CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 15-Jan-2015

Day Change Summary
	Previous	Current
	14-Jan-2015	15-Jan-2015	Change	Change %	Previous Week
Open	0.8487	0.8533	0.0046	0.5%	0.8305
High	0.8620	0.8615	-0.0005	-0.1%	0.8476
Low	0.8482	0.8483	0.0001	0.0%	0.8293
Close	0.8533	0.8587	0.0054	0.6%	0.8439
Range	0.0138	0.0132	-0.0006	-4.3%	0.0183
ATR	0.0090	0.0093	0.0003	3.3%	0.0000
Volume	322,268	307,899	-14,369	-4.5%	1,031,134

Daily Pivots for day following 15-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8958	0.8904	0.8660
R3	0.8826	0.8772	0.8623
R2	0.8694	0.8694	0.8611
R1	0.8640	0.8640	0.8599	0.8667
PP	0.8562	0.8562	0.8562	0.8575
S1	0.8508	0.8508	0.8575	0.8535
S2	0.8430	0.8430	0.8563
S3	0.8298	0.8376	0.8551
S4	0.8166	0.8244	0.8514

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	0.8620	0.8347	0.0273	3.2%	0.0111	1.3%	88%	False	False	267,085
10	0.8620	0.8286	0.0334	3.9%	0.0095	1.1%	90%	False	False	220,875
20	0.8620	0.8282	0.0338	3.9%	0.0082	1.0%	90%	False	False	161,091
40	0.8663	0.8219	0.0444	5.2%	0.0091	1.1%	83%	False	False	115,530
60	0.9418	0.8219	0.1199	14.0%	0.0088	1.0%	31%	False	False	77,222
80	0.9513	0.8219	0.1294	15.1%	0.0083	1.0%	28%	False	False	57,967
100	0.9663	0.8219	0.1444	16.8%	0.0071	0.8%	25%	False	False	46,390
120	0.9836	0.8219	0.1617	18.8%	0.0061	0.7%	23%	False	False	38,662

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9176
2.618	0.8961
1.618	0.8829
1.000	0.8747
0.618	0.8697
HIGH	0.8615
0.618	0.8565
0.500	0.8549
0.382	0.8533
LOW	0.8483
0.618	0.8401
1.000	0.8351
1.618	0.8269
2.618	0.8137
4.250	0.7922

Fisher Pivots for day following 15-Jan-2015
Pivot	1 day	3 day
R1	0.8574	0.8564
PP	0.8562	0.8542
S1	0.8549	0.8519

Download as Excel Spreadsheet

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

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