CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 27-Jan-2015

Day Change Summary
	Previous	Current
	26-Jan-2015	27-Jan-2015	Change	Change %	Previous Week
Open	0.8502	0.8448	-0.0054	-0.6%	0.8523
High	0.8532	0.8527	-0.0005	-0.1%	0.8558
Low	0.8442	0.8431	-0.0011	-0.1%	0.8417
Close	0.8444	0.8497	0.0053	0.6%	0.8497
Range	0.0090	0.0096	0.0006	6.7%	0.0141
ATR	0.0100	0.0099	0.0000	-0.3%	0.0000
Volume	118,909	171,051	52,142	43.9%	780,933

Daily Pivots for day following 27-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8773	0.8731	0.8550
R3	0.8677	0.8635	0.8523
R2	0.8581	0.8581	0.8515
R1	0.8539	0.8539	0.8506	0.8560
PP	0.8485	0.8485	0.8485	0.8496
S1	0.8443	0.8443	0.8488	0.8464
S2	0.8389	0.8389	0.8479
S3	0.8293	0.8347	0.8471
S4	0.8197	0.8251	0.8444

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	0.8539	0.8420	0.0119	1.4%	0.0099	1.2%	65%	False	False	168,018
10	0.8637	0.8417	0.0220	2.6%	0.0114	1.3%	36%	False	False	220,506
20	0.8637	0.8286	0.0351	4.1%	0.0097	1.1%	60%	False	False	188,657
40	0.8663	0.8219	0.0444	5.2%	0.0099	1.2%	63%	False	False	148,142
60	0.9198	0.8219	0.0979	11.5%	0.0094	1.1%	28%	False	False	99,171
80	0.9513	0.8219	0.1294	15.2%	0.0087	1.0%	21%	False	False	74,429
100	0.9548	0.8219	0.1329	15.6%	0.0078	0.9%	21%	False	False	59,572
120	0.9836	0.8219	0.1617	19.0%	0.0067	0.8%	17%	False	False	49,647

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	0.0027
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8935
2.618	0.8778
1.618	0.8682
1.000	0.8623
0.618	0.8586
HIGH	0.8527
0.618	0.8490
0.500	0.8479
0.382	0.8468
LOW	0.8431
0.618	0.8372
1.000	0.8335
1.618	0.8276
2.618	0.8180
4.250	0.8023

Fisher Pivots for day following 27-Jan-2015
Pivot	1 day	3 day
R1	0.8491	0.8490
PP	0.8485	0.8483
S1	0.8479	0.8476

Download as Excel Spreadsheet

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

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