CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 09-Jan-2015

Day Change Summary
	Previous	Current
	08-Jan-2015	09-Jan-2015	Change	Change %	Previous Week
Open	0.8384	0.8353	-0.0031	-0.4%	0.8305
High	0.8397	0.8450	0.0053	0.6%	0.8476
Low	0.8340	0.8347	0.0007	0.1%	0.8293
Close	0.8360	0.8439	0.0079	0.9%	0.8439
Range	0.0057	0.0103	0.0046	80.7%	0.0183
ATR	0.0084	0.0086	0.0001	1.6%	0.0000
Volume	145,285	259,239	113,954	78.4%	1,031,134

Daily Pivots for day following 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8721	0.8683	0.8496
R3	0.8618	0.8580	0.8467
R2	0.8515	0.8515	0.8458
R1	0.8477	0.8477	0.8448	0.8496
PP	0.8412	0.8412	0.8412	0.8422
S1	0.8374	0.8374	0.8430	0.8393
S2	0.8309	0.8309	0.8420
S3	0.8206	0.8271	0.8411
S4	0.8103	0.8168	0.8382

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8952	0.8878	0.8540
R3	0.8769	0.8695	0.8489
R2	0.8586	0.8586	0.8473
R1	0.8512	0.8512	0.8456	0.8549
PP	0.8403	0.8403	0.8403	0.8421
S1	0.8329	0.8329	0.8422	0.8366
S2	0.8220	0.8220	0.8405
S3	0.8037	0.8146	0.8389
S4	0.7854	0.7963	0.8338

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8476	0.8293	0.0183	2.2%	0.0087	1.0%	80%	False	False	206,226
10	0.8476	0.8286	0.0190	2.3%	0.0074	0.9%	81%	False	False	140,052
20	0.8663	0.8282	0.0381	4.5%	0.0086	1.0%	41%	False	False	160,430
40	0.8713	0.8219	0.0494	5.9%	0.0086	1.0%	45%	False	False	88,734
60	0.9513	0.8219	0.1294	15.3%	0.0086	1.0%	17%	False	False	59,303
80	0.9513	0.8219	0.1294	15.3%	0.0079	0.9%	17%	False	False	44,530
100	0.9760	0.8219	0.1541	18.3%	0.0067	0.8%	14%	False	False	35,629
120	0.9878	0.8219	0.1659	19.7%	0.0057	0.7%	13%	False	False	29,693

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8888
2.618	0.8720
1.618	0.8617
1.000	0.8553
0.618	0.8514
HIGH	0.8450
0.618	0.8411
0.500	0.8399
0.382	0.8386
LOW	0.8347
0.618	0.8283
1.000	0.8244
1.618	0.8180
2.618	0.8077
4.250	0.7909

Fisher Pivots for day following 09-Jan-2015
Pivot	1 day	3 day
R1	0.8426	0.8424
PP	0.8412	0.8410
S1	0.8399	0.8395

Download as Excel Spreadsheet

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

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