CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 22-Jan-2015

Day Change Summary
	Previous	Current
	21-Jan-2015	22-Jan-2015	Change	Change %	Previous Week
Open	0.8430	0.8483	0.0053	0.6%	0.8454
High	0.8539	0.8532	-0.0007	-0.1%	0.8637
Low	0.8425	0.8430	0.0005	0.1%	0.8385
Close	0.8483	0.8452	-0.0031	-0.4%	0.8517
Range	0.0114	0.0102	-0.0012	-10.5%	0.0252
ATR	0.0101	0.0101	0.0000	0.1%	0.0000
Volume	214,023	164,383	-49,640	-23.2%	1,323,572

Daily Pivots for day following 22-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8777	0.8717	0.8508
R3	0.8675	0.8615	0.8480
R2	0.8573	0.8573	0.8471
R1	0.8513	0.8513	0.8461	0.8492
PP	0.8471	0.8471	0.8471	0.8461
S1	0.8411	0.8411	0.8443	0.8390
S2	0.8369	0.8369	0.8433
S3	0.8267	0.8309	0.8424
S4	0.8165	0.8207	0.8396

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%	0.0126	1.5%	16%	False	False	232,898
10	0.8637	0.8340	0.0297	3.5%	0.0111	1.3%	38%	False	False	233,730
20	0.8637	0.8282	0.0355	4.2%	0.0089	1.1%	48%	False	False	171,212
40	0.8663	0.8219	0.0444	5.3%	0.0096	1.1%	52%	False	False	136,738
60	0.9305	0.8219	0.1086	12.8%	0.0092	1.1%	21%	False	False	91,482
80	0.9513	0.8219	0.1294	15.3%	0.0086	1.0%	18%	False	False	68,670
100	0.9621	0.8219	0.1402	16.6%	0.0076	0.9%	17%	False	False	54,956
120	0.9836	0.8219	0.1617	19.1%	0.0065	0.8%	14%	False	False	45,800

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	0.0024
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8966
2.618	0.8799
1.618	0.8697
1.000	0.8634
0.618	0.8595
HIGH	0.8532
0.618	0.8493
0.500	0.8481
0.382	0.8469
LOW	0.8430
0.618	0.8367
1.000	0.8328
1.618	0.8265
2.618	0.8163
4.250	0.7997

Fisher Pivots for day following 22-Jan-2015
Pivot	1 day	3 day
R1	0.8481	0.8488
PP	0.8471	0.8476
S1	0.8462	0.8464

Download as Excel Spreadsheet

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

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