12-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8897	0.8855	0.8699
R3	0.8819	0.8777	0.8677
R2	0.8741	0.8741	0.8670
R1	0.8699	0.8699	0.8663	0.8720
PP	0.8663	0.8663	0.8663	0.8674
S1	0.8621	0.8621	0.8649	0.8642
S2	0.8585	0.8585	0.8642
S3	0.8507	0.8543	0.8635
S4	0.8429	0.8465	0.8613

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	0.8784	0.8613	0.0171	2.0%	0.0097	1.1%	25%	False	False	221,673
10	0.9197	0.8613	0.0584	6.7%	0.0110	1.3%	7%	False	False	242,231
20	0.9483	0.8613	0.0870	10.1%	0.0089	1.0%	5%	False	False	202,032
40	0.9510	0.8613	0.0897	10.4%	0.0086	1.0%	5%	False	False	198,705
60	0.9725	0.8613	0.1112	12.8%	0.0076	0.9%	4%	False	False	148,045
80	0.9876	0.8613	0.1263	14.6%	0.0066	0.8%	3%	False	False	111,131
100	0.9902	0.8613	0.1289	14.9%	0.0059	0.7%	3%	False	False	88,932
120	0.9902	0.8613	0.1289	14.9%	0.0052	0.6%	3%	False	False	74,114

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	0.0017
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9038
2.618	0.8910
1.618	0.8832
1.000	0.8784
0.618	0.8754
HIGH	0.8706
0.618	0.8676
0.500	0.8667
0.382	0.8658
LOW	0.8628
0.618	0.8580
1.000	0.8550
1.618	0.8502
2.618	0.8424
4.250	0.8297

Fisher Pivots for day following 12-Nov-2014
Pivot	1 day	3 day
R1	0.8667	0.8699
PP	0.8663	0.8684
S1	0.8660	0.8670

Download as Excel Spreadsheet

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

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