CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 05-Feb-2015

Day Change Summary
	Previous	Current
	04-Feb-2015	05-Feb-2015	Change	Change %	Previous Week
Open	0.8512	0.8528	0.0016	0.2%	0.8502
High	0.8546	0.8549	0.0003	0.0%	0.8535
Low	0.8478	0.8507	0.0029	0.3%	0.8431
Close	0.8525	0.8508	-0.0017	-0.2%	0.8514
Range	0.0068	0.0042	-0.0026	-38.2%	0.0104
ATR	0.0090	0.0086	-0.0003	-3.8%	0.0000
Volume	136,177	107,816	-28,361	-20.8%	795,586

Daily Pivots for day following 05-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8647	0.8620	0.8531
R3	0.8605	0.8578	0.8520
R2	0.8563	0.8563	0.8516
R1	0.8536	0.8536	0.8512	0.8529
PP	0.8521	0.8521	0.8521	0.8518
S1	0.8494	0.8494	0.8504	0.8487
S2	0.8479	0.8479	0.8500
S3	0.8437	0.8452	0.8496
S4	0.8395	0.8410	0.8485

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	0.8445	0.0116	1.4%	0.0064	0.8%	54%	False	False	149,417
10	0.8561	0.8420	0.0141	1.7%	0.0076	0.9%	62%	False	False	153,876
20	0.8637	0.8340	0.0297	3.5%	0.0093	1.1%	57%	False	False	193,803
40	0.8663	0.8275	0.0388	4.6%	0.0095	1.1%	60%	False	False	171,923
60	0.8788	0.8219	0.0569	6.7%	0.0089	1.0%	51%	False	False	117,037
80	0.9513	0.8219	0.1294	15.2%	0.0087	1.0%	22%	False	False	87,875
100	0.9513	0.8219	0.1294	15.2%	0.0081	1.0%	22%	False	False	70,340
120	0.9790	0.8219	0.1571	18.5%	0.0071	0.8%	18%	False	False	58,620

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	0.8728
2.618	0.8659
1.618	0.8617
1.000	0.8591
0.618	0.8575
HIGH	0.8549
0.618	0.8533
0.500	0.8528
0.382	0.8523
LOW	0.8507
0.618	0.8481
1.000	0.8465
1.618	0.8439
2.618	0.8397
4.250	0.8329

Fisher Pivots for day following 05-Feb-2015
Pivot	1 day	3 day
R1	0.8528	0.8520
PP	0.8521	0.8516
S1	0.8515	0.8512

Download as Excel Spreadsheet

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

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