CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 16-Oct-2014

Day Change Summary
	Previous	Current
	15-Oct-2014	16-Oct-2014	Change	Change %	Previous Week
Open	0.9346	0.9443	0.0097	1.0%	0.9137
High	0.9513	0.9489	-0.0024	-0.3%	0.9309
Low	0.9326	0.9412	0.0086	0.9%	0.9137
Close	0.9447	0.9435	-0.0012	-0.1%	0.9289
Range	0.0187	0.0077	-0.0110	-58.8%	0.0172
ATR	0.0069	0.0070	0.0001	0.8%	0.0000
Volume	77	268	191	248.1%	876

Daily Pivots for day following 16-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9676	0.9633	0.9477
R3	0.9599	0.9556	0.9456
R2	0.9522	0.9522	0.9449
R1	0.9479	0.9479	0.9442	0.9462
PP	0.9445	0.9445	0.9445	0.9437
S1	0.9402	0.9402	0.9428	0.9385
S2	0.9368	0.9368	0.9421
S3	0.9291	0.9325	0.9414
S4	0.9214	0.9248	0.9393

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9761	0.9697	0.9384
R3	0.9589	0.9525	0.9336
R2	0.9417	0.9417	0.9321
R1	0.9353	0.9353	0.9305	0.9385
PP	0.9245	0.9245	0.9245	0.9261
S1	0.9181	0.9181	0.9273	0.9213
S2	0.9073	0.9073	0.9257
S3	0.8901	0.9009	0.9242
S4	0.8729	0.8837	0.9194

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9513	0.9271	0.0242	2.6%	0.0083	0.9%	68%	False	False	188
10	0.9513	0.9117	0.0396	4.2%	0.0077	0.8%	80%	False	False	178
20	0.9513	0.9103	0.0410	4.3%	0.0067	0.7%	81%	False	False	194
40	0.9663	0.9103	0.0560	5.9%	0.0045	0.5%	59%	False	False	124
60	0.9843	0.9103	0.0740	7.8%	0.0033	0.3%	45%	False	False	89
80	0.9921	0.9103	0.0818	8.7%	0.0026	0.3%	41%	False	False	71
100	0.9921	0.9103	0.0818	8.7%	0.0022	0.2%	41%	False	False	58

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9816
2.618	0.9691
1.618	0.9614
1.000	0.9566
0.618	0.9537
HIGH	0.9489
0.618	0.9460
0.500	0.9451
0.382	0.9441
LOW	0.9412
0.618	0.9364
1.000	0.9335
1.618	0.9287
2.618	0.9210
4.250	0.9085

Fisher Pivots for day following 16-Oct-2014
Pivot	1 day	3 day
R1	0.9451	0.9430
PP	0.9445	0.9425
S1	0.9440	0.9420

Download as Excel Spreadsheet

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

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