CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 25-Nov-2014

Day Change Summary
	Previous	Current
	24-Nov-2014	25-Nov-2014	Change	Change %	Previous Week
Open	0.8483	0.8452	-0.0031	-0.4%	0.8580
High	0.8506	0.8498	-0.0008	-0.1%	0.8663
Low	0.8440	0.8431	-0.0009	-0.1%	0.8406
Close	0.8454	0.8481	0.0027	0.3%	0.8491
Range	0.0066	0.0067	0.0001	1.5%	0.0257
ATR	0.0086	0.0084	-0.0001	-1.6%	0.0000
Volume	94,497	155,144	60,647	64.2%	1,051,495

Daily Pivots for day following 25-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8671	0.8643	0.8518
R3	0.8604	0.8576	0.8499
R2	0.8537	0.8537	0.8493
R1	0.8509	0.8509	0.8487	0.8523
PP	0.8470	0.8470	0.8470	0.8477
S1	0.8442	0.8442	0.8475	0.8456
S2	0.8403	0.8403	0.8469
S3	0.8336	0.8375	0.8463
S4	0.8269	0.8308	0.8444

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	0.8562	0.8406	0.0156	1.8%	0.0077	0.9%	48%	False	False	185,110
10	0.8706	0.8406	0.0300	3.5%	0.0076	0.9%	25%	False	False	188,854
20	0.9269	0.8406	0.0863	10.2%	0.0094	1.1%	9%	False	False	211,871
40	0.9510	0.8406	0.1104	13.0%	0.0089	1.0%	7%	False	False	205,087
60	0.9560	0.8406	0.1154	13.6%	0.0080	0.9%	6%	False	False	175,751
80	0.9860	0.8406	0.1454	17.1%	0.0071	0.8%	5%	False	False	132,088
100	0.9902	0.8406	0.1496	17.6%	0.0062	0.7%	5%	False	False	105,709
120	0.9902	0.8406	0.1496	17.6%	0.0056	0.7%	5%	False	False	88,108

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

Fibonacci Retracements and Extensions
4.250	0.8783
2.618	0.8673
1.618	0.8606
1.000	0.8565
0.618	0.8539
HIGH	0.8498
0.618	0.8472
0.500	0.8465
0.382	0.8457
LOW	0.8431
0.618	0.8390
1.000	0.8364
1.618	0.8323
2.618	0.8256
4.250	0.8146

Fisher Pivots for day following 25-Nov-2014
Pivot	1 day	3 day
R1	0.8476	0.8480
PP	0.8470	0.8478
S1	0.8465	0.8477

Download as Excel Spreadsheet

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

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