CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 02-Dec-2014

Day Change Summary
	Previous	Current
	01-Dec-2014	02-Dec-2014	Change	Change %	Previous Week
Open	0.8425	0.8455	0.0030	0.4%	0.8495
High	0.8493	0.8467	-0.0026	-0.3%	0.8540
Low	0.8404	0.8394	-0.0010	-0.1%	0.8430
Close	0.8466	0.8397	-0.0069	-0.8%	0.8433
Range	0.0089	0.0073	-0.0016	-18.0%	0.0110
ATR	0.0078	0.0078	0.0000	-0.5%	0.0000
Volume	4,342	7,608	3,266	75.2%	10,609

Daily Pivots for day following 02-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8638	0.8591	0.8437
R3	0.8565	0.8518	0.8417
R2	0.8492	0.8492	0.8410
R1	0.8445	0.8445	0.8404	0.8432
PP	0.8419	0.8419	0.8419	0.8413
S1	0.8372	0.8372	0.8390	0.8359
S2	0.8346	0.8346	0.8384
S3	0.8273	0.8299	0.8377
S4	0.8200	0.8226	0.8357

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	0.8394	0.0146	1.7%	0.0074	0.9%	2%	False	True	4,014
10	0.8604	0.8394	0.0210	2.5%	0.0072	0.9%	1%	False	True	3,081
20	0.8844	0.8394	0.0450	5.4%	0.0077	0.9%	1%	False	True	2,006
40	0.9513	0.8394	0.1119	13.3%	0.0076	0.9%	0%	False	True	1,124
60	0.9513	0.8394	0.1119	13.3%	0.0068	0.8%	0%	False	True	809
80	0.9805	0.8394	0.1411	16.8%	0.0054	0.6%	0%	False	True	610
100	0.9892	0.8394	0.1498	17.8%	0.0044	0.5%	0%	False	True	491
120	0.9921	0.8394	0.1527	18.2%	0.0038	0.5%	0%	False	True	412

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	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8777
2.618	0.8658
1.618	0.8585
1.000	0.8540
0.618	0.8512
HIGH	0.8467
0.618	0.8439
0.500	0.8431
0.382	0.8422
LOW	0.8394
0.618	0.8349
1.000	0.8321
1.618	0.8276
2.618	0.8203
4.250	0.8084

Fisher Pivots for day following 02-Dec-2014
Pivot	1 day	3 day
R1	0.8431	0.8467
PP	0.8419	0.8444
S1	0.8408	0.8420

Download as Excel Spreadsheet

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

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