CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 02-Jan-2015

Day Change Summary
	Previous	Current
	31-Dec-2014	02-Jan-2015	Change	Change %	Previous Week
Open	0.8379	0.8352	-0.0027	-0.3%	0.8314
High	0.8391	0.8353	-0.0038	-0.5%	0.8419
Low	0.8341	0.8286	-0.0055	-0.7%	0.8286
Close	0.8349	0.8315	-0.0034	-0.4%	0.8315
Range	0.0050	0.0067	0.0017	34.0%	0.0133
ATR	0.0085	0.0084	-0.0001	-1.5%	0.0000
Volume	50,390	101,438	51,048	101.3%	347,553

Daily Pivots for day following 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8519	0.8484	0.8352
R3	0.8452	0.8417	0.8333
R2	0.8385	0.8385	0.8327
R1	0.8350	0.8350	0.8321	0.8334
PP	0.8318	0.8318	0.8318	0.8310
S1	0.8283	0.8283	0.8309	0.8267
S2	0.8251	0.8251	0.8303
S3	0.8184	0.8216	0.8297
S4	0.8117	0.8149	0.8278

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8739	0.8660	0.8388
R3	0.8606	0.8527	0.8352
R2	0.8473	0.8473	0.8339
R1	0.8394	0.8394	0.8327	0.8434
PP	0.8340	0.8340	0.8340	0.8360
S1	0.8261	0.8261	0.8303	0.8301
S2	0.8207	0.8207	0.8291
S3	0.8074	0.8128	0.8278
S4	0.7941	0.7995	0.8242

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8419	0.8286	0.0133	1.6%	0.0061	0.7%	22%	False	True	73,877
10	0.8464	0.8282	0.0182	2.2%	0.0058	0.7%	18%	False	False	84,491
20	0.8663	0.8219	0.0444	5.3%	0.0098	1.2%	22%	False	False	123,776
40	0.8829	0.8219	0.0610	7.3%	0.0088	1.1%	16%	False	False	63,060
60	0.9513	0.8219	0.1294	15.6%	0.0083	1.0%	7%	False	False	42,132
80	0.9513	0.8219	0.1294	15.6%	0.0076	0.9%	7%	False	False	31,645
100	0.9803	0.8219	0.1584	19.0%	0.0064	0.8%	6%	False	False	25,318
120	0.9892	0.8219	0.1673	20.1%	0.0054	0.6%	6%	False	False	21,101

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8638
2.618	0.8528
1.618	0.8461
1.000	0.8420
0.618	0.8394
HIGH	0.8353
0.618	0.8327
0.500	0.8320
0.382	0.8312
LOW	0.8286
0.618	0.8245
1.000	0.8219
1.618	0.8178
2.618	0.8111
4.250	0.8001

Fisher Pivots for day following 02-Jan-2015
Pivot	1 day	3 day
R1	0.8320	0.8353
PP	0.8318	0.8340
S1	0.8317	0.8328

Download as Excel Spreadsheet

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

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