CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 26-Nov-2014

Day Change Summary
	Previous	Current
	25-Nov-2014	26-Nov-2014	Change	Change %	Previous Week
Open	0.8464	0.8504	0.0040	0.5%	0.8601
High	0.8508	0.8526	0.0018	0.2%	0.8670
Low	0.8445	0.8492	0.0047	0.6%	0.8418
Close	0.8491	0.8505	0.0014	0.2%	0.8501
Range	0.0063	0.0034	-0.0029	-46.0%	0.0252
ATR	0.0078	0.0075	-0.0003	-3.9%	0.0000
Volume	1,499	1,532	33	2.2%	9,756

Daily Pivots for day following 26-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8610	0.8591	0.8524
R3	0.8576	0.8557	0.8514
R2	0.8542	0.8542	0.8511
R1	0.8523	0.8523	0.8508	0.8533
PP	0.8508	0.8508	0.8508	0.8512
S1	0.8489	0.8489	0.8502	0.8499
S2	0.8474	0.8474	0.8499
S3	0.8440	0.8455	0.8496
S4	0.8406	0.8421	0.8486

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	0.8530	0.8418	0.0112	1.3%	0.0064	0.7%	78%	False	False	2,066
10	0.8676	0.8418	0.0258	3.0%	0.0067	0.8%	34%	False	False	1,655
20	0.9198	0.8418	0.0780	9.2%	0.0085	1.0%	11%	False	False	1,227
40	0.9513	0.8418	0.1095	12.9%	0.0076	0.9%	8%	False	False	715
60	0.9548	0.8418	0.1130	13.3%	0.0064	0.8%	8%	False	False	525
80	0.9836	0.8418	0.1418	16.7%	0.0051	0.6%	6%	False	False	399
100	0.9896	0.8418	0.1478	17.4%	0.0041	0.5%	6%	False	False	321
120	0.9921	0.8418	0.1503	17.7%	0.0036	0.4%	6%	False	False	270

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8671
2.618	0.8615
1.618	0.8581
1.000	0.8560
0.618	0.8547
HIGH	0.8526
0.618	0.8513
0.500	0.8509
0.382	0.8505
LOW	0.8492
0.618	0.8471
1.000	0.8458
1.618	0.8437
2.618	0.8403
4.250	0.8348

Fisher Pivots for day following 26-Nov-2014
Pivot	1 day	3 day
R1	0.8509	0.8499
PP	0.8508	0.8492
S1	0.8506	0.8486

Download as Excel Spreadsheet

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

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