CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 18-Dec-2014

Day Change Summary
	Previous	Current
	17-Dec-2014	18-Dec-2014	Change	Change %	Previous Week
Open	0.8595	0.8423	-0.0172	-2.0%	0.8219
High	0.8597	0.8464	-0.0133	-1.5%	0.8526
Low	0.8418	0.8389	-0.0029	-0.3%	0.8219
Close	0.8443	0.8422	-0.0021	-0.2%	0.8430
Range	0.0179	0.0075	-0.0104	-58.1%	0.0307
ATR	0.0110	0.0108	-0.0003	-2.3%	0.0000
Volume	269,593	181,997	-87,596	-32.5%	652,618

Daily Pivots for day following 18-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8650	0.8611	0.8463
R3	0.8575	0.8536	0.8443
R2	0.8500	0.8500	0.8436
R1	0.8461	0.8461	0.8429	0.8443
PP	0.8425	0.8425	0.8425	0.8416
S1	0.8386	0.8386	0.8415	0.8368
S2	0.8350	0.8350	0.8408
S3	0.8275	0.8311	0.8401
S4	0.8200	0.8236	0.8381

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	0.8389	0.0274	3.3%	0.0124	1.5%	12%	False	True	272,383
10	0.8663	0.8219	0.0444	5.3%	0.0139	1.7%	46%	False	False	180,121
20	0.8663	0.8219	0.0444	5.3%	0.0105	1.2%	46%	False	False	92,376
40	0.9345	0.8219	0.1126	13.4%	0.0094	1.1%	18%	False	False	46,557
60	0.9513	0.8219	0.1294	15.4%	0.0086	1.0%	16%	False	False	31,117
80	0.9663	0.8219	0.1444	17.1%	0.0071	0.8%	14%	False	False	23,359
100	0.9836	0.8219	0.1617	19.2%	0.0059	0.7%	13%	False	False	18,691
120	0.9896	0.8219	0.1677	19.9%	0.0050	0.6%	12%	False	False	15,579

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0023
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8783
2.618	0.8660
1.618	0.8585
1.000	0.8539
0.618	0.8510
HIGH	0.8464
0.618	0.8435
0.500	0.8427
0.382	0.8418
LOW	0.8389
0.618	0.8343
1.000	0.8314
1.618	0.8268
2.618	0.8193
4.250	0.8070

Fisher Pivots for day following 18-Dec-2014
Pivot	1 day	3 day
R1	0.8427	0.8526
PP	0.8425	0.8491
S1	0.8424	0.8457

Download as Excel Spreadsheet

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

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