CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 18-Nov-2014

Day Change Summary
	Previous	Current
	17-Nov-2014	18-Nov-2014	Change	Change %	Previous Week
Open	0.8601	0.8583	-0.0018	-0.2%	0.8748
High	0.8670	0.8604	-0.0066	-0.8%	0.8788
Low	0.8555	0.8558	0.0003	0.0%	0.8575
Close	0.8598	0.8568	-0.0030	-0.3%	0.8615
Range	0.0115	0.0046	-0.0069	-60.0%	0.0213
ATR	0.0083	0.0080	-0.0003	-3.2%	0.0000
Volume	1,498	1,939	441	29.4%	4,198

Daily Pivots for day following 18-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8715	0.8687	0.8593
R3	0.8669	0.8641	0.8581
R2	0.8623	0.8623	0.8576
R1	0.8595	0.8595	0.8572	0.8586
PP	0.8577	0.8577	0.8577	0.8572
S1	0.8549	0.8549	0.8564	0.8540
S2	0.8531	0.8531	0.8560
S3	0.8485	0.8503	0.8555
S4	0.8439	0.8457	0.8543

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	0.8713	0.8555	0.0158	1.8%	0.0067	0.8%	8%	False	False	1,257
10	0.8829	0.8555	0.0274	3.2%	0.0082	1.0%	5%	False	False	1,047
20	0.9378	0.8555	0.0823	9.6%	0.0082	1.0%	2%	False	False	667
40	0.9513	0.8555	0.0958	11.2%	0.0075	0.9%	1%	False	False	451
60	0.9663	0.8555	0.1108	12.9%	0.0059	0.7%	1%	False	False	329
80	0.9836	0.8555	0.1281	15.0%	0.0047	0.5%	1%	False	False	252
100	0.9896	0.8555	0.1341	15.7%	0.0038	0.4%	1%	False	False	205
120	0.9921	0.8555	0.1366	15.9%	0.0033	0.4%	1%	False	False	171

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8800
2.618	0.8724
1.618	0.8678
1.000	0.8650
0.618	0.8632
HIGH	0.8604
0.618	0.8586
0.500	0.8581
0.382	0.8576
LOW	0.8558
0.618	0.8530
1.000	0.8512
1.618	0.8484
2.618	0.8438
4.250	0.8363

Fisher Pivots for day following 18-Nov-2014
Pivot	1 day	3 day
R1	0.8581	0.8613
PP	0.8577	0.8598
S1	0.8572	0.8583

Download as Excel Spreadsheet

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

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