CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 21-Nov-2014

Day Change Summary
	Previous	Current
	20-Nov-2014	21-Nov-2014	Change	Change %	Previous Week
Open	0.8475	0.8467	-0.0008	-0.1%	0.8601
High	0.8502	0.8530	0.0028	0.3%	0.8670
Low	0.8418	0.8460	0.0042	0.5%	0.8418
Close	0.8489	0.8501	0.0012	0.1%	0.8501
Range	0.0084	0.0070	-0.0014	-16.7%	0.0252
ATR	0.0081	0.0080	-0.0001	-1.0%	0.0000
Volume	1,835	2,978	1,143	62.3%	9,756

Daily Pivots for day following 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8707	0.8674	0.8540
R3	0.8637	0.8604	0.8520
R2	0.8567	0.8567	0.8514
R1	0.8534	0.8534	0.8507	0.8551
PP	0.8497	0.8497	0.8497	0.8505
S1	0.8464	0.8464	0.8495	0.8481
S2	0.8427	0.8427	0.8488
S3	0.8357	0.8394	0.8482
S4	0.8287	0.8324	0.8463

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9286	0.9145	0.8640
R3	0.9034	0.8893	0.8570
R2	0.8782	0.8782	0.8547
R1	0.8641	0.8641	0.8524	0.8586
PP	0.8530	0.8530	0.8530	0.8502
S1	0.8389	0.8389	0.8478	0.8334
S2	0.8278	0.8278	0.8455
S3	0.8026	0.8137	0.8432
S4	0.7774	0.7885	0.8362

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%	33%	False	False	1,951
10	0.8788	0.8418	0.0370	4.4%	0.0076	0.9%	22%	False	False	1,395
20	0.9305	0.8418	0.0887	10.4%	0.0085	1.0%	9%	False	False	971
40	0.9513	0.8418	0.1095	12.9%	0.0076	0.9%	8%	False	False	602
60	0.9621	0.8418	0.1203	14.2%	0.0063	0.7%	7%	False	False	434
80	0.9836	0.8418	0.1418	16.7%	0.0049	0.6%	6%	False	False	330
100	0.9896	0.8418	0.1478	17.4%	0.0040	0.5%	6%	False	False	268
120	0.9921	0.8418	0.1503	17.7%	0.0035	0.4%	6%	False	False	224

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	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8828
2.618	0.8713
1.618	0.8643
1.000	0.8600
0.618	0.8573
HIGH	0.8530
0.618	0.8503
0.500	0.8495
0.382	0.8487
LOW	0.8460
0.618	0.8417
1.000	0.8390
1.618	0.8347
2.618	0.8277
4.250	0.8163

Fisher Pivots for day following 21-Nov-2014
Pivot	1 day	3 day
R1	0.8499	0.8498
PP	0.8497	0.8496
S1	0.8495	0.8493

Download as Excel Spreadsheet

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

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