CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 03-Feb-2015

Day Change Summary
	Previous	Current
	02-Feb-2015	03-Feb-2015	Change	Change %	Previous Week
Open	0.8539	0.8501	-0.0038	-0.4%	0.8502
High	0.8549	0.8561	0.0012	0.1%	0.8535
Low	0.8486	0.8496	0.0010	0.1%	0.8431
Close	0.8534	0.8507	-0.0027	-0.3%	0.8514
Range	0.0063	0.0065	0.0002	3.2%	0.0104
ATR	0.0093	0.0091	-0.0002	-2.2%	0.0000
Volume	149,463	177,997	28,534	19.1%	795,586

Daily Pivots for day following 03-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8716	0.8677	0.8543
R3	0.8651	0.8612	0.8525
R2	0.8586	0.8586	0.8519
R1	0.8547	0.8547	0.8513	0.8567
PP	0.8521	0.8521	0.8521	0.8531
S1	0.8482	0.8482	0.8501	0.8502
S2	0.8456	0.8456	0.8495
S3	0.8391	0.8417	0.8489
S4	0.8326	0.8352	0.8471

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	0.8561	0.8440	0.0121	1.4%	0.0074	0.9%	55%	True	False	166,617
10	0.8561	0.8420	0.0141	1.7%	0.0086	1.0%	62%	True	False	167,317
20	0.8637	0.8340	0.0297	3.5%	0.0097	1.1%	56%	False	False	204,659
40	0.8663	0.8219	0.0444	5.2%	0.0098	1.2%	65%	False	False	168,070
60	0.8788	0.8219	0.0569	6.7%	0.0091	1.1%	51%	False	False	113,002
80	0.9513	0.8219	0.1294	15.2%	0.0087	1.0%	22%	False	False	84,831
100	0.9513	0.8219	0.1294	15.2%	0.0080	0.9%	22%	False	False	67,903
120	0.9790	0.8219	0.1571	18.5%	0.0070	0.8%	18%	False	False	56,587

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8837
2.618	0.8731
1.618	0.8666
1.000	0.8626
0.618	0.8601
HIGH	0.8561
0.618	0.8536
0.500	0.8529
0.382	0.8521
LOW	0.8496
0.618	0.8456
1.000	0.8431
1.618	0.8391
2.618	0.8326
4.250	0.8220

Fisher Pivots for day following 03-Feb-2015
Pivot	1 day	3 day
R1	0.8529	0.8506
PP	0.8521	0.8504
S1	0.8514	0.8503

Download as Excel Spreadsheet

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

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