CME Japanese Yen Future March 2015

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

Day Change Summary
	Previous	Current
	14-Nov-2014	17-Nov-2014	Change	Change %	Previous Week
Open	0.8646	0.8601	-0.0045	-0.5%	0.8748
High	0.8646	0.8670	0.0024	0.3%	0.8788
Low	0.8575	0.8555	-0.0020	-0.2%	0.8575
Close	0.8615	0.8598	-0.0017	-0.2%	0.8615
Range	0.0071	0.0115	0.0044	62.0%	0.0213
ATR	0.0080	0.0083	0.0002	3.1%	0.0000
Volume	528	1,498	970	183.7%	4,198

Daily Pivots for day following 17-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8953	0.8890	0.8661
R3	0.8838	0.8775	0.8630
R2	0.8723	0.8723	0.8619
R1	0.8660	0.8660	0.8609	0.8634
PP	0.8608	0.8608	0.8608	0.8595
S1	0.8545	0.8545	0.8587	0.8519
S2	0.8493	0.8493	0.8577
S3	0.8378	0.8430	0.8566
S4	0.8263	0.8315	0.8535

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	0.8734	0.8555	0.0179	2.1%	0.0079	0.9%	24%	False	True	945
10	0.8844	0.8555	0.0289	3.4%	0.0082	1.0%	15%	False	True	931
20	0.9418	0.8555	0.0863	10.0%	0.0082	1.0%	5%	False	True	606
40	0.9513	0.8555	0.0958	11.1%	0.0075	0.9%	4%	False	True	404
60	0.9663	0.8555	0.1108	12.9%	0.0058	0.7%	4%	False	True	297
80	0.9836	0.8555	0.1281	14.9%	0.0046	0.5%	3%	False	True	227
100	0.9896	0.8555	0.1341	15.6%	0.0037	0.4%	3%	False	True	185
120	0.9921	0.8555	0.1366	15.9%	0.0033	0.4%	3%	False	True	155

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9159
2.618	0.8971
1.618	0.8856
1.000	0.8785
0.618	0.8741
HIGH	0.8670
0.618	0.8626
0.500	0.8613
0.382	0.8599
LOW	0.8555
0.618	0.8484
1.000	0.8440
1.618	0.8369
2.618	0.8254
4.250	0.8066

Fisher Pivots for day following 17-Nov-2014
Pivot	1 day	3 day
R1	0.8613	0.8616
PP	0.8608	0.8610
S1	0.8603	0.8604

Download as Excel Spreadsheet

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

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