CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 13-Feb-2015

Day Change Summary
	Previous	Current
	12-Feb-2015	13-Feb-2015	Change	Change %	Previous Week
Open	0.8313	0.8397	0.0084	1.0%	0.8400
High	0.8441	0.8447	0.0006	0.1%	0.8454
Low	0.8310	0.8391	0.0081	1.0%	0.8302
Close	0.8414	0.8420	0.0006	0.1%	0.8420
Range	0.0131	0.0056	-0.0075	-57.3%	0.0152
ATR	0.0091	0.0089	-0.0003	-2.7%	0.0000
Volume	252,845	110,037	-142,808	-56.5%	767,518

Daily Pivots for day following 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8587	0.8560	0.8451
R3	0.8531	0.8504	0.8435
R2	0.8475	0.8475	0.8430
R1	0.8448	0.8448	0.8425	0.8462
PP	0.8419	0.8419	0.8419	0.8426
S1	0.8392	0.8392	0.8415	0.8406
S2	0.8363	0.8363	0.8410
S3	0.8307	0.8336	0.8405
S4	0.8251	0.8280	0.8389

Weekly Pivots for week ending 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8848	0.8786	0.8504
R3	0.8696	0.8634	0.8462
R2	0.8544	0.8544	0.8448
R1	0.8482	0.8482	0.8434	0.8513
PP	0.8392	0.8392	0.8392	0.8408
S1	0.8330	0.8330	0.8406	0.8361
S2	0.8240	0.8240	0.8392
S3	0.8088	0.8178	0.8378
S4	0.7936	0.8026	0.8336

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8454	0.8302	0.0152	1.8%	0.0083	1.0%	78%	False	False	153,503
10	0.8561	0.8302	0.0259	3.1%	0.0080	0.9%	46%	False	False	154,284
20	0.8637	0.8302	0.0335	4.0%	0.0091	1.1%	35%	False	False	168,337
40	0.8637	0.8282	0.0355	4.2%	0.0087	1.0%	39%	False	False	164,714
60	0.8663	0.8219	0.0444	5.3%	0.0091	1.1%	45%	False	False	133,132
80	0.9418	0.8219	0.1199	14.2%	0.0088	1.1%	17%	False	False	100,001
100	0.9513	0.8219	0.1294	15.4%	0.0084	1.0%	16%	False	False	80,041
120	0.9663	0.8219	0.1444	17.1%	0.0074	0.9%	14%	False	False	66,714

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8685
2.618	0.8594
1.618	0.8538
1.000	0.8503
0.618	0.8482
HIGH	0.8447
0.618	0.8426
0.500	0.8419
0.382	0.8412
LOW	0.8391
0.618	0.8356
1.000	0.8335
1.618	0.8300
2.618	0.8244
4.250	0.8153

Fisher Pivots for day following 13-Feb-2015
Pivot	1 day	3 day
R1	0.8420	0.8405
PP	0.8419	0.8390
S1	0.8419	0.8375

Download as Excel Spreadsheet

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

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