CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 05-Dec-2014

Day Change Summary
	Previous	Current
	04-Dec-2014	05-Dec-2014	Change	Change %	Previous Week
Open	0.8364	0.8370	0.0006	0.1%	0.8433
High	0.8388	0.8370	-0.0018	-0.2%	0.8489
Low	0.8338	0.8243	-0.0095	-1.1%	0.8243
Close	0.8367	0.8257	-0.0110	-1.3%	0.8257
Range	0.0050	0.0127	0.0077	154.0%	0.0246
ATR	0.0056	0.0061	0.0005	9.2%	0.0000
Volume	49	49	0	0.0%	151

Daily Pivots for day following 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8671	0.8591	0.8327
R3	0.8544	0.8464	0.8292
R2	0.8417	0.8417	0.8280
R1	0.8337	0.8337	0.8269	0.8314
PP	0.8290	0.8290	0.8290	0.8278
S1	0.8210	0.8210	0.8245	0.8187
S2	0.8163	0.8163	0.8234
S3	0.8036	0.8083	0.8222
S4	0.7909	0.7956	0.8187

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9068	0.8908	0.8392
R3	0.8822	0.8662	0.8325
R2	0.8576	0.8576	0.8302
R1	0.8416	0.8416	0.8280	0.8373
PP	0.8330	0.8330	0.8330	0.8308
S1	0.8170	0.8170	0.8234	0.8127
S2	0.8084	0.8084	0.8212
S3	0.7838	0.7924	0.8189
S4	0.7592	0.7678	0.8122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8489	0.8243	0.0246	3.0%	0.0062	0.8%	6%	False	True	30
10	0.8529	0.8243	0.0286	3.5%	0.0050	0.6%	5%	False	True	30
20	0.8784	0.8243	0.0541	6.6%	0.0043	0.5%	3%	False	True	20
40	0.9489	0.8243	0.1246	15.1%	0.0040	0.5%	1%	False	True	13
60	0.9489	0.8243	0.1246	15.1%	0.0031	0.4%	1%	False	True	9
80	0.9801	0.8243	0.1558	18.9%	0.0025	0.3%	1%	False	True	8

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	0.0005
Widest range in 89 trading days

Fibonacci Retracements and Extensions
4.250	0.8910
2.618	0.8702
1.618	0.8575
1.000	0.8497
0.618	0.8448
HIGH	0.8370
0.618	0.8321
0.500	0.8307
0.382	0.8292
LOW	0.8243
0.618	0.8165
1.000	0.8116
1.618	0.8038
2.618	0.7911
4.250	0.7703

Fisher Pivots for day following 05-Dec-2014
Pivot	1 day	3 day
R1	0.8307	0.8322
PP	0.8290	0.8300
S1	0.8274	0.8279

Download as Excel Spreadsheet

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

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