CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 30-Dec-2014

Day Change Summary
	Previous	Current
	29-Dec-2014	30-Dec-2014	Change	Change %	Previous Week
Open	0.8314	0.8291	-0.0023	-0.3%	0.8372
High	0.8326	0.8419	0.0093	1.1%	0.8387
Low	0.8287	0.8291	0.0004	0.0%	0.8282
Close	0.8289	0.8371	0.0082	1.0%	0.8313
Range	0.0039	0.0128	0.0089	228.2%	0.0105
ATR	0.0084	0.0088	0.0003	3.9%	0.0000
Volume	67,431	128,294	60,863	90.3%	180,739

Daily Pivots for day following 30-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8744	0.8686	0.8441
R3	0.8616	0.8558	0.8406
R2	0.8488	0.8488	0.8394
R1	0.8430	0.8430	0.8383	0.8459
PP	0.8360	0.8360	0.8360	0.8375
S1	0.8302	0.8302	0.8359	0.8331
S2	0.8232	0.8232	0.8348
S3	0.8104	0.8174	0.8336
S4	0.7976	0.8046	0.8301

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	0.8419	0.8282	0.0137	1.6%	0.0055	0.7%	65%	True	False	61,701
10	0.8663	0.8282	0.0381	4.6%	0.0082	1.0%	23%	False	False	135,546
20	0.8663	0.8219	0.0444	5.3%	0.0098	1.2%	34%	False	False	116,943
40	0.8893	0.8219	0.0674	8.1%	0.0089	1.1%	23%	False	False	59,310
60	0.9513	0.8219	0.1294	15.5%	0.0084	1.0%	12%	False	False	39,606
80	0.9513	0.8219	0.1294	15.5%	0.0075	0.9%	12%	False	False	29,747
100	0.9819	0.8219	0.1600	19.1%	0.0062	0.7%	10%	False	False	23,801
120	0.9892	0.8219	0.1673	20.0%	0.0053	0.6%	9%	False	False	19,836

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8963
2.618	0.8754
1.618	0.8626
1.000	0.8547
0.618	0.8498
HIGH	0.8419
0.618	0.8370
0.500	0.8355
0.382	0.8340
LOW	0.8291
0.618	0.8212
1.000	0.8163
1.618	0.8084
2.618	0.7956
4.250	0.7747

Fisher Pivots for day following 30-Dec-2014
Pivot	1 day	3 day
R1	0.8366	0.8365
PP	0.8360	0.8359
S1	0.8355	0.8353

Download as Excel Spreadsheet

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

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