CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 19-Feb-2015

Day Change Summary
	Previous	Current
	18-Feb-2015	19-Feb-2015	Change	Change %	Previous Week
Open	0.8391	0.8424	0.0033	0.4%	0.8400
High	0.8438	0.8447	0.0009	0.1%	0.8454
Low	0.8376	0.8392	0.0016	0.2%	0.8302
Close	0.8422	0.8406	-0.0016	-0.2%	0.8420
Range	0.0062	0.0055	-0.0007	-11.3%	0.0152
ATR	0.0087	0.0085	-0.0002	-2.6%	0.0000
Volume	132,013	98,370	-33,643	-25.5%	767,518

Daily Pivots for day following 19-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8580	0.8548	0.8436
R3	0.8525	0.8493	0.8421
R2	0.8470	0.8470	0.8416
R1	0.8438	0.8438	0.8411	0.8427
PP	0.8415	0.8415	0.8415	0.8409
S1	0.8383	0.8383	0.8401	0.8372
S2	0.8360	0.8360	0.8396
S3	0.8305	0.8328	0.8391
S4	0.8250	0.8273	0.8376

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	0.8310	0.0159	1.9%	0.0079	0.9%	60%	False	False	149,171
10	0.8549	0.8302	0.0247	2.9%	0.0081	1.0%	42%	False	False	146,218
20	0.8561	0.8302	0.0259	3.1%	0.0082	1.0%	40%	False	False	152,875
40	0.8637	0.8282	0.0355	4.2%	0.0084	1.0%	35%	False	False	159,633
60	0.8663	0.8219	0.0444	5.3%	0.0091	1.1%	42%	False	False	139,427
80	0.9305	0.8219	0.1086	12.9%	0.0089	1.1%	17%	False	False	104,777
100	0.9513	0.8219	0.1294	15.4%	0.0085	1.0%	14%	False	False	83,868
120	0.9663	0.8219	0.1444	17.2%	0.0076	0.9%	13%	False	False	69,906

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8681
2.618	0.8591
1.618	0.8536
1.000	0.8502
0.618	0.8481
HIGH	0.8447
0.618	0.8426
0.500	0.8420
0.382	0.8413
LOW	0.8392
0.618	0.8358
1.000	0.8337
1.618	0.8303
2.618	0.8248
4.250	0.8158

Fisher Pivots for day following 19-Feb-2015
Pivot	1 day	3 day
R1	0.8420	0.8423
PP	0.8415	0.8417
S1	0.8411	0.8412

Download as Excel Spreadsheet

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

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