CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 21-Jan-2015

Day Change Summary
	Previous	Current
	20-Jan-2015	21-Jan-2015	Change	Change %	Previous Week
Open	0.8530	0.8445	-0.0085	-1.0%	0.8466
High	0.8560	0.8545	-0.0015	-0.2%	0.8646
Low	0.8430	0.8440	0.0010	0.1%	0.8401
Close	0.8431	0.8494	0.0063	0.7%	0.8527
Range	0.0130	0.0105	-0.0025	-19.2%	0.0245
ATR	0.0088	0.0090	0.0002	2.1%	0.0000
Volume	905	1,666	761	84.1%	1,970

Daily Pivots for day following 21-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8808	0.8756	0.8552
R3	0.8703	0.8651	0.8523
R2	0.8598	0.8598	0.8513
R1	0.8546	0.8546	0.8504	0.8572
PP	0.8493	0.8493	0.8493	0.8506
S1	0.8441	0.8441	0.8484	0.8467
S2	0.8388	0.8388	0.8475
S3	0.8283	0.8336	0.8465
S4	0.8178	0.8231	0.8436

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.9260	0.9138	0.8662
R3	0.9015	0.8893	0.8594
R2	0.8770	0.8770	0.8572
R1	0.8648	0.8648	0.8549	0.8709
PP	0.8525	0.8525	0.8525	0.8555
S1	0.8403	0.8403	0.8505	0.8464
S2	0.8280	0.8280	0.8482
S3	0.8035	0.8158	0.8460
S4	0.7790	0.7913	0.8392

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8646	0.8430	0.0216	2.5%	0.0124	1.5%	30%	False	False	779
10	0.8646	0.8359	0.0287	3.4%	0.0097	1.1%	47%	False	False	642
20	0.8646	0.8295	0.0351	4.1%	0.0075	0.9%	57%	False	False	409
40	0.8670	0.8229	0.0441	5.2%	0.0078	0.9%	60%	False	False	274
60	0.9310	0.8229	0.1081	12.7%	0.0066	0.8%	25%	False	False	185
80	0.9489	0.8229	0.1260	14.8%	0.0055	0.6%	21%	False	False	140
100	0.9674	0.8229	0.1445	17.0%	0.0046	0.5%	18%	False	False	112

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8991
2.618	0.8820
1.618	0.8715
1.000	0.8650
0.618	0.8610
HIGH	0.8545
0.618	0.8505
0.500	0.8493
0.382	0.8480
LOW	0.8440
0.618	0.8375
1.000	0.8335
1.618	0.8270
2.618	0.8165
4.250	0.7994

Fisher Pivots for day following 21-Jan-2015
Pivot	1 day	3 day
R1	0.8494	0.8538
PP	0.8493	0.8523
S1	0.8493	0.8509

Download as Excel Spreadsheet

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

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