CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 20-Jan-2015

Day Change Summary
	Previous	Current
	16-Jan-2015	20-Jan-2015	Change	Change %	Previous Week
Open	0.8611	0.8523	-0.0088	-1.0%	0.8454
High	0.8637	0.8558	-0.0079	-0.9%	0.8637
Low	0.8497	0.8417	-0.0080	-0.9%	0.8385
Close	0.8517	0.8420	-0.0097	-1.1%	0.8517
Range	0.0140	0.0141	0.0001	0.7%	0.0252
ATR	0.0096	0.0100	0.0003	3.3%	0.0000
Volume	247,386	230,801	-16,585	-6.7%	1,323,572

Daily Pivots for day following 20-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8888	0.8795	0.8498
R3	0.8747	0.8654	0.8459
R2	0.8606	0.8606	0.8446
R1	0.8513	0.8513	0.8433	0.8489
PP	0.8465	0.8465	0.8465	0.8453
S1	0.8372	0.8372	0.8407	0.8348
S2	0.8324	0.8324	0.8394
S3	0.8183	0.8231	0.8381
S4	0.8042	0.8090	0.8342

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.9269	0.9145	0.8656
R3	0.9017	0.8893	0.8586
R2	0.8765	0.8765	0.8563
R1	0.8641	0.8641	0.8540	0.8703
PP	0.8513	0.8513	0.8513	0.8544
S1	0.8389	0.8389	0.8494	0.8451
S2	0.8261	0.8261	0.8471
S3	0.8009	0.8137	0.8448
S4	0.7757	0.7885	0.8378

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8637	0.8417	0.0220	2.6%	0.0129	1.5%	1%	False	True	272,995
10	0.8637	0.8340	0.0297	3.5%	0.0108	1.3%	27%	False	False	242,002
20	0.8637	0.8282	0.0355	4.2%	0.0084	1.0%	39%	False	False	162,421
40	0.8663	0.8219	0.0444	5.3%	0.0094	1.1%	45%	False	False	127,398
60	0.9345	0.8219	0.1126	13.4%	0.0091	1.1%	18%	False	False	85,179
80	0.9513	0.8219	0.1294	15.4%	0.0085	1.0%	16%	False	False	63,943
100	0.9663	0.8219	0.1444	17.1%	0.0074	0.9%	14%	False	False	51,171
120	0.9836	0.8219	0.1617	19.2%	0.0063	0.8%	12%	False	False	42,646

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.9157
2.618	0.8927
1.618	0.8786
1.000	0.8699
0.618	0.8645
HIGH	0.8558
0.618	0.8504
0.500	0.8488
0.382	0.8471
LOW	0.8417
0.618	0.8330
1.000	0.8276
1.618	0.8189
2.618	0.8048
4.250	0.7818

Fisher Pivots for day following 20-Jan-2015
Pivot	1 day	3 day
R1	0.8488	0.8527
PP	0.8465	0.8491
S1	0.8443	0.8456

Download as Excel Spreadsheet

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

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