CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 29-Oct-2014

Day Change Summary
	Previous	Current
	28-Oct-2014	29-Oct-2014	Change	Change %	Previous Week
Open	0.9275	0.9259	-0.0016	-0.2%	0.9358
High	0.9287	0.9270	-0.0017	-0.2%	0.9418
Low	0.9259	0.9196	-0.0063	-0.7%	0.9249
Close	0.9265	0.9206	-0.0059	-0.6%	0.9267
Range	0.0028	0.0074	0.0046	164.3%	0.0169
ATR	0.0063	0.0064	0.0001	1.3%	0.0000
Volume	63	102	39	61.9%	1,136

Daily Pivots for day following 29-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9446	0.9400	0.9247
R3	0.9372	0.9326	0.9226
R2	0.9298	0.9298	0.9220
R1	0.9252	0.9252	0.9213	0.9238
PP	0.9224	0.9224	0.9224	0.9217
S1	0.9178	0.9178	0.9199	0.9164
S2	0.9150	0.9150	0.9192
S3	0.9076	0.9104	0.9186
S4	0.9002	0.9030	0.9165

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9818	0.9712	0.9360
R3	0.9649	0.9543	0.9313
R2	0.9480	0.9480	0.9298
R1	0.9374	0.9374	0.9282	0.9343
PP	0.9311	0.9311	0.9311	0.9296
S1	0.9205	0.9205	0.9252	0.9174
S2	0.9142	0.9142	0.9236
S3	0.8973	0.9036	0.9221
S4	0.8804	0.8867	0.9174

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9345	0.9196	0.0149	1.6%	0.0057	0.6%	7%	False	True	110
10	0.9489	0.9196	0.0293	3.2%	0.0055	0.6%	3%	False	True	234
20	0.9513	0.9117	0.0396	4.3%	0.0066	0.7%	22%	False	False	202
40	0.9548	0.9103	0.0445	4.8%	0.0054	0.6%	23%	False	False	174
60	0.9836	0.9103	0.0733	8.0%	0.0040	0.4%	14%	False	False	123
80	0.9896	0.9103	0.0793	8.6%	0.0030	0.3%	13%	False	False	95
100	0.9921	0.9103	0.0818	8.9%	0.0026	0.3%	13%	False	False	78
120	0.9921	0.9103	0.0818	8.9%	0.0023	0.2%	13%	False	False	66

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9585
2.618	0.9464
1.618	0.9390
1.000	0.9344
0.618	0.9316
HIGH	0.9270
0.618	0.9242
0.500	0.9233
0.382	0.9224
LOW	0.9196
0.618	0.9150
1.000	0.9122
1.618	0.9076
2.618	0.9002
4.250	0.8882

Fisher Pivots for day following 29-Oct-2014
Pivot	1 day	3 day
R1	0.9233	0.9251
PP	0.9224	0.9236
S1	0.9215	0.9221

Download as Excel Spreadsheet

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

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