CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 29-Dec-2014

Day Change Summary
	Previous	Current
	26-Dec-2014	29-Dec-2014	Change	Change %	Previous Week
Open	0.8321	0.8314	-0.0007	-0.1%	0.8372
High	0.8328	0.8326	-0.0002	0.0%	0.8387
Low	0.8307	0.8287	-0.0020	-0.2%	0.8282
Close	0.8313	0.8289	-0.0024	-0.3%	0.8313
Range	0.0021	0.0039	0.0018	85.7%	0.0105
ATR	0.0088	0.0084	-0.0003	-4.0%	0.0000
Volume	21,833	67,431	45,598	208.8%	180,739

Daily Pivots for day following 29-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8418	0.8392	0.8310
R3	0.8379	0.8353	0.8300
R2	0.8340	0.8340	0.8296
R1	0.8314	0.8314	0.8293	0.8308
PP	0.8301	0.8301	0.8301	0.8297
S1	0.8275	0.8275	0.8285	0.8269
S2	0.8262	0.8262	0.8282
S3	0.8223	0.8236	0.8278
S4	0.8184	0.8197	0.8268

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8642	0.8583	0.8371
R3	0.8537	0.8478	0.8342
R2	0.8432	0.8432	0.8332
R1	0.8373	0.8373	0.8323	0.8350
PP	0.8327	0.8327	0.8327	0.8316
S1	0.8268	0.8268	0.8303	0.8245
S2	0.8222	0.8222	0.8294
S3	0.8117	0.8163	0.8284
S4	0.8012	0.8058	0.8255

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8387	0.8282	0.0105	1.3%	0.0041	0.5%	7%	False	False	49,634
10	0.8663	0.8282	0.0381	4.6%	0.0080	1.0%	2%	False	False	150,331
20	0.8663	0.8219	0.0444	5.4%	0.0097	1.2%	16%	False	False	110,745
40	0.9167	0.8219	0.0948	11.4%	0.0092	1.1%	7%	False	False	56,111
60	0.9513	0.8219	0.1294	15.6%	0.0083	1.0%	5%	False	False	37,473
80	0.9534	0.8219	0.1315	15.9%	0.0073	0.9%	5%	False	False	28,144
100	0.9819	0.8219	0.1600	19.3%	0.0061	0.7%	4%	False	False	22,519
120	0.9896	0.8219	0.1677	20.2%	0.0051	0.6%	4%	False	False	18,767

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8492
2.618	0.8428
1.618	0.8389
1.000	0.8365
0.618	0.8350
HIGH	0.8326
0.618	0.8311
0.500	0.8307
0.382	0.8302
LOW	0.8287
0.618	0.8263
1.000	0.8248
1.618	0.8224
2.618	0.8185
4.250	0.8121

Fisher Pivots for day following 29-Dec-2014
Pivot	1 day	3 day
R1	0.8307	0.8308
PP	0.8301	0.8301
S1	0.8295	0.8295

Download as Excel Spreadsheet

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

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