CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 09-Dec-2014

Day Change Summary
	Previous	Current
	08-Dec-2014	09-Dec-2014	Change	Change %	Previous Week
Open	0.8212	0.8296	0.0084	1.0%	0.8417
High	0.8320	0.8478	0.0158	1.9%	0.8486
Low	0.8207	0.8265	0.0058	0.7%	0.8218
Close	0.8300	0.8368	0.0068	0.8%	0.8237
Range	0.0113	0.0213	0.0100	88.5%	0.0268
ATR	0.0086	0.0095	0.0009	10.5%	0.0000
Volume	215,354	442,967	227,613	105.7%	944,431

Daily Pivots for day following 09-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9009	0.8902	0.8485
R3	0.8796	0.8689	0.8427
R2	0.8583	0.8583	0.8407
R1	0.8476	0.8476	0.8388	0.8530
PP	0.8370	0.8370	0.8370	0.8397
S1	0.8263	0.8263	0.8348	0.8317
S2	0.8157	0.8157	0.8329
S3	0.7944	0.8050	0.8309
S4	0.7731	0.7837	0.8251

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	0.8478	0.8207	0.0271	3.2%	0.0116	1.4%	59%	True	False	247,500
10	0.8531	0.8207	0.0324	3.9%	0.0096	1.2%	50%	False	False	203,798
20	0.8725	0.8207	0.0518	6.2%	0.0088	1.1%	31%	False	False	198,881
40	0.9510	0.8207	0.1303	15.6%	0.0090	1.1%	12%	False	False	205,713
60	0.9510	0.8207	0.1303	15.6%	0.0086	1.0%	12%	False	False	197,317
80	0.9786	0.8207	0.1579	18.9%	0.0078	0.9%	10%	False	False	155,577
100	0.9886	0.8207	0.1679	20.1%	0.0069	0.8%	10%	False	False	124,530
120	0.9902	0.8207	0.1695	20.3%	0.0062	0.7%	9%	False	False	103,796

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 26 trading days

Fibonacci Retracements and Extensions
4.250	0.9383
2.618	0.9036
1.618	0.8823
1.000	0.8691
0.618	0.8610
HIGH	0.8478
0.618	0.8397
0.500	0.8372
0.382	0.8346
LOW	0.8265
0.618	0.8133
1.000	0.8052
1.618	0.7920
2.618	0.7707
4.250	0.7360

Fisher Pivots for day following 09-Dec-2014
Pivot	1 day	3 day
R1	0.8372	0.8360
PP	0.8370	0.8351
S1	0.8369	0.8343

Download as Excel Spreadsheet

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

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