CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 05-Nov-2014

Day Change Summary
	Previous	Current
	04-Nov-2014	05-Nov-2014	Change	Change %	Previous Week
Open	0.8797	0.8828	0.0031	0.4%	0.9255
High	0.8844	0.8829	-0.0015	-0.2%	0.9305
Low	0.8797	0.8721	-0.0076	-0.9%	0.8906
Close	0.8817	0.8730	-0.0087	-1.0%	0.8919
Range	0.0047	0.0108	0.0061	129.8%	0.0399
ATR	0.0080	0.0082	0.0002	2.5%	0.0000
Volume	773	954	181	23.4%	834

Daily Pivots for day following 05-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9084	0.9015	0.8789
R3	0.8976	0.8907	0.8760
R2	0.8868	0.8868	0.8750
R1	0.8799	0.8799	0.8740	0.8780
PP	0.8760	0.8760	0.8760	0.8750
S1	0.8691	0.8691	0.8720	0.8672
S2	0.8652	0.8652	0.8710
S3	0.8544	0.8583	0.8700
S4	0.8436	0.8475	0.8671

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0240	0.9979	0.9138
R3	0.9841	0.9580	0.9029
R2	0.9442	0.9442	0.8992
R1	0.9181	0.9181	0.8956	0.9112
PP	0.9043	0.9043	0.9043	0.9009
S1	0.8782	0.8782	0.8882	0.8713
S2	0.8644	0.8644	0.8846
S3	0.8245	0.8383	0.8809
S4	0.7846	0.7984	0.8700

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9198	0.8721	0.0477	5.5%	0.0117	1.3%	2%	False	True	639
10	0.9345	0.8721	0.0624	7.1%	0.0087	1.0%	1%	False	True	375
20	0.9513	0.8721	0.0792	9.1%	0.0076	0.9%	1%	False	True	317
40	0.9513	0.8721	0.0792	9.1%	0.0065	0.7%	1%	False	True	253
60	0.9790	0.8721	0.1069	12.2%	0.0049	0.6%	1%	False	True	172
80	0.9892	0.8721	0.1171	13.4%	0.0038	0.4%	1%	False	True	133
100	0.9921	0.8721	0.1200	13.7%	0.0032	0.4%	1%	False	True	110
120	0.9921	0.8721	0.1200	13.7%	0.0028	0.3%	1%	False	True	92

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9288
2.618	0.9112
1.618	0.9004
1.000	0.8937
0.618	0.8896
HIGH	0.8829
0.618	0.8788
0.500	0.8775
0.382	0.8762
LOW	0.8721
0.618	0.8654
1.000	0.8613
1.618	0.8546
2.618	0.8438
4.250	0.8262

Fisher Pivots for day following 05-Nov-2014
Pivot	1 day	3 day
R1	0.8775	0.8807
PP	0.8760	0.8781
S1	0.8745	0.8756

Download as Excel Spreadsheet

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

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