CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 18-Feb-2015

Day Change Summary
	Previous	Current
	17-Feb-2015	18-Feb-2015	Change	Change %	Previous Week
Open	0.8429	0.8391	-0.0038	-0.5%	0.8400
High	0.8469	0.8438	-0.0031	-0.4%	0.8454
Low	0.8376	0.8376	0.0000	0.0%	0.8302
Close	0.8385	0.8422	0.0037	0.4%	0.8420
Range	0.0093	0.0062	-0.0031	-33.3%	0.0152
ATR	0.0089	0.0087	-0.0002	-2.2%	0.0000
Volume	152,592	132,013	-20,579	-13.5%	767,518

Daily Pivots for day following 18-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8598	0.8572	0.8456
R3	0.8536	0.8510	0.8439
R2	0.8474	0.8474	0.8433
R1	0.8448	0.8448	0.8428	0.8461
PP	0.8412	0.8412	0.8412	0.8419
S1	0.8386	0.8386	0.8416	0.8399
S2	0.8350	0.8350	0.8411
S3	0.8288	0.8324	0.8405
S4	0.8226	0.8262	0.8388

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%	0.0085	1.0%	72%	False	False	156,445
10	0.8549	0.8302	0.0247	2.9%	0.0083	1.0%	49%	False	False	149,999
20	0.8561	0.8302	0.0259	3.1%	0.0085	1.0%	46%	False	False	158,658
40	0.8637	0.8282	0.0355	4.2%	0.0084	1.0%	39%	False	False	160,539
60	0.8663	0.8219	0.0444	5.3%	0.0091	1.1%	46%	False	False	137,818
80	0.9345	0.8219	0.1126	13.4%	0.0089	1.1%	18%	False	False	103,548
100	0.9513	0.8219	0.1294	15.4%	0.0085	1.0%	16%	False	False	82,886
120	0.9663	0.8219	0.1444	17.1%	0.0076	0.9%	14%	False	False	69,086

Crabel Price Patterns
NR	True
NR4	False
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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8702
2.618	0.8600
1.618	0.8538
1.000	0.8500
0.618	0.8476
HIGH	0.8438
0.618	0.8414
0.500	0.8407
0.382	0.8400
LOW	0.8376
0.618	0.8338
1.000	0.8314
1.618	0.8276
2.618	0.8214
4.250	0.8113

Fisher Pivots for day following 18-Feb-2015
Pivot	1 day	3 day
R1	0.8417	0.8423
PP	0.8412	0.8422
S1	0.8407	0.8422

Download as Excel Spreadsheet

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

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