CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 05-Dec-2014

Day Change Summary
	Previous	Current
	04-Dec-2014	05-Dec-2014	Change	Change %	Previous Week
Open	0.8346	0.8346	0.0000	0.0%	0.8417
High	0.8381	0.8355	-0.0026	-0.3%	0.8486
Low	0.8317	0.8218	-0.0099	-1.2%	0.8218
Close	0.8348	0.8237	-0.0111	-1.3%	0.8237
Range	0.0064	0.0137	0.0073	114.1%	0.0268
ATR	0.0080	0.0084	0.0004	5.1%	0.0000
Volume	204,623	231,669	27,046	13.2%	944,431

Daily Pivots for day following 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8681	0.8596	0.8312
R3	0.8544	0.8459	0.8275
R2	0.8407	0.8407	0.8262
R1	0.8322	0.8322	0.8250	0.8296
PP	0.8270	0.8270	0.8270	0.8257
S1	0.8185	0.8185	0.8224	0.8159
S2	0.8133	0.8133	0.8212
S3	0.7996	0.8048	0.8199
S4	0.7859	0.7911	0.8162

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9118	0.8945	0.8384
R3	0.8850	0.8677	0.8311
R2	0.8582	0.8582	0.8286
R1	0.8409	0.8409	0.8262	0.8362
PP	0.8314	0.8314	0.8314	0.8290
S1	0.8141	0.8141	0.8212	0.8094
S2	0.8046	0.8046	0.8188
S3	0.7778	0.7873	0.8163
S4	0.7510	0.7605	0.8090

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8486	0.8218	0.0268	3.3%	0.0085	1.0%	7%	False	True	188,886
10	0.8531	0.8218	0.0313	3.8%	0.0078	0.9%	6%	False	True	169,796
20	0.8784	0.8218	0.0566	6.9%	0.0081	1.0%	3%	False	True	187,602
40	0.9510	0.8218	0.1292	15.7%	0.0085	1.0%	1%	False	True	196,660
60	0.9510	0.8218	0.1292	15.7%	0.0082	1.0%	1%	False	True	189,915
80	0.9796	0.8218	0.1578	19.2%	0.0075	0.9%	1%	False	True	147,362
100	0.9900	0.8218	0.1682	20.4%	0.0066	0.8%	1%	False	True	117,949
120	0.9902	0.8218	0.1684	20.4%	0.0060	0.7%	1%	False	True	98,311

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.8937
2.618	0.8714
1.618	0.8577
1.000	0.8492
0.618	0.8440
HIGH	0.8355
0.618	0.8303
0.500	0.8287
0.382	0.8270
LOW	0.8218
0.618	0.8133
1.000	0.8081
1.618	0.7996
2.618	0.7859
4.250	0.7636

Fisher Pivots for day following 05-Dec-2014
Pivot	1 day	3 day
R1	0.8287	0.8307
PP	0.8270	0.8284
S1	0.8254	0.8260

Download as Excel Spreadsheet

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

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