CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 08-Dec-2014

Day Change Summary
	Previous	Current
	05-Dec-2014	08-Dec-2014	Change	Change %	Previous Week
Open	0.8357	0.8219	-0.0138	-1.7%	0.8425
High	0.8363	0.8329	-0.0034	-0.4%	0.8493
Low	0.8228	0.8219	-0.0009	-0.1%	0.8228
Close	0.8247	0.8310	0.0063	0.8%	0.8247
Range	0.0135	0.0110	-0.0025	-18.5%	0.0265
ATR	0.0079	0.0082	0.0002	2.8%	0.0000
Volume	28,079	61,801	33,722	120.1%	58,977

Daily Pivots for day following 08-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8616	0.8573	0.8371
R3	0.8506	0.8463	0.8340
R2	0.8396	0.8396	0.8330
R1	0.8353	0.8353	0.8320	0.8375
PP	0.8286	0.8286	0.8286	0.8297
S1	0.8243	0.8243	0.8300	0.8265
S2	0.8176	0.8176	0.8290
S3	0.8066	0.8133	0.8280
S4	0.7956	0.8023	0.8250

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	0.8467	0.8219	0.0248	3.0%	0.0087	1.0%	37%	False	True	23,287
10	0.8540	0.8219	0.0321	3.9%	0.0080	1.0%	28%	False	True	13,138
20	0.8788	0.8219	0.0569	6.8%	0.0078	0.9%	16%	False	True	7,267
40	0.9513	0.8219	0.1294	15.6%	0.0080	1.0%	7%	False	True	3,826
60	0.9513	0.8219	0.1294	15.6%	0.0072	0.9%	7%	False	True	2,618
80	0.9790	0.8219	0.1571	18.9%	0.0059	0.7%	6%	False	True	1,969
100	0.9887	0.8219	0.1668	20.1%	0.0048	0.6%	5%	False	True	1,578
120	0.9921	0.8219	0.1702	20.5%	0.0041	0.5%	5%	False	True	1,318

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	False
Bear Hook	True
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8797
2.618	0.8617
1.618	0.8507
1.000	0.8439
0.618	0.8397
HIGH	0.8329
0.618	0.8287
0.500	0.8274
0.382	0.8261
LOW	0.8219
0.618	0.8151
1.000	0.8109
1.618	0.8041
2.618	0.7931
4.250	0.7752

Fisher Pivots for day following 08-Dec-2014
Pivot	1 day	3 day
R1	0.8298	0.8308
PP	0.8286	0.8307
S1	0.8274	0.8305

Download as Excel Spreadsheet

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

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