CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 12-Dec-2014

Day Change Summary
	Previous	Current
	11-Dec-2014	12-Dec-2014	Change	Change %	Previous Week
Open	0.8490	0.8426	-0.0064	-0.8%	0.8219
High	0.8526	0.8480	-0.0046	-0.5%	0.8526
Low	0.8372	0.8398	0.0026	0.3%	0.8219
Close	0.8406	0.8430	0.0024	0.3%	0.8430
Range	0.0154	0.0082	-0.0072	-46.8%	0.0307
ATR	0.0100	0.0099	-0.0001	-1.3%	0.0000
Volume	152,646	241,403	88,757	58.1%	652,618

Daily Pivots for day following 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8682	0.8638	0.8475
R3	0.8600	0.8556	0.8453
R2	0.8518	0.8518	0.8445
R1	0.8474	0.8474	0.8438	0.8496
PP	0.8436	0.8436	0.8436	0.8447
S1	0.8392	0.8392	0.8422	0.8414
S2	0.8354	0.8354	0.8415
S3	0.8272	0.8310	0.8407
S4	0.8190	0.8228	0.8385

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9313	0.9178	0.8599
R3	0.9006	0.8871	0.8514
R2	0.8699	0.8699	0.8486
R1	0.8564	0.8564	0.8458	0.8632
PP	0.8392	0.8392	0.8392	0.8425
S1	0.8257	0.8257	0.8402	0.8325
S2	0.8085	0.8085	0.8374
S3	0.7778	0.7950	0.8346
S4	0.7471	0.7643	0.8261

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8526	0.8219	0.0307	3.6%	0.0143	1.7%	69%	False	False	130,523
10	0.8526	0.8219	0.0307	3.6%	0.0113	1.3%	69%	False	False	71,159
20	0.8670	0.8219	0.0451	5.3%	0.0094	1.1%	47%	False	False	36,624
40	0.9428	0.8219	0.1209	14.3%	0.0086	1.0%	17%	False	False	18,583
60	0.9513	0.8219	0.1294	15.3%	0.0079	0.9%	16%	False	False	12,453
80	0.9663	0.8219	0.1444	17.1%	0.0065	0.8%	15%	False	False	9,353
100	0.9843	0.8219	0.1624	19.3%	0.0054	0.6%	13%	False	False	7,486
120	0.9921	0.8219	0.1702	20.2%	0.0046	0.5%	12%	False	False	6,242

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8829
2.618	0.8695
1.618	0.8613
1.000	0.8562
0.618	0.8531
HIGH	0.8480
0.618	0.8449
0.500	0.8439
0.382	0.8429
LOW	0.8398
0.618	0.8347
1.000	0.8316
1.618	0.8265
2.618	0.8183
4.250	0.8050

Fisher Pivots for day following 12-Dec-2014
Pivot	1 day	3 day
R1	0.8439	0.8438
PP	0.8436	0.8435
S1	0.8433	0.8433

Download as Excel Spreadsheet

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

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