CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 19-Dec-2014

Day Change Summary
	Previous	Current
	18-Dec-2014	19-Dec-2014	Change	Change %	Previous Week
Open	0.8424	0.8411	-0.0013	-0.2%	0.8439
High	0.8463	0.8427	-0.0036	-0.4%	0.8670
Low	0.8400	0.8375	-0.0025	-0.3%	0.8375
Close	0.8431	0.8382	-0.0049	-0.6%	0.8382
Range	0.0063	0.0052	-0.0011	-17.5%	0.0295
ATR	0.0088	0.0086	-0.0002	-2.6%	0.0000
Volume	1,187	41	-1,146	-96.5%	1,855

Daily Pivots for day following 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8551	0.8518	0.8411
R3	0.8499	0.8466	0.8396
R2	0.8447	0.8447	0.8392
R1	0.8414	0.8414	0.8387	0.8405
PP	0.8395	0.8395	0.8395	0.8390
S1	0.8362	0.8362	0.8377	0.8353
S2	0.8343	0.8343	0.8372
S3	0.8291	0.8310	0.8368
S4	0.8239	0.8258	0.8353

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9361	0.9166	0.8544
R3	0.9066	0.8871	0.8463
R2	0.8771	0.8771	0.8436
R1	0.8576	0.8576	0.8409	0.8526
PP	0.8476	0.8476	0.8476	0.8451
S1	0.8281	0.8281	0.8355	0.8231
S2	0.8181	0.8181	0.8328
S3	0.7886	0.7986	0.8301
S4	0.7591	0.7691	0.8220

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8670	0.8375	0.0295	3.5%	0.0106	1.3%	2%	False	True	371
10	0.8670	0.8229	0.0441	5.3%	0.0111	1.3%	35%	False	False	247
20	0.8670	0.8229	0.0441	5.3%	0.0081	1.0%	35%	False	False	138
40	0.9310	0.8229	0.1081	12.9%	0.0061	0.7%	14%	False	False	73
60	0.9489	0.8229	0.1260	15.0%	0.0048	0.6%	12%	False	False	50
80	0.9674	0.8229	0.1445	17.2%	0.0038	0.5%	11%	False	False	38

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8648
2.618	0.8563
1.618	0.8511
1.000	0.8479
0.618	0.8459
HIGH	0.8427
0.618	0.8407
0.500	0.8401
0.382	0.8395
LOW	0.8375
0.618	0.8343
1.000	0.8323
1.618	0.8291
2.618	0.8239
4.250	0.8154

Fisher Pivots for day following 19-Dec-2014
Pivot	1 day	3 day
R1	0.8401	0.8488
PP	0.8395	0.8452
S1	0.8388	0.8417

Download as Excel Spreadsheet

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

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