CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 17-Oct-2014

Day Change Summary
	Previous	Current
	16-Oct-2014	17-Oct-2014	Change	Change %	Previous Week
Open	0.9443	0.9411	-0.0032	-0.3%	0.9308
High	0.9489	0.9428	-0.0061	-0.6%	0.9513
Low	0.9412	0.9382	-0.0030	-0.3%	0.9308
Close	0.9435	0.9388	-0.0047	-0.5%	0.9388
Range	0.0077	0.0046	-0.0031	-40.3%	0.0205
ATR	0.0070	0.0069	-0.0001	-1.7%	0.0000
Volume	268	558	290	108.2%	1,132

Daily Pivots for day following 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9537	0.9509	0.9413
R3	0.9491	0.9463	0.9401
R2	0.9445	0.9445	0.9396
R1	0.9417	0.9417	0.9392	0.9408
PP	0.9399	0.9399	0.9399	0.9395
S1	0.9371	0.9371	0.9384	0.9362
S2	0.9353	0.9353	0.9380
S3	0.9307	0.9325	0.9375
S4	0.9261	0.9279	0.9363

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0018	0.9908	0.9501
R3	0.9813	0.9703	0.9444
R2	0.9608	0.9608	0.9426
R1	0.9498	0.9498	0.9407	0.9553
PP	0.9403	0.9403	0.9403	0.9431
S1	0.9293	0.9293	0.9369	0.9348
S2	0.9198	0.9198	0.9350
S3	0.8993	0.9088	0.9332
S4	0.8788	0.8883	0.9275

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9513	0.9308	0.0205	2.2%	0.0086	0.9%	39%	False	False	226
10	0.9513	0.9137	0.0376	4.0%	0.0071	0.8%	67%	False	False	200
20	0.9513	0.9103	0.0410	4.4%	0.0067	0.7%	70%	False	False	195
40	0.9663	0.9103	0.0560	6.0%	0.0046	0.5%	51%	False	False	138
60	0.9843	0.9103	0.0740	7.9%	0.0033	0.4%	39%	False	False	98
80	0.9896	0.9103	0.0793	8.4%	0.0026	0.3%	36%	False	False	78
100	0.9921	0.9103	0.0818	8.7%	0.0023	0.2%	35%	False	False	63
120	0.9921	0.9103	0.0818	8.7%	0.0019	0.2%	35%	False	False	54

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	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9624
2.618	0.9548
1.618	0.9502
1.000	0.9474
0.618	0.9456
HIGH	0.9428
0.618	0.9410
0.500	0.9405
0.382	0.9400
LOW	0.9382
0.618	0.9354
1.000	0.9336
1.618	0.9308
2.618	0.9262
4.250	0.9187

Fisher Pivots for day following 17-Oct-2014
Pivot	1 day	3 day
R1	0.9405	0.9420
PP	0.9399	0.9409
S1	0.9394	0.9399

Download as Excel Spreadsheet

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

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