CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 30-Jan-2015

Day Change Summary
	Previous	Current
	29-Jan-2015	30-Jan-2015	Change	Change %	Previous Week
Open	0.8514	0.8454	-0.0060	-0.7%	0.8502
High	0.8523	0.8529	0.0006	0.1%	0.8535
Low	0.8440	0.8445	0.0005	0.1%	0.8431
Close	0.8451	0.8514	0.0063	0.7%	0.8514
Range	0.0083	0.0084	0.0001	1.2%	0.0104
ATR	0.0097	0.0096	-0.0001	-0.9%	0.0000
Volume	174,276	175,635	1,359	0.8%	795,586

Daily Pivots for day following 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8748	0.8715	0.8560
R3	0.8664	0.8631	0.8537
R2	0.8580	0.8580	0.8529
R1	0.8547	0.8547	0.8522	0.8564
PP	0.8496	0.8496	0.8496	0.8504
S1	0.8463	0.8463	0.8506	0.8480
S2	0.8412	0.8412	0.8499
S3	0.8328	0.8379	0.8491
S4	0.8244	0.8295	0.8468

Weekly Pivots for week ending 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8805	0.8764	0.8571
R3	0.8701	0.8660	0.8543
R2	0.8597	0.8597	0.8533
R1	0.8556	0.8556	0.8524	0.8577
PP	0.8493	0.8493	0.8493	0.8504
S1	0.8452	0.8452	0.8504	0.8473
S2	0.8389	0.8389	0.8495
S3	0.8285	0.8348	0.8485
S4	0.8181	0.8244	0.8457

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8535	0.8431	0.0104	1.2%	0.0086	1.0%	80%	False	False	159,117
10	0.8637	0.8417	0.0220	2.6%	0.0102	1.2%	44%	False	False	182,390
20	0.8637	0.8286	0.0351	4.1%	0.0098	1.2%	65%	False	False	201,633
40	0.8663	0.8219	0.0444	5.2%	0.0098	1.1%	66%	False	False	160,357
60	0.8844	0.8219	0.0625	7.3%	0.0091	1.1%	47%	False	False	107,573
80	0.9513	0.8219	0.1294	15.2%	0.0087	1.0%	23%	False	False	80,741
100	0.9513	0.8219	0.1294	15.2%	0.0080	0.9%	23%	False	False	64,628
120	0.9805	0.8219	0.1586	18.6%	0.0069	0.8%	19%	False	False	53,859

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8886
2.618	0.8749
1.618	0.8665
1.000	0.8613
0.618	0.8581
HIGH	0.8529
0.618	0.8497
0.500	0.8487
0.382	0.8477
LOW	0.8445
0.618	0.8393
1.000	0.8361
1.618	0.8309
2.618	0.8225
4.250	0.8088

Fisher Pivots for day following 30-Jan-2015
Pivot	1 day	3 day
R1	0.8505	0.8505
PP	0.8496	0.8496
S1	0.8487	0.8488

Download as Excel Spreadsheet

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

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