CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 19-Nov-2014

Day Change Summary
	Previous	Current
	18-Nov-2014	19-Nov-2014	Change	Change %	Previous Week
Open	0.8583	0.8566	-0.0017	-0.2%	0.8748
High	0.8604	0.8568	-0.0036	-0.4%	0.8788
Low	0.8558	0.8482	-0.0076	-0.9%	0.8575
Close	0.8568	0.8496	-0.0072	-0.8%	0.8615
Range	0.0046	0.0086	0.0040	87.0%	0.0213
ATR	0.0080	0.0081	0.0000	0.5%	0.0000
Volume	1,939	1,506	-433	-22.3%	4,198

Daily Pivots for day following 19-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8773	0.8721	0.8543
R3	0.8687	0.8635	0.8520
R2	0.8601	0.8601	0.8512
R1	0.8549	0.8549	0.8504	0.8532
PP	0.8515	0.8515	0.8515	0.8507
S1	0.8463	0.8463	0.8488	0.8446
S2	0.8429	0.8429	0.8480
S3	0.8343	0.8377	0.8472
S4	0.8257	0.8291	0.8449

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	0.8676	0.8482	0.0194	2.3%	0.0070	0.8%	7%	False	True	1,243
10	0.8788	0.8482	0.0306	3.6%	0.0080	0.9%	5%	False	True	1,102
20	0.9345	0.8482	0.0863	10.2%	0.0084	1.0%	2%	False	True	739
40	0.9513	0.8482	0.1031	12.1%	0.0076	0.9%	1%	False	True	488
60	0.9663	0.8482	0.1181	13.9%	0.0060	0.7%	1%	False	True	353
80	0.9836	0.8482	0.1354	15.9%	0.0048	0.6%	1%	False	True	270
100	0.9896	0.8482	0.1414	16.6%	0.0039	0.5%	1%	False	True	220
120	0.9921	0.8482	0.1439	16.9%	0.0034	0.4%	1%	False	True	184

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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8934
2.618	0.8793
1.618	0.8707
1.000	0.8654
0.618	0.8621
HIGH	0.8568
0.618	0.8535
0.500	0.8525
0.382	0.8515
LOW	0.8482
0.618	0.8429
1.000	0.8396
1.618	0.8343
2.618	0.8257
4.250	0.8117

Fisher Pivots for day following 19-Nov-2014
Pivot	1 day	3 day
R1	0.8525	0.8576
PP	0.8515	0.8549
S1	0.8506	0.8523

Download as Excel Spreadsheet

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

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