CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 24-Nov-2014

Day Change Summary
	Previous	Current
	21-Nov-2014	24-Nov-2014	Change	Change %	Previous Week
Open	0.8459	0.8483	0.0024	0.3%	0.8580
High	0.8522	0.8506	-0.0016	-0.2%	0.8663
Low	0.8449	0.8440	-0.0009	-0.1%	0.8406
Close	0.8491	0.8454	-0.0037	-0.4%	0.8491
Range	0.0073	0.0066	-0.0007	-9.6%	0.0257
ATR	0.0087	0.0086	-0.0002	-1.7%	0.0000
Volume	223,806	94,497	-129,309	-57.8%	1,051,495

Daily Pivots for day following 24-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8665	0.8625	0.8490
R3	0.8599	0.8559	0.8472
R2	0.8533	0.8533	0.8466
R1	0.8493	0.8493	0.8460	0.8480
PP	0.8467	0.8467	0.8467	0.8460
S1	0.8427	0.8427	0.8448	0.8414
S2	0.8401	0.8401	0.8442
S3	0.8335	0.8361	0.8436
S4	0.8269	0.8295	0.8418

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9291	0.9148	0.8632
R3	0.9034	0.8891	0.8562
R2	0.8777	0.8777	0.8538
R1	0.8634	0.8634	0.8515	0.8577
PP	0.8520	0.8520	0.8520	0.8492
S1	0.8377	0.8377	0.8467	0.8320
S2	0.8263	0.8263	0.8444
S3	0.8006	0.8120	0.8420
S4	0.7749	0.7863	0.8350

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8597	0.8406	0.0191	2.3%	0.0074	0.9%	25%	False	False	189,638
10	0.8725	0.8406	0.0319	3.8%	0.0080	1.0%	15%	False	False	193,964
20	0.9289	0.8406	0.0883	10.4%	0.0093	1.1%	5%	False	False	210,621
40	0.9510	0.8406	0.1104	13.1%	0.0088	1.0%	4%	False	False	205,402
60	0.9613	0.8406	0.1207	14.3%	0.0081	1.0%	4%	False	False	173,272
80	0.9860	0.8406	0.1454	17.2%	0.0071	0.8%	3%	False	False	130,153
100	0.9902	0.8406	0.1496	17.7%	0.0062	0.7%	3%	False	False	104,159
120	0.9902	0.8406	0.1496	17.7%	0.0056	0.7%	3%	False	False	86,815

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	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8787
2.618	0.8679
1.618	0.8613
1.000	0.8572
0.618	0.8547
HIGH	0.8506
0.618	0.8481
0.500	0.8473
0.382	0.8465
LOW	0.8440
0.618	0.8399
1.000	0.8374
1.618	0.8333
2.618	0.8267
4.250	0.8160

Fisher Pivots for day following 24-Nov-2014
Pivot	1 day	3 day
R1	0.8473	0.8464
PP	0.8467	0.8461
S1	0.8460	0.8457

Download as Excel Spreadsheet

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

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