CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 03-Dec-2014

Day Change Summary
	Previous	Current
	02-Dec-2014	03-Dec-2014	Change	Change %	Previous Week
Open	0.8438	0.8396	-0.0042	-0.5%	0.8509
High	0.8438	0.8400	-0.0038	-0.5%	0.8529
Low	0.8402	0.8365	-0.0037	-0.4%	0.8442
Close	0.8405	0.8365	-0.0040	-0.5%	0.8442
Range	0.0036	0.0035	-0.0001	-2.8%	0.0087
ATR	0.0057	0.0056	-0.0001	-2.1%	0.0000
Volume	13	29	16	123.1%	142

Daily Pivots for day following 03-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8482	0.8458	0.8384
R3	0.8447	0.8423	0.8375
R2	0.8412	0.8412	0.8371
R1	0.8388	0.8388	0.8368	0.8383
PP	0.8377	0.8377	0.8377	0.8374
S1	0.8353	0.8353	0.8362	0.8348
S2	0.8342	0.8342	0.8359
S3	0.8307	0.8318	0.8355
S4	0.8272	0.8283	0.8346

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8732	0.8674	0.8490
R3	0.8645	0.8587	0.8466
R2	0.8558	0.8558	0.8458
R1	0.8500	0.8500	0.8450	0.8486
PP	0.8471	0.8471	0.8471	0.8464
S1	0.8413	0.8413	0.8434	0.8399
S2	0.8384	0.8384	0.8426
S3	0.8297	0.8326	0.8418
S4	0.8210	0.8239	0.8394

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8529	0.8365	0.0164	2.0%	0.0049	0.6%	0%	False	True	30
10	0.8532	0.8365	0.0167	2.0%	0.0043	0.5%	0%	False	True	25
20	0.8812	0.8365	0.0447	5.3%	0.0041	0.5%	0%	False	True	16
40	0.9489	0.8365	0.1124	13.4%	0.0037	0.4%	0%	False	True	10
60	0.9489	0.8365	0.1124	13.4%	0.0028	0.3%	0%	False	True	8
80	0.9814	0.8365	0.1449	17.3%	0.0023	0.3%	0%	False	True	7

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0005
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8549
2.618	0.8492
1.618	0.8457
1.000	0.8435
0.618	0.8422
HIGH	0.8400
0.618	0.8387
0.500	0.8383
0.382	0.8378
LOW	0.8365
0.618	0.8343
1.000	0.8330
1.618	0.8308
2.618	0.8273
4.250	0.8216

Fisher Pivots for day following 03-Dec-2014
Pivot	1 day	3 day
R1	0.8383	0.8427
PP	0.8377	0.8406
S1	0.8371	0.8386

Download as Excel Spreadsheet

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

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