CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 17-Feb-2015

Day Change Summary
	Previous	Current
	13-Feb-2015	17-Feb-2015	Change	Change %	Previous Week
Open	0.8397	0.8429	0.0032	0.4%	0.8400
High	0.8447	0.8469	0.0022	0.3%	0.8454
Low	0.8391	0.8376	-0.0015	-0.2%	0.8302
Close	0.8420	0.8385	-0.0035	-0.4%	0.8420
Range	0.0056	0.0093	0.0037	66.1%	0.0152
ATR	0.0089	0.0089	0.0000	0.4%	0.0000
Volume	110,037	152,592	42,555	38.7%	767,518

Daily Pivots for day following 17-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8689	0.8630	0.8436
R3	0.8596	0.8537	0.8411
R2	0.8503	0.8503	0.8402
R1	0.8444	0.8444	0.8394	0.8427
PP	0.8410	0.8410	0.8410	0.8402
S1	0.8351	0.8351	0.8376	0.8334
S2	0.8317	0.8317	0.8368
S3	0.8224	0.8258	0.8359
S4	0.8131	0.8165	0.8334

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	0.8469	0.8302	0.0167	2.0%	0.0090	1.1%	50%	True	False	158,631
10	0.8561	0.8302	0.0259	3.1%	0.0083	1.0%	32%	False	False	154,597
20	0.8561	0.8302	0.0259	3.1%	0.0088	1.1%	32%	False	False	163,598
40	0.8637	0.8282	0.0355	4.2%	0.0084	1.0%	29%	False	False	161,789
60	0.8663	0.8219	0.0444	5.3%	0.0091	1.1%	37%	False	False	135,643
80	0.9378	0.8219	0.1159	13.8%	0.0089	1.1%	14%	False	False	101,899
100	0.9513	0.8219	0.1294	15.4%	0.0085	1.0%	13%	False	False	81,566
120	0.9663	0.8219	0.1444	17.2%	0.0075	0.9%	11%	False	False	67,986

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8864
2.618	0.8712
1.618	0.8619
1.000	0.8562
0.618	0.8526
HIGH	0.8469
0.618	0.8433
0.500	0.8423
0.382	0.8412
LOW	0.8376
0.618	0.8319
1.000	0.8283
1.618	0.8226
2.618	0.8133
4.250	0.7981

Fisher Pivots for day following 17-Feb-2015
Pivot	1 day	3 day
R1	0.8423	0.8390
PP	0.8410	0.8388
S1	0.8398	0.8387

Download as Excel Spreadsheet

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

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