CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 17-Nov-2014

Day Change Summary
	Previous	Current
	14-Nov-2014	17-Nov-2014	Change	Change %	Previous Week
Open	0.8638	0.8580	-0.0058	-0.7%	0.8735
High	0.8643	0.8663	0.0020	0.2%	0.8784
Low	0.8561	0.8544	-0.0017	-0.2%	0.8561
Close	0.8605	0.8587	-0.0018	-0.2%	0.8605
Range	0.0082	0.0119	0.0037	45.1%	0.0223
ATR	0.0089	0.0091	0.0002	2.4%	0.0000
Volume	222,626	197,800	-24,826	-11.2%	947,757

Daily Pivots for day following 17-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8955	0.8890	0.8652
R3	0.8836	0.8771	0.8620
R2	0.8717	0.8717	0.8609
R1	0.8652	0.8652	0.8598	0.8685
PP	0.8598	0.8598	0.8598	0.8614
S1	0.8533	0.8533	0.8576	0.8566
S2	0.8479	0.8479	0.8565
S3	0.8360	0.8414	0.8554
S4	0.8241	0.8295	0.8522

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9319	0.9185	0.8728
R3	0.9096	0.8962	0.8666
R2	0.8873	0.8873	0.8646
R1	0.8739	0.8739	0.8625	0.8695
PP	0.8650	0.8650	0.8650	0.8628
S1	0.8516	0.8516	0.8585	0.8472
S2	0.8427	0.8427	0.8564
S3	0.8204	0.8293	0.8544
S4	0.7981	0.8070	0.8482

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8725	0.8544	0.0181	2.1%	0.0087	1.0%	24%	False	True	198,291
10	0.8839	0.8544	0.0295	3.4%	0.0089	1.0%	15%	False	True	213,317
20	0.9416	0.8544	0.0872	10.2%	0.0091	1.1%	5%	False	True	199,435
40	0.9510	0.8544	0.0966	11.2%	0.0088	1.0%	4%	False	True	200,944
60	0.9662	0.8544	0.1118	13.0%	0.0077	0.9%	4%	False	True	157,580
80	0.9860	0.8544	0.1316	15.3%	0.0068	0.8%	3%	False	True	118,322
100	0.9902	0.8544	0.1358	15.8%	0.0060	0.7%	3%	False	True	94,686
120	0.9902	0.8544	0.1358	15.8%	0.0054	0.6%	3%	False	True	78,914

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9169
2.618	0.8975
1.618	0.8856
1.000	0.8782
0.618	0.8737
HIGH	0.8663
0.618	0.8618
0.500	0.8604
0.382	0.8589
LOW	0.8544
0.618	0.8470
1.000	0.8425
1.618	0.8351
2.618	0.8232
4.250	0.8038

Fisher Pivots for day following 17-Nov-2014
Pivot	1 day	3 day
R1	0.8604	0.8609
PP	0.8598	0.8602
S1	0.8593	0.8594

Download as Excel Spreadsheet

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

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