CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 26-Jan-2015

Day Change Summary
	Previous	Current
	23-Jan-2015	26-Jan-2015	Change	Change %	Previous Week
Open	0.8435	0.8502	0.0067	0.8%	0.8523
High	0.8512	0.8532	0.0020	0.2%	0.8558
Low	0.8420	0.8442	0.0022	0.3%	0.8417
Close	0.8497	0.8444	-0.0053	-0.6%	0.8497
Range	0.0092	0.0090	-0.0002	-2.2%	0.0141
ATR	0.0100	0.0100	-0.0001	-0.7%	0.0000
Volume	171,726	118,909	-52,817	-30.8%	780,933

Daily Pivots for day following 26-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8743	0.8683	0.8494
R3	0.8653	0.8593	0.8469
R2	0.8563	0.8563	0.8461
R1	0.8503	0.8503	0.8452	0.8488
PP	0.8473	0.8473	0.8473	0.8465
S1	0.8413	0.8413	0.8436	0.8398
S2	0.8383	0.8383	0.8428
S3	0.8293	0.8323	0.8419
S4	0.8203	0.8233	0.8395

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8914	0.8846	0.8575
R3	0.8773	0.8705	0.8536
R2	0.8632	0.8632	0.8523
R1	0.8564	0.8564	0.8510	0.8528
PP	0.8491	0.8491	0.8491	0.8472
S1	0.8423	0.8423	0.8484	0.8387
S2	0.8350	0.8350	0.8471
S3	0.8209	0.8282	0.8458
S4	0.8068	0.8141	0.8419

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8558	0.8417	0.0141	1.7%	0.0108	1.3%	19%	False	False	179,968
10	0.8637	0.8385	0.0252	3.0%	0.0113	1.3%	23%	False	False	222,341
20	0.8637	0.8286	0.0351	4.2%	0.0093	1.1%	45%	False	False	181,196
40	0.8663	0.8219	0.0444	5.3%	0.0097	1.1%	51%	False	False	143,905
60	0.9270	0.8219	0.1051	12.4%	0.0094	1.1%	21%	False	False	96,322
80	0.9513	0.8219	0.1294	15.3%	0.0087	1.0%	17%	False	False	72,292
100	0.9555	0.8219	0.1336	15.8%	0.0077	0.9%	17%	False	False	57,862
120	0.9836	0.8219	0.1617	19.1%	0.0066	0.8%	14%	False	False	48,222

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0027
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8915
2.618	0.8768
1.618	0.8678
1.000	0.8622
0.618	0.8588
HIGH	0.8532
0.618	0.8498
0.500	0.8487
0.382	0.8476
LOW	0.8442
0.618	0.8386
1.000	0.8352
1.618	0.8296
2.618	0.8206
4.250	0.8060

Fisher Pivots for day following 26-Jan-2015
Pivot	1 day	3 day
R1	0.8487	0.8476
PP	0.8473	0.8465
S1	0.8458	0.8455

Download as Excel Spreadsheet

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

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