CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 22-Dec-2014

Day Change Summary
	Previous	Current
	19-Dec-2014	22-Dec-2014	Change	Change %	Previous Week
Open	0.8420	0.8390	-0.0030	-0.4%	0.8526
High	0.8440	0.8390	-0.0050	-0.6%	0.8639
Low	0.8391	0.8365	-0.0026	-0.3%	0.8391
Close	0.8395	0.8365	-0.0030	-0.4%	0.8395
Range	0.0049	0.0025	-0.0024	-49.0%	0.0248
ATR	0.0063	0.0060	-0.0002	-3.7%	0.0000
Volume	1	7	6	600.0%	8

Daily Pivots for day following 22-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8448	0.8432	0.8379
R3	0.8423	0.8407	0.8372
R2	0.8398	0.8398	0.8370
R1	0.8382	0.8382	0.8367	0.8378
PP	0.8373	0.8373	0.8373	0.8371
S1	0.8357	0.8357	0.8363	0.8353
S2	0.8348	0.8348	0.8360
S3	0.8323	0.8332	0.8358
S4	0.8298	0.8307	0.8351

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9219	0.9055	0.8531
R3	0.8971	0.8807	0.8463
R2	0.8723	0.8723	0.8440
R1	0.8559	0.8559	0.8418	0.8517
PP	0.8475	0.8475	0.8475	0.8454
S1	0.8311	0.8311	0.8372	0.8269
S2	0.8227	0.8227	0.8350
S3	0.7979	0.8063	0.8327
S4	0.7731	0.7815	0.8259

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8639	0.8365	0.0274	3.3%	0.0052	0.6%	0%	False	True	2
10	0.8639	0.8365	0.0274	3.3%	0.0037	0.4%	0%	False	True	2
20	0.8639	0.8258	0.0381	4.6%	0.0025	0.3%	28%	False	False	1
40	0.9322	0.8258	0.1064	12.7%	0.0024	0.3%	10%	False	False	2

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	False
Bull Hook	False
Stretch	0.0004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8496
2.618	0.8455
1.618	0.8430
1.000	0.8415
0.618	0.8405
HIGH	0.8390
0.618	0.8380
0.500	0.8378
0.382	0.8375
LOW	0.8365
0.618	0.8350
1.000	0.8340
1.618	0.8325
2.618	0.8300
4.250	0.8259

Fisher Pivots for day following 22-Dec-2014
Pivot	1 day	3 day
R1	0.8378	0.8405
PP	0.8373	0.8391
S1	0.8369	0.8378

Download as Excel Spreadsheet

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

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