CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 05-Dec-2014

Day Change Summary
	Previous	Current
	04-Dec-2014	05-Dec-2014	Change	Change %	Previous Week
Open	0.8358	0.8357	-0.0001	0.0%	0.8425
High	0.8391	0.8363	-0.0028	-0.3%	0.8493
Low	0.8327	0.8228	-0.0099	-1.2%	0.8228
Close	0.8358	0.8247	-0.0111	-1.3%	0.8247
Range	0.0064	0.0135	0.0071	110.9%	0.0265
ATR	0.0075	0.0079	0.0004	5.7%	0.0000
Volume	11,389	28,079	16,690	146.5%	58,977

Daily Pivots for day following 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8684	0.8601	0.8321
R3	0.8549	0.8466	0.8284
R2	0.8414	0.8414	0.8272
R1	0.8331	0.8331	0.8259	0.8305
PP	0.8279	0.8279	0.8279	0.8267
S1	0.8196	0.8196	0.8235	0.8170
S2	0.8144	0.8144	0.8222
S3	0.8009	0.8061	0.8210
S4	0.7874	0.7926	0.8173

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9118	0.8947	0.8393
R3	0.8853	0.8682	0.8320
R2	0.8588	0.8588	0.8296
R1	0.8417	0.8417	0.8271	0.8370
PP	0.8323	0.8323	0.8323	0.8299
S1	0.8152	0.8152	0.8223	0.8105
S2	0.8058	0.8058	0.8198
S3	0.7793	0.7887	0.8174
S4	0.7528	0.7622	0.8101

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8493	0.8228	0.0265	3.2%	0.0082	1.0%	7%	False	True	11,795
10	0.8540	0.8228	0.0312	3.8%	0.0076	0.9%	6%	False	True	7,256
20	0.8788	0.8228	0.0560	6.8%	0.0077	0.9%	3%	False	True	4,229
40	0.9513	0.8228	0.1285	15.6%	0.0078	0.9%	1%	False	True	2,291
60	0.9513	0.8228	0.1285	15.6%	0.0071	0.9%	1%	False	True	1,589
80	0.9790	0.8228	0.1562	18.9%	0.0057	0.7%	1%	False	True	1,196
100	0.9892	0.8228	0.1664	20.2%	0.0047	0.6%	1%	False	True	961
120	0.9921	0.8228	0.1693	20.5%	0.0040	0.5%	1%	False	True	803

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.8937
2.618	0.8716
1.618	0.8581
1.000	0.8498
0.618	0.8446
HIGH	0.8363
0.618	0.8311
0.500	0.8296
0.382	0.8280
LOW	0.8228
0.618	0.8145
1.000	0.8093
1.618	0.8010
2.618	0.7875
4.250	0.7654

Fisher Pivots for day following 05-Dec-2014
Pivot	1 day	3 day
R1	0.8296	0.8317
PP	0.8279	0.8293
S1	0.8263	0.8270

Download as Excel Spreadsheet

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

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