CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 09-Dec-2014

Day Change Summary
	Previous	Current
	08-Dec-2014	09-Dec-2014	Change	Change %	Previous Week
Open	0.8234	0.8316	0.0082	1.0%	0.8433
High	0.8320	0.8489	0.0169	2.0%	0.8489
Low	0.8229	0.8298	0.0069	0.8%	0.8243
Close	0.8320	0.8389	0.0069	0.8%	0.8257
Range	0.0091	0.0191	0.0100	109.9%	0.0246
ATR	0.0063	0.0072	0.0009	14.6%	0.0000
Volume	70	219	149	212.9%	151

Daily Pivots for day following 09-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8965	0.8868	0.8494
R3	0.8774	0.8677	0.8442
R2	0.8583	0.8583	0.8424
R1	0.8486	0.8486	0.8407	0.8535
PP	0.8392	0.8392	0.8392	0.8416
S1	0.8295	0.8295	0.8371	0.8344
S2	0.8201	0.8201	0.8354
S3	0.8010	0.8104	0.8336
S4	0.7819	0.7913	0.8284

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	0.8229	0.0260	3.1%	0.0099	1.2%	62%	True	False	83
10	0.8529	0.8229	0.0300	3.6%	0.0072	0.9%	53%	False	False	57
20	0.8719	0.8229	0.0490	5.8%	0.0051	0.6%	33%	False	False	34
40	0.9489	0.8229	0.1260	15.0%	0.0047	0.6%	13%	False	False	20
60	0.9489	0.8229	0.1260	15.0%	0.0035	0.4%	13%	False	False	14
80	0.9776	0.8229	0.1547	18.4%	0.0028	0.3%	10%	False	False	11

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	0.0007
Widest range in 91 trading days

Fibonacci Retracements and Extensions
4.250	0.9301
2.618	0.8989
1.618	0.8798
1.000	0.8680
0.618	0.8607
HIGH	0.8489
0.618	0.8416
0.500	0.8394
0.382	0.8371
LOW	0.8298
0.618	0.8180
1.000	0.8107
1.618	0.7989
2.618	0.7798
4.250	0.7486

Fisher Pivots for day following 09-Dec-2014
Pivot	1 day	3 day
R1	0.8394	0.8379
PP	0.8392	0.8369
S1	0.8391	0.8359

Download as Excel Spreadsheet

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

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