CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 02-Dec-2014

Day Change Summary
	Previous	Current
	01-Dec-2014	02-Dec-2014	Change	Change %	Previous Week
Open	0.8417	0.8450	0.0033	0.4%	0.8483
High	0.8486	0.8460	-0.0026	-0.3%	0.8531
Low	0.8394	0.8383	-0.0011	-0.1%	0.8420
Close	0.8456	0.8386	-0.0070	-0.8%	0.8424
Range	0.0092	0.0077	-0.0015	-16.3%	0.0111
ATR	0.0084	0.0083	0.0000	-0.6%	0.0000
Volume	230,859	134,393	-96,466	-41.8%	529,729

Daily Pivots for day following 02-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8641	0.8590	0.8428
R3	0.8564	0.8513	0.8407
R2	0.8487	0.8487	0.8400
R1	0.8436	0.8436	0.8393	0.8423
PP	0.8410	0.8410	0.8410	0.8403
S1	0.8359	0.8359	0.8379	0.8346
S2	0.8333	0.8333	0.8372
S3	0.8256	0.8282	0.8365
S4	0.8179	0.8205	0.8344

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	0.8383	0.0148	1.8%	0.0077	0.9%	2%	False	True	160,096
10	0.8597	0.8383	0.0214	2.6%	0.0075	0.9%	1%	False	True	174,867
20	0.8839	0.8383	0.0456	5.4%	0.0082	1.0%	1%	False	True	194,092
40	0.9510	0.8383	0.1127	13.4%	0.0086	1.0%	0%	False	True	199,409
60	0.9510	0.8383	0.1127	13.4%	0.0080	1.0%	0%	False	True	185,023
80	0.9806	0.8383	0.1423	17.0%	0.0072	0.9%	0%	False	True	140,136
100	0.9900	0.8383	0.1517	18.1%	0.0065	0.8%	0%	False	True	112,159
120	0.9902	0.8383	0.1519	18.1%	0.0058	0.7%	0%	False	True	93,485

Crabel Price Patterns
NR	True
NR4	False
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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8787
2.618	0.8662
1.618	0.8585
1.000	0.8537
0.618	0.8508
HIGH	0.8460
0.618	0.8431
0.500	0.8422
0.382	0.8412
LOW	0.8383
0.618	0.8335
1.000	0.8306
1.618	0.8258
2.618	0.8181
4.250	0.8056

Fisher Pivots for day following 02-Dec-2014
Pivot	1 day	3 day
R1	0.8422	0.8457
PP	0.8410	0.8433
S1	0.8398	0.8410

Download as Excel Spreadsheet

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

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