CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 01-Dec-2014

Day Change Summary
	Previous	Current
	28-Nov-2014	01-Dec-2014	Change	Change %	Previous Week
Open	0.8535	0.8425	-0.0110	-1.3%	0.8495
High	0.8540	0.8493	-0.0047	-0.6%	0.8540
Low	0.8430	0.8404	-0.0026	-0.3%	0.8430
Close	0.8433	0.8466	0.0033	0.4%	0.8433
Range	0.0110	0.0089	-0.0021	-19.1%	0.0110
ATR	0.0077	0.0078	0.0001	1.1%	0.0000
Volume	5,090	4,342	-748	-14.7%	10,609

Daily Pivots for day following 01-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8721	0.8683	0.8515
R3	0.8632	0.8594	0.8490
R2	0.8543	0.8543	0.8482
R1	0.8505	0.8505	0.8474	0.8524
PP	0.8454	0.8454	0.8454	0.8464
S1	0.8416	0.8416	0.8458	0.8435
S2	0.8365	0.8365	0.8450
S3	0.8276	0.8327	0.8442
S4	0.8187	0.8238	0.8417

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8798	0.8725	0.8494
R3	0.8688	0.8615	0.8463
R2	0.8578	0.8578	0.8453
R1	0.8505	0.8505	0.8443	0.8487
PP	0.8468	0.8468	0.8468	0.8458
S1	0.8395	0.8395	0.8423	0.8377
S2	0.8358	0.8358	0.8413
S3	0.8248	0.8285	0.8403
S4	0.8138	0.8175	0.8373

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8540	0.8404	0.0136	1.6%	0.0073	0.9%	46%	False	True	2,990
10	0.8670	0.8404	0.0266	3.1%	0.0076	0.9%	23%	False	True	2,470
20	0.8893	0.8404	0.0489	5.8%	0.0080	0.9%	13%	False	True	1,677
40	0.9513	0.8404	0.1109	13.1%	0.0076	0.9%	6%	False	True	937
60	0.9513	0.8404	0.1109	13.1%	0.0067	0.8%	6%	False	True	682
80	0.9819	0.8404	0.1415	16.7%	0.0053	0.6%	4%	False	True	516
100	0.9892	0.8404	0.1488	17.6%	0.0043	0.5%	4%	False	True	415
120	0.9921	0.8404	0.1517	17.9%	0.0038	0.4%	4%	False	True	348

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	True
Bear Hook	True
Bull Hook	False
Stretch	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8871
2.618	0.8726
1.618	0.8637
1.000	0.8582
0.618	0.8548
HIGH	0.8493
0.618	0.8459
0.500	0.8449
0.382	0.8438
LOW	0.8404
0.618	0.8349
1.000	0.8315
1.618	0.8260
2.618	0.8171
4.250	0.8026

Fisher Pivots for day following 01-Dec-2014
Pivot	1 day	3 day
R1	0.8460	0.8472
PP	0.8454	0.8470
S1	0.8449	0.8468

Download as Excel Spreadsheet

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

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