CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 28-Nov-2014

Day Change Summary
	Previous	Current
	26-Nov-2014	28-Nov-2014	Change	Change %	Previous Week
Open	0.8481	0.8524	0.0043	0.5%	0.8483
High	0.8516	0.8531	0.0015	0.2%	0.8531
Low	0.8480	0.8420	-0.0060	-0.7%	0.8420
Close	0.8496	0.8424	-0.0072	-0.8%	0.8424
Range	0.0036	0.0111	0.0075	208.3%	0.0111
ATR	0.0081	0.0083	0.0002	2.6%	0.0000
Volume	115,548	164,540	48,992	42.4%	529,729

Daily Pivots for day following 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8791	0.8719	0.8485
R3	0.8680	0.8608	0.8455
R2	0.8569	0.8569	0.8444
R1	0.8497	0.8497	0.8434	0.8478
PP	0.8458	0.8458	0.8458	0.8449
S1	0.8386	0.8386	0.8414	0.8367
S2	0.8347	0.8347	0.8404
S3	0.8236	0.8275	0.8393
S4	0.8125	0.8164	0.8363

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8791	0.8719	0.8485
R3	0.8680	0.8608	0.8455
R2	0.8569	0.8569	0.8444
R1	0.8497	0.8497	0.8434	0.8478
PP	0.8458	0.8458	0.8458	0.8449
S1	0.8386	0.8386	0.8414	0.8367
S2	0.8347	0.8347	0.8404
S3	0.8236	0.8275	0.8393
S4	0.8125	0.8164	0.8363

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8531	0.8420	0.0111	1.3%	0.0071	0.8%	4%	True	True	150,707
10	0.8663	0.8406	0.0257	3.1%	0.0078	0.9%	7%	False	False	180,385
20	0.9162	0.8406	0.0756	9.0%	0.0094	1.1%	2%	False	False	209,722
40	0.9510	0.8406	0.1104	13.1%	0.0087	1.0%	2%	False	False	199,351
60	0.9560	0.8406	0.1154	13.7%	0.0081	1.0%	2%	False	False	180,077
80	0.9860	0.8406	0.1454	17.3%	0.0071	0.8%	1%	False	False	135,585
100	0.9902	0.8406	0.1496	17.8%	0.0063	0.8%	1%	False	False	108,509
120	0.9902	0.8406	0.1496	17.8%	0.0057	0.7%	1%	False	False	90,441

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	0.0016
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9003
2.618	0.8822
1.618	0.8711
1.000	0.8642
0.618	0.8600
HIGH	0.8531
0.618	0.8489
0.500	0.8476
0.382	0.8462
LOW	0.8420
0.618	0.8351
1.000	0.8309
1.618	0.8240
2.618	0.8129
4.250	0.7948

Fisher Pivots for day following 28-Nov-2014
Pivot	1 day	3 day
R1	0.8476	0.8476
PP	0.8458	0.8458
S1	0.8441	0.8441

Download as Excel Spreadsheet

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

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