CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 08-Dec-2014

Day Change Summary
	Previous	Current
	05-Dec-2014	08-Dec-2014	Change	Change %	Previous Week
Open	0.8370	0.8234	-0.0136	-1.6%	0.8433
High	0.8370	0.8320	-0.0050	-0.6%	0.8489
Low	0.8243	0.8229	-0.0014	-0.2%	0.8243
Close	0.8257	0.8320	0.0063	0.8%	0.8257
Range	0.0127	0.0091	-0.0036	-28.3%	0.0246
ATR	0.0061	0.0063	0.0002	3.6%	0.0000
Volume	49	70	21	42.9%	151

Daily Pivots for day following 08-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8563	0.8532	0.8370
R3	0.8472	0.8441	0.8345
R2	0.8381	0.8381	0.8337
R1	0.8350	0.8350	0.8328	0.8366
PP	0.8290	0.8290	0.8290	0.8297
S1	0.8259	0.8259	0.8312	0.8275
S2	0.8199	0.8199	0.8303
S3	0.8108	0.8168	0.8295
S4	0.8017	0.8077	0.8270

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	0.8438	0.8229	0.0209	2.5%	0.0068	0.8%	44%	False	True	42
10	0.8529	0.8229	0.0300	3.6%	0.0057	0.7%	30%	False	True	36
20	0.8784	0.8229	0.0555	6.7%	0.0044	0.5%	16%	False	True	23
40	0.9489	0.8229	0.1260	15.1%	0.0042	0.5%	7%	False	True	14
60	0.9489	0.8229	0.1260	15.1%	0.0032	0.4%	7%	False	True	10
80	0.9801	0.8229	0.1572	18.9%	0.0026	0.3%	6%	False	True	9

Crabel Price Patterns
NR	True
NR4	False
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	True
Bull Hook	False
Stretch	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8707
2.618	0.8558
1.618	0.8467
1.000	0.8411
0.618	0.8376
HIGH	0.8320
0.618	0.8285
0.500	0.8275
0.382	0.8264
LOW	0.8229
0.618	0.8173
1.000	0.8138
1.618	0.8082
2.618	0.7991
4.250	0.7842

Fisher Pivots for day following 08-Dec-2014
Pivot	1 day	3 day
R1	0.8305	0.8316
PP	0.8290	0.8312
S1	0.8275	0.8309

Download as Excel Spreadsheet

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

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