CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 29-Jan-2015

Day Change Summary
	Previous	Current
	28-Jan-2015	29-Jan-2015	Change	Change %	Previous Week
Open	0.8495	0.8514	0.0019	0.2%	0.8523
High	0.8535	0.8523	-0.0012	-0.1%	0.8558
Low	0.8460	0.8440	-0.0020	-0.2%	0.8417
Close	0.8503	0.8451	-0.0052	-0.6%	0.8497
Range	0.0075	0.0083	0.0008	10.7%	0.0141
ATR	0.0098	0.0097	-0.0001	-1.1%	0.0000
Volume	155,715	174,276	18,561	11.9%	780,933

Daily Pivots for day following 29-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8720	0.8669	0.8497
R3	0.8637	0.8586	0.8474
R2	0.8554	0.8554	0.8466
R1	0.8503	0.8503	0.8459	0.8487
PP	0.8471	0.8471	0.8471	0.8464
S1	0.8420	0.8420	0.8443	0.8404
S2	0.8388	0.8388	0.8436
S3	0.8305	0.8337	0.8428
S4	0.8222	0.8254	0.8405

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	0.8535	0.8420	0.0115	1.4%	0.0087	1.0%	27%	False	False	158,335
10	0.8637	0.8417	0.0220	2.6%	0.0107	1.3%	15%	False	False	195,616
20	0.8637	0.8286	0.0351	4.2%	0.0097	1.1%	47%	False	False	195,370
40	0.8663	0.8219	0.0444	5.3%	0.0098	1.2%	52%	False	False	156,156
60	0.8893	0.8219	0.0674	8.0%	0.0092	1.1%	34%	False	False	104,663
80	0.9513	0.8219	0.1294	15.3%	0.0087	1.0%	18%	False	False	78,547
100	0.9513	0.8219	0.1294	15.3%	0.0079	0.9%	18%	False	False	62,872
120	0.9819	0.8219	0.1600	18.9%	0.0068	0.8%	15%	False	False	52,396

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8876
2.618	0.8740
1.618	0.8657
1.000	0.8606
0.618	0.8574
HIGH	0.8523
0.618	0.8491
0.500	0.8482
0.382	0.8472
LOW	0.8440
0.618	0.8389
1.000	0.8357
1.618	0.8306
2.618	0.8223
4.250	0.8087

Fisher Pivots for day following 29-Jan-2015
Pivot	1 day	3 day
R1	0.8482	0.8483
PP	0.8471	0.8472
S1	0.8461	0.8462

Download as Excel Spreadsheet

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

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