CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 04-Dec-2014

Day Change Summary
	Previous	Current
	03-Dec-2014	04-Dec-2014	Change	Change %	Previous Week
Open	0.8388	0.8346	-0.0042	-0.5%	0.8483
High	0.8396	0.8381	-0.0015	-0.2%	0.8531
Low	0.8343	0.8317	-0.0026	-0.3%	0.8420
Close	0.8346	0.8348	0.0002	0.0%	0.8424
Range	0.0053	0.0064	0.0011	20.8%	0.0111
ATR	0.0081	0.0080	-0.0001	-1.5%	0.0000
Volume	142,887	204,623	61,736	43.2%	529,729

Daily Pivots for day following 04-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8541	0.8508	0.8383
R3	0.8477	0.8444	0.8366
R2	0.8413	0.8413	0.8360
R1	0.8380	0.8380	0.8354	0.8397
PP	0.8349	0.8349	0.8349	0.8357
S1	0.8316	0.8316	0.8342	0.8333
S2	0.8285	0.8285	0.8336
S3	0.8221	0.8252	0.8330
S4	0.8157	0.8188	0.8313

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	0.8317	0.0214	2.6%	0.0079	1.0%	14%	False	True	175,460
10	0.8531	0.8317	0.0214	2.6%	0.0073	0.9%	14%	False	True	172,700
20	0.8784	0.8317	0.0467	5.6%	0.0080	1.0%	7%	False	True	189,035
40	0.9510	0.8317	0.1193	14.3%	0.0084	1.0%	3%	False	True	196,691
60	0.9510	0.8317	0.1193	14.3%	0.0080	1.0%	3%	False	True	187,888
80	0.9796	0.8317	0.1479	17.7%	0.0073	0.9%	2%	False	True	144,472
100	0.9900	0.8317	0.1583	19.0%	0.0065	0.8%	2%	False	True	115,633
120	0.9902	0.8317	0.1585	19.0%	0.0059	0.7%	2%	False	True	96,380

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8653
2.618	0.8549
1.618	0.8485
1.000	0.8445
0.618	0.8421
HIGH	0.8381
0.618	0.8357
0.500	0.8349
0.382	0.8341
LOW	0.8317
0.618	0.8277
1.000	0.8253
1.618	0.8213
2.618	0.8149
4.250	0.8045

Fisher Pivots for day following 04-Dec-2014
Pivot	1 day	3 day
R1	0.8349	0.8389
PP	0.8349	0.8375
S1	0.8348	0.8362

Download as Excel Spreadsheet

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

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