CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 31-Dec-2014

Day Change Summary
	Previous	Current
	30-Dec-2014	31-Dec-2014	Change	Change %	Previous Week
Open	0.8291	0.8379	0.0088	1.1%	0.8372
High	0.8419	0.8391	-0.0028	-0.3%	0.8387
Low	0.8291	0.8341	0.0050	0.6%	0.8282
Close	0.8371	0.8349	-0.0022	-0.3%	0.8313
Range	0.0128	0.0050	-0.0078	-60.9%	0.0105
ATR	0.0088	0.0085	-0.0003	-3.1%	0.0000
Volume	128,294	50,390	-77,904	-60.7%	180,739

Daily Pivots for day following 31-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8510	0.8480	0.8377
R3	0.8460	0.8430	0.8363
R2	0.8410	0.8410	0.8358
R1	0.8380	0.8380	0.8354	0.8370
PP	0.8360	0.8360	0.8360	0.8356
S1	0.8330	0.8330	0.8344	0.8320
S2	0.8310	0.8310	0.8340
S3	0.8260	0.8280	0.8335
S4	0.8210	0.8230	0.8322

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	0.8287	0.0132	1.6%	0.0054	0.6%	47%	False	False	61,159
10	0.8597	0.8282	0.0315	3.8%	0.0069	0.8%	21%	False	False	101,307
20	0.8663	0.8219	0.0444	5.3%	0.0097	1.2%	29%	False	False	119,082
40	0.8844	0.8219	0.0625	7.5%	0.0087	1.0%	21%	False	False	60,544
60	0.9513	0.8219	0.1294	15.5%	0.0083	1.0%	10%	False	False	40,443
80	0.9513	0.8219	0.1294	15.5%	0.0075	0.9%	10%	False	False	30,377
100	0.9805	0.8219	0.1586	19.0%	0.0063	0.8%	8%	False	False	24,305
120	0.9892	0.8219	0.1673	20.0%	0.0053	0.6%	8%	False	False	20,256

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

Fibonacci Retracements and Extensions
4.250	0.8604
2.618	0.8522
1.618	0.8472
1.000	0.8441
0.618	0.8422
HIGH	0.8391
0.618	0.8372
0.500	0.8366
0.382	0.8360
LOW	0.8341
0.618	0.8310
1.000	0.8291
1.618	0.8260
2.618	0.8210
4.250	0.8129

Fisher Pivots for day following 31-Dec-2014
Pivot	1 day	3 day
R1	0.8366	0.8353
PP	0.8360	0.8352
S1	0.8355	0.8350

Download as Excel Spreadsheet

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

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