CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 20-Nov-2014

Day Change Summary
	Previous	Current
	19-Nov-2014	20-Nov-2014	Change	Change %	Previous Week
Open	0.8566	0.8475	-0.0091	-1.1%	0.8748
High	0.8568	0.8502	-0.0066	-0.8%	0.8788
Low	0.8482	0.8418	-0.0064	-0.8%	0.8575
Close	0.8496	0.8489	-0.0007	-0.1%	0.8615
Range	0.0086	0.0084	-0.0002	-2.3%	0.0213
ATR	0.0081	0.0081	0.0000	0.3%	0.0000
Volume	1,506	1,835	329	21.8%	4,198

Daily Pivots for day following 20-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8722	0.8689	0.8535
R3	0.8638	0.8605	0.8512
R2	0.8554	0.8554	0.8504
R1	0.8521	0.8521	0.8497	0.8538
PP	0.8470	0.8470	0.8470	0.8478
S1	0.8437	0.8437	0.8481	0.8454
S2	0.8386	0.8386	0.8474
S3	0.8302	0.8353	0.8466
S4	0.8218	0.8269	0.8443

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	0.8670	0.8418	0.0252	3.0%	0.0080	0.9%	28%	False	True	1,461
10	0.8788	0.8418	0.0370	4.4%	0.0078	0.9%	19%	False	True	1,202
20	0.9305	0.8418	0.0887	10.4%	0.0083	1.0%	8%	False	True	827
40	0.9513	0.8418	0.1095	12.9%	0.0077	0.9%	6%	False	True	530
60	0.9663	0.8418	0.1245	14.7%	0.0062	0.7%	6%	False	True	384
80	0.9836	0.8418	0.1418	16.7%	0.0048	0.6%	5%	False	True	293
100	0.9896	0.8418	0.1478	17.4%	0.0040	0.5%	5%	False	True	238
120	0.9921	0.8418	0.1503	17.7%	0.0034	0.4%	5%	False	True	199

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8859
2.618	0.8722
1.618	0.8638
1.000	0.8586
0.618	0.8554
HIGH	0.8502
0.618	0.8470
0.500	0.8460
0.382	0.8450
LOW	0.8418
0.618	0.8366
1.000	0.8334
1.618	0.8282
2.618	0.8198
4.250	0.8061

Fisher Pivots for day following 20-Nov-2014
Pivot	1 day	3 day
R1	0.8479	0.8511
PP	0.8470	0.8504
S1	0.8460	0.8496

Download as Excel Spreadsheet

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

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