CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 16-Dec-2014

Day Change Summary
	Previous	Current
	15-Dec-2014	16-Dec-2014	Change	Change %	Previous Week
Open	0.8463	0.8498	0.0035	0.4%	0.8219
High	0.8515	0.8663	0.0148	1.7%	0.8526
Low	0.8407	0.8485	0.0078	0.9%	0.8219
Close	0.8504	0.8539	0.0035	0.4%	0.8430
Range	0.0108	0.0178	0.0070	64.8%	0.0307
ATR	0.0099	0.0105	0.0006	5.7%	0.0000
Volume	276,142	392,783	116,641	42.2%	652,618

Daily Pivots for day following 16-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9096	0.8996	0.8637
R3	0.8918	0.8818	0.8588
R2	0.8740	0.8740	0.8572
R1	0.8640	0.8640	0.8555	0.8690
PP	0.8562	0.8562	0.8562	0.8588
S1	0.8462	0.8462	0.8523	0.8512
S2	0.8384	0.8384	0.8506
S3	0.8206	0.8284	0.8490
S4	0.8028	0.8106	0.8441

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	0.8663	0.8350	0.0313	3.7%	0.0136	1.6%	60%	True	False	232,098
10	0.8663	0.8219	0.0444	5.2%	0.0125	1.5%	72%	True	False	136,857
20	0.8663	0.8219	0.0444	5.2%	0.0099	1.2%	72%	True	False	69,969
40	0.9418	0.8219	0.1199	14.0%	0.0090	1.1%	27%	False	False	35,288
60	0.9513	0.8219	0.1294	15.2%	0.0083	1.0%	25%	False	False	23,592
80	0.9663	0.8219	0.1444	16.9%	0.0068	0.8%	22%	False	False	17,715
100	0.9836	0.8219	0.1617	18.9%	0.0057	0.7%	20%	False	False	14,176
120	0.9896	0.8219	0.1677	19.6%	0.0048	0.6%	19%	False	False	11,816

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9420
2.618	0.9129
1.618	0.8951
1.000	0.8841
0.618	0.8773
HIGH	0.8663
0.618	0.8595
0.500	0.8574
0.382	0.8553
LOW	0.8485
0.618	0.8375
1.000	0.8307
1.618	0.8197
2.618	0.8019
4.250	0.7729

Fisher Pivots for day following 16-Dec-2014
Pivot	1 day	3 day
R1	0.8574	0.8536
PP	0.8562	0.8533
S1	0.8551	0.8531

Download as Excel Spreadsheet

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

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