CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 03-Dec-2014

Day Change Summary
	Previous	Current
	02-Dec-2014	03-Dec-2014	Change	Change %	Previous Week
Open	0.8455	0.8397	-0.0058	-0.7%	0.8495
High	0.8467	0.8405	-0.0062	-0.7%	0.8540
Low	0.8394	0.8354	-0.0040	-0.5%	0.8430
Close	0.8397	0.8356	-0.0041	-0.5%	0.8433
Range	0.0073	0.0051	-0.0022	-30.1%	0.0110
ATR	0.0078	0.0076	-0.0002	-2.5%	0.0000
Volume	7,608	7,559	-49	-0.6%	10,609

Daily Pivots for day following 03-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8525	0.8491	0.8384
R3	0.8474	0.8440	0.8370
R2	0.8423	0.8423	0.8365
R1	0.8389	0.8389	0.8361	0.8381
PP	0.8372	0.8372	0.8372	0.8367
S1	0.8338	0.8338	0.8351	0.8330
S2	0.8321	0.8321	0.8347
S3	0.8270	0.8287	0.8342
S4	0.8219	0.8236	0.8328

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	0.8354	0.0186	2.2%	0.0071	0.9%	1%	False	True	5,226
10	0.8568	0.8354	0.0214	2.6%	0.0073	0.9%	1%	False	True	3,643
20	0.8829	0.8354	0.0475	5.7%	0.0077	0.9%	0%	False	True	2,345
40	0.9513	0.8354	0.1159	13.9%	0.0075	0.9%	0%	False	True	1,310
60	0.9513	0.8354	0.1159	13.9%	0.0068	0.8%	0%	False	True	935
80	0.9803	0.8354	0.1449	17.3%	0.0055	0.7%	0%	False	True	704
100	0.9892	0.8354	0.1538	18.4%	0.0045	0.5%	0%	False	True	566
120	0.9921	0.8354	0.1567	18.8%	0.0039	0.5%	0%	False	True	475

Crabel Price Patterns
NR	True
NR4	True
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	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8622
2.618	0.8539
1.618	0.8488
1.000	0.8456
0.618	0.8437
HIGH	0.8405
0.618	0.8386
0.500	0.8380
0.382	0.8373
LOW	0.8354
0.618	0.8322
1.000	0.8303
1.618	0.8271
2.618	0.8220
4.250	0.8137

Fisher Pivots for day following 03-Dec-2014
Pivot	1 day	3 day
R1	0.8380	0.8424
PP	0.8372	0.8401
S1	0.8364	0.8379

Download as Excel Spreadsheet

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

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