CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 14-Nov-2014

Day Change Summary
	Previous	Current
	13-Nov-2014	14-Nov-2014	Change	Change %	Previous Week
Open	0.8664	0.8646	-0.0018	-0.2%	0.8748
High	0.8676	0.8646	-0.0030	-0.3%	0.8788
Low	0.8643	0.8575	-0.0068	-0.8%	0.8575
Close	0.8656	0.8615	-0.0041	-0.5%	0.8615
Range	0.0033	0.0071	0.0038	115.2%	0.0213
ATR	0.0080	0.0080	0.0000	0.1%	0.0000
Volume	747	528	-219	-29.3%	4,198

Daily Pivots for day following 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8825	0.8791	0.8654
R3	0.8754	0.8720	0.8635
R2	0.8683	0.8683	0.8628
R1	0.8649	0.8649	0.8622	0.8631
PP	0.8612	0.8612	0.8612	0.8603
S1	0.8578	0.8578	0.8608	0.8560
S2	0.8541	0.8541	0.8602
S3	0.8470	0.8507	0.8595
S4	0.8399	0.8436	0.8576

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9298	0.9170	0.8732
R3	0.9085	0.8957	0.8674
R2	0.8872	0.8872	0.8654
R1	0.8744	0.8744	0.8635	0.8702
PP	0.8659	0.8659	0.8659	0.8638
S1	0.8531	0.8531	0.8595	0.8489
S2	0.8446	0.8446	0.8576
S3	0.8233	0.8318	0.8556
S4	0.8020	0.8105	0.8498

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8788	0.8575	0.0213	2.5%	0.0071	0.8%	19%	False	True	839
10	0.8893	0.8575	0.0318	3.7%	0.0083	1.0%	13%	False	True	883
20	0.9418	0.8575	0.0843	9.8%	0.0079	0.9%	5%	False	True	540
40	0.9513	0.8575	0.0938	10.9%	0.0073	0.8%	4%	False	True	367
60	0.9663	0.8575	0.1088	12.6%	0.0057	0.7%	4%	False	True	272
80	0.9843	0.8575	0.1268	14.7%	0.0045	0.5%	3%	False	True	209
100	0.9896	0.8575	0.1321	15.3%	0.0036	0.4%	3%	False	True	171
120	0.9921	0.8575	0.1346	15.6%	0.0032	0.4%	3%	False	True	143

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	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8948
2.618	0.8832
1.618	0.8761
1.000	0.8717
0.618	0.8690
HIGH	0.8646
0.618	0.8619
0.500	0.8611
0.382	0.8602
LOW	0.8575
0.618	0.8531
1.000	0.8504
1.618	0.8460
2.618	0.8389
4.250	0.8273

Fisher Pivots for day following 14-Nov-2014
Pivot	1 day	3 day
R1	0.8614	0.8644
PP	0.8612	0.8634
S1	0.8611	0.8625

Download as Excel Spreadsheet

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

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