CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 02-Feb-2015

Day Change Summary
	Previous	Current
	30-Jan-2015	02-Feb-2015	Change	Change %	Previous Week
Open	0.8454	0.8539	0.0085	1.0%	0.8502
High	0.8529	0.8549	0.0020	0.2%	0.8535
Low	0.8445	0.8486	0.0041	0.5%	0.8431
Close	0.8514	0.8534	0.0020	0.2%	0.8514
Range	0.0084	0.0063	-0.0021	-25.0%	0.0104
ATR	0.0096	0.0093	-0.0002	-2.4%	0.0000
Volume	175,635	149,463	-26,172	-14.9%	795,586

Daily Pivots for day following 02-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8712	0.8686	0.8569
R3	0.8649	0.8623	0.8551
R2	0.8586	0.8586	0.8546
R1	0.8560	0.8560	0.8540	0.8542
PP	0.8523	0.8523	0.8523	0.8514
S1	0.8497	0.8497	0.8528	0.8479
S2	0.8460	0.8460	0.8522
S3	0.8397	0.8434	0.8517
S4	0.8334	0.8371	0.8499

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	0.8549	0.8431	0.0118	1.4%	0.0080	0.9%	87%	True	False	165,228
10	0.8558	0.8417	0.0141	1.7%	0.0094	1.1%	83%	False	False	172,598
20	0.8637	0.8293	0.0344	4.0%	0.0098	1.2%	70%	False	False	204,034
40	0.8663	0.8219	0.0444	5.2%	0.0098	1.2%	71%	False	False	163,905
60	0.8829	0.8219	0.0610	7.1%	0.0091	1.1%	52%	False	False	110,052
80	0.9513	0.8219	0.1294	15.2%	0.0087	1.0%	24%	False	False	82,607
100	0.9513	0.8219	0.1294	15.2%	0.0080	0.9%	24%	False	False	66,123
120	0.9803	0.8219	0.1584	18.6%	0.0069	0.8%	20%	False	False	55,104

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	0.0021
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.8817
2.618	0.8714
1.618	0.8651
1.000	0.8612
0.618	0.8588
HIGH	0.8549
0.618	0.8525
0.500	0.8518
0.382	0.8510
LOW	0.8486
0.618	0.8447
1.000	0.8423
1.618	0.8384
2.618	0.8321
4.250	0.8218

Fisher Pivots for day following 02-Feb-2015
Pivot	1 day	3 day
R1	0.8529	0.8521
PP	0.8523	0.8508
S1	0.8518	0.8495

Download as Excel Spreadsheet

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

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