CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 22-Dec-2014

Day Change Summary
	Previous	Current
	19-Dec-2014	22-Dec-2014	Change	Change %	Previous Week
Open	0.8415	0.8372	-0.0043	-0.5%	0.8463
High	0.8423	0.8387	-0.0036	-0.4%	0.8663
Low	0.8366	0.8331	-0.0035	-0.4%	0.8366
Close	0.8373	0.8342	-0.0031	-0.4%	0.8373
Range	0.0057	0.0056	-0.0001	-1.8%	0.0297
ATR	0.0104	0.0101	-0.0003	-3.3%	0.0000
Volume	134,628	67,955	-66,673	-49.5%	1,255,143

Daily Pivots for day following 22-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8521	0.8488	0.8373
R3	0.8465	0.8432	0.8357
R2	0.8409	0.8409	0.8352
R1	0.8376	0.8376	0.8347	0.8365
PP	0.8353	0.8353	0.8353	0.8348
S1	0.8320	0.8320	0.8337	0.8309
S2	0.8297	0.8297	0.8332
S3	0.8241	0.8264	0.8327
S4	0.8185	0.8208	0.8311

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9358	0.9163	0.8536
R3	0.9061	0.8866	0.8455
R2	0.8764	0.8764	0.8427
R1	0.8569	0.8569	0.8400	0.8518
PP	0.8467	0.8467	0.8467	0.8442
S1	0.8272	0.8272	0.8346	0.8221
S2	0.8170	0.8170	0.8319
S3	0.7873	0.7975	0.8291
S4	0.7576	0.7678	0.8210

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8663	0.8331	0.0332	4.0%	0.0109	1.3%	3%	False	True	209,391
10	0.8663	0.8275	0.0388	4.7%	0.0126	1.5%	17%	False	False	191,391
20	0.8663	0.8219	0.0444	5.3%	0.0103	1.2%	28%	False	False	102,265
40	0.9305	0.8219	0.1086	13.0%	0.0094	1.1%	11%	False	False	51,618
60	0.9513	0.8219	0.1294	15.5%	0.0085	1.0%	10%	False	False	34,490
80	0.9621	0.8219	0.1402	16.8%	0.0073	0.9%	9%	False	False	25,891
100	0.9836	0.8219	0.1617	19.4%	0.0060	0.7%	8%	False	False	20,717
120	0.9896	0.8219	0.1677	20.1%	0.0050	0.6%	7%	False	False	17,267

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	0.0024
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.8625
2.618	0.8534
1.618	0.8478
1.000	0.8443
0.618	0.8422
HIGH	0.8387
0.618	0.8366
0.500	0.8359
0.382	0.8352
LOW	0.8331
0.618	0.8296
1.000	0.8275
1.618	0.8240
2.618	0.8184
4.250	0.8093

Fisher Pivots for day following 22-Dec-2014
Pivot	1 day	3 day
R1	0.8359	0.8398
PP	0.8353	0.8379
S1	0.8348	0.8361

Download as Excel Spreadsheet

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

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