CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 04-Dec-2014

Day Change Summary
	Previous	Current
	03-Dec-2014	04-Dec-2014	Change	Change %	Previous Week
Open	0.8397	0.8358	-0.0039	-0.5%	0.8495
High	0.8405	0.8391	-0.0014	-0.2%	0.8540
Low	0.8354	0.8327	-0.0027	-0.3%	0.8430
Close	0.8356	0.8358	0.0002	0.0%	0.8433
Range	0.0051	0.0064	0.0013	25.5%	0.0110
ATR	0.0076	0.0075	-0.0001	-1.1%	0.0000
Volume	7,559	11,389	3,830	50.7%	10,609

Daily Pivots for day following 04-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8551	0.8518	0.8393
R3	0.8487	0.8454	0.8376
R2	0.8423	0.8423	0.8370
R1	0.8390	0.8390	0.8364	0.8390
PP	0.8359	0.8359	0.8359	0.8359
S1	0.8326	0.8326	0.8352	0.8326
S2	0.8295	0.8295	0.8346
S3	0.8231	0.8262	0.8340
S4	0.8167	0.8198	0.8323

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	0.8327	0.0213	2.5%	0.0077	0.9%	15%	False	True	7,197
10	0.8540	0.8327	0.0213	2.5%	0.0071	0.8%	15%	False	True	4,632
20	0.8788	0.8327	0.0461	5.5%	0.0075	0.9%	7%	False	True	2,867
40	0.9513	0.8327	0.1186	14.2%	0.0076	0.9%	3%	False	True	1,592
60	0.9513	0.8327	0.1186	14.2%	0.0069	0.8%	3%	False	True	1,124
80	0.9790	0.8327	0.1463	17.5%	0.0056	0.7%	2%	False	True	846
100	0.9892	0.8327	0.1565	18.7%	0.0045	0.5%	2%	False	True	680
120	0.9921	0.8327	0.1594	19.1%	0.0039	0.5%	2%	False	True	569

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8663
2.618	0.8559
1.618	0.8495
1.000	0.8455
0.618	0.8431
HIGH	0.8391
0.618	0.8367
0.500	0.8359
0.382	0.8351
LOW	0.8327
0.618	0.8287
1.000	0.8263
1.618	0.8223
2.618	0.8159
4.250	0.8055

Fisher Pivots for day following 04-Dec-2014
Pivot	1 day	3 day
R1	0.8359	0.8397
PP	0.8359	0.8384
S1	0.8358	0.8371

Download as Excel Spreadsheet

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

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