CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 04-Feb-2015

Day Change Summary
	Previous	Current
	03-Feb-2015	04-Feb-2015	Change	Change %	Previous Week
Open	0.8501	0.8512	0.0011	0.1%	0.8502
High	0.8561	0.8546	-0.0015	-0.2%	0.8535
Low	0.8496	0.8478	-0.0018	-0.2%	0.8431
Close	0.8507	0.8525	0.0018	0.2%	0.8514
Range	0.0065	0.0068	0.0003	4.6%	0.0104
ATR	0.0091	0.0090	-0.0002	-1.8%	0.0000
Volume	177,997	136,177	-41,820	-23.5%	795,586

Daily Pivots for day following 04-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8720	0.8691	0.8562
R3	0.8652	0.8623	0.8544
R2	0.8584	0.8584	0.8537
R1	0.8555	0.8555	0.8531	0.8570
PP	0.8516	0.8516	0.8516	0.8524
S1	0.8487	0.8487	0.8519	0.8502
S2	0.8448	0.8448	0.8513
S3	0.8380	0.8419	0.8506
S4	0.8312	0.8351	0.8488

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%	0.0073	0.9%	70%	False	False	162,709
10	0.8561	0.8420	0.0141	1.7%	0.0082	1.0%	74%	False	False	159,533
20	0.8637	0.8340	0.0297	3.5%	0.0095	1.1%	62%	False	False	198,094
40	0.8663	0.8219	0.0444	5.2%	0.0097	1.1%	69%	False	False	170,772
60	0.8788	0.8219	0.0569	6.7%	0.0090	1.1%	54%	False	False	115,258
80	0.9513	0.8219	0.1294	15.2%	0.0087	1.0%	24%	False	False	86,532
100	0.9513	0.8219	0.1294	15.2%	0.0081	1.0%	24%	False	False	69,262
120	0.9790	0.8219	0.1571	18.4%	0.0070	0.8%	19%	False	False	57,722

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8835
2.618	0.8724
1.618	0.8656
1.000	0.8614
0.618	0.8588
HIGH	0.8546
0.618	0.8520
0.500	0.8512
0.382	0.8504
LOW	0.8478
0.618	0.8436
1.000	0.8410
1.618	0.8368
2.618	0.8300
4.250	0.8189

Fisher Pivots for day following 04-Feb-2015
Pivot	1 day	3 day
R1	0.8521	0.8523
PP	0.8516	0.8521
S1	0.8512	0.8520

Download as Excel Spreadsheet

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

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