CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 12-Nov-2014

Day Change Summary
	Previous	Current
	11-Nov-2014	12-Nov-2014	Change	Change %	Previous Week
Open	0.8722	0.8649	-0.0073	-0.8%	0.8881
High	0.8734	0.8713	-0.0021	-0.2%	0.8893
Low	0.8627	0.8643	0.0016	0.2%	0.8665
Close	0.8653	0.8666	0.0013	0.2%	0.8743
Range	0.0107	0.0070	-0.0037	-34.6%	0.0228
ATR	0.0085	0.0084	-0.0001	-1.3%	0.0000
Volume	379	1,574	1,195	315.3%	4,636

Daily Pivots for day following 12-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8884	0.8845	0.8705
R3	0.8814	0.8775	0.8685
R2	0.8744	0.8744	0.8679
R1	0.8705	0.8705	0.8672	0.8725
PP	0.8674	0.8674	0.8674	0.8684
S1	0.8635	0.8635	0.8660	0.8655
S2	0.8604	0.8604	0.8653
S3	0.8534	0.8565	0.8647
S4	0.8464	0.8495	0.8628

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9451	0.9325	0.8868
R3	0.9223	0.9097	0.8806
R2	0.8995	0.8995	0.8785
R1	0.8869	0.8869	0.8764	0.8818
PP	0.8767	0.8767	0.8767	0.8742
S1	0.8641	0.8641	0.8722	0.8590
S2	0.8539	0.8539	0.8701
S3	0.8311	0.8413	0.8680
S4	0.8083	0.8185	0.8618

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8788	0.8627	0.0161	1.9%	0.0090	1.0%	24%	False	False	962
10	0.9198	0.8627	0.0571	6.6%	0.0104	1.2%	7%	False	False	800
20	0.9489	0.8627	0.0862	9.9%	0.0080	0.9%	5%	False	False	517
40	0.9513	0.8627	0.0886	10.2%	0.0072	0.8%	4%	False	False	362
60	0.9692	0.8627	0.1065	12.3%	0.0055	0.6%	4%	False	False	251
80	0.9867	0.8627	0.1240	14.3%	0.0043	0.5%	3%	False	False	193
100	0.9921	0.8627	0.1294	14.9%	0.0036	0.4%	3%	False	False	158
120	0.9921	0.8627	0.1294	14.9%	0.0031	0.4%	3%	False	False	132

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9011
2.618	0.8896
1.618	0.8826
1.000	0.8783
0.618	0.8756
HIGH	0.8713
0.618	0.8686
0.500	0.8678
0.382	0.8670
LOW	0.8643
0.618	0.8600
1.000	0.8573
1.618	0.8530
2.618	0.8460
4.250	0.8346

Fisher Pivots for day following 12-Nov-2014
Pivot	1 day	3 day
R1	0.8678	0.8708
PP	0.8674	0.8694
S1	0.8670	0.8680

Download as Excel Spreadsheet

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

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