CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 08-Dec-2014

Day Change Summary
	Previous	Current
	05-Dec-2014	08-Dec-2014	Change	Change %	Previous Week
Open	0.8346	0.8212	-0.0134	-1.6%	0.8417
High	0.8355	0.8320	-0.0035	-0.4%	0.8486
Low	0.8218	0.8207	-0.0011	-0.1%	0.8218
Close	0.8237	0.8300	0.0063	0.8%	0.8237
Range	0.0137	0.0113	-0.0024	-17.5%	0.0268
ATR	0.0084	0.0086	0.0002	2.5%	0.0000
Volume	231,669	215,354	-16,315	-7.0%	944,431

Daily Pivots for day following 08-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8615	0.8570	0.8362
R3	0.8502	0.8457	0.8331
R2	0.8389	0.8389	0.8321
R1	0.8344	0.8344	0.8310	0.8367
PP	0.8276	0.8276	0.8276	0.8287
S1	0.8231	0.8231	0.8290	0.8254
S2	0.8163	0.8163	0.8279
S3	0.8050	0.8118	0.8269
S4	0.7937	0.8005	0.8238

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	0.8460	0.8207	0.0253	3.0%	0.0089	1.1%	37%	False	True	185,785
10	0.8531	0.8207	0.0324	3.9%	0.0082	1.0%	29%	False	True	168,951
20	0.8784	0.8207	0.0577	7.0%	0.0082	1.0%	16%	False	True	184,438
40	0.9510	0.8207	0.1303	15.7%	0.0087	1.0%	7%	False	True	197,843
60	0.9510	0.8207	0.1303	15.7%	0.0083	1.0%	7%	False	True	191,354
80	0.9796	0.8207	0.1589	19.1%	0.0076	0.9%	6%	False	True	150,044
100	0.9900	0.8207	0.1693	20.4%	0.0067	0.8%	5%	False	True	120,101
120	0.9902	0.8207	0.1695	20.4%	0.0061	0.7%	5%	False	True	100,105

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	False
Bear Hook	True
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8800
2.618	0.8616
1.618	0.8503
1.000	0.8433
0.618	0.8390
HIGH	0.8320
0.618	0.8277
0.500	0.8264
0.382	0.8250
LOW	0.8207
0.618	0.8137
1.000	0.8094
1.618	0.8024
2.618	0.7911
4.250	0.7727

Fisher Pivots for day following 08-Dec-2014
Pivot	1 day	3 day
R1	0.8288	0.8298
PP	0.8276	0.8296
S1	0.8264	0.8294

Download as Excel Spreadsheet

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

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