CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 13-Nov-2014

Day Change Summary
	Previous	Current
	12-Nov-2014	13-Nov-2014	Change	Change %	Previous Week
Open	0.8691	0.8680	-0.0011	-0.1%	0.8883
High	0.8691	0.8680	-0.0011	-0.1%	0.8883
Low	0.8691	0.8680	-0.0011	-0.1%	0.8706
Close	0.8691	0.8680	-0.0011	-0.1%	0.8766
Range
ATR	0.0066	0.0062	-0.0004	-5.9%	0.0000
Volume	1	1	0	0.0%	26

Daily Pivots for day following 13-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8680	0.8680	0.8680
R3	0.8680	0.8680	0.8680
R2	0.8680	0.8680	0.8680
R1	0.8680	0.8680	0.8680	0.8680
PP	0.8680	0.8680	0.8680	0.8680
S1	0.8680	0.8680	0.8680	0.8680
S2	0.8680	0.8680	0.8680
S3	0.8680	0.8680	0.8680
S4	0.8680	0.8680	0.8680

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9316	0.9218	0.8863
R3	0.9139	0.9041	0.8815
R2	0.8962	0.8962	0.8798
R1	0.8864	0.8864	0.8782	0.8825
PP	0.8785	0.8785	0.8785	0.8765
S1	0.8687	0.8687	0.8750	0.8648
S2	0.8608	0.8608	0.8734
S3	0.8431	0.8510	0.8717
S4	0.8254	0.8333	0.8669

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8803	0.8661	0.0142	1.6%	0.0027	0.3%	13%	False	False	6
10	0.8942	0.8661	0.0281	3.2%	0.0034	0.4%	7%	False	False	3

Crabel Price Patterns
NR	False
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	False
Bull Hook	False
Stretch	0.0000

Fibonacci Retracements and Extensions
4.250	0.8680
2.618	0.8680
1.618	0.8680
1.000	0.8680
0.618	0.8680
HIGH	0.8680
0.618	0.8680
0.500	0.8680
0.382	0.8680
LOW	0.8680
0.618	0.8680
1.000	0.8680
1.618	0.8680
2.618	0.8680
4.250	0.8680

Fisher Pivots for day following 13-Nov-2014
Pivot	1 day	3 day
R1	0.8680	0.8679
PP	0.8680	0.8677
S1	0.8680	0.8676

Download as Excel Spreadsheet

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

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