CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 18-Nov-2014

Day Change Summary
	Previous	Current
	17-Nov-2014	18-Nov-2014	Change	Change %	Previous Week
Open	0.8580	0.8574	-0.0006	-0.1%	0.8735
High	0.8663	0.8597	-0.0066	-0.8%	0.8784
Low	0.8544	0.8545	0.0001	0.0%	0.8561
Close	0.8587	0.8556	-0.0031	-0.4%	0.8605
Range	0.0119	0.0052	-0.0067	-56.3%	0.0223
ATR	0.0091	0.0088	-0.0003	-3.1%	0.0000
Volume	197,800	177,783	-20,017	-10.1%	947,757

Daily Pivots for day following 18-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8722	0.8691	0.8585
R3	0.8670	0.8639	0.8570
R2	0.8618	0.8618	0.8566
R1	0.8587	0.8587	0.8561	0.8577
PP	0.8566	0.8566	0.8566	0.8561
S1	0.8535	0.8535	0.8551	0.8525
S2	0.8514	0.8514	0.8546
S3	0.8462	0.8483	0.8542
S4	0.8410	0.8431	0.8527

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	0.8706	0.8544	0.0162	1.9%	0.0075	0.9%	7%	False	False	192,597
10	0.8819	0.8544	0.0275	3.2%	0.0089	1.0%	4%	False	False	209,752
20	0.9369	0.8544	0.0825	9.6%	0.0090	1.0%	1%	False	False	200,199
40	0.9510	0.8544	0.0966	11.3%	0.0087	1.0%	1%	False	False	202,045
60	0.9662	0.8544	0.1118	13.1%	0.0078	0.9%	1%	False	False	160,521
80	0.9860	0.8544	0.1316	15.4%	0.0069	0.8%	1%	False	False	120,540
100	0.9902	0.8544	0.1358	15.9%	0.0060	0.7%	1%	False	False	96,462
120	0.9902	0.8544	0.1358	15.9%	0.0054	0.6%	1%	False	False	80,396

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8818
2.618	0.8733
1.618	0.8681
1.000	0.8649
0.618	0.8629
HIGH	0.8597
0.618	0.8577
0.500	0.8571
0.382	0.8565
LOW	0.8545
0.618	0.8513
1.000	0.8493
1.618	0.8461
2.618	0.8409
4.250	0.8324

Fisher Pivots for day following 18-Nov-2014
Pivot	1 day	3 day
R1	0.8571	0.8604
PP	0.8566	0.8588
S1	0.8561	0.8572

Download as Excel Spreadsheet

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

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