CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 20-Feb-2015

Day Change Summary
	Previous	Current
	19-Feb-2015	20-Feb-2015	Change	Change %	Previous Week
Open	0.8424	0.8403	-0.0021	-0.2%	0.8429
High	0.8447	0.8455	0.0008	0.1%	0.8469
Low	0.8392	0.8391	-0.0001	0.0%	0.8376
Close	0.8406	0.8401	-0.0005	-0.1%	0.8401
Range	0.0055	0.0064	0.0009	16.4%	0.0093
ATR	0.0085	0.0083	-0.0001	-1.7%	0.0000
Volume	98,370	120,421	22,051	22.4%	503,396

Daily Pivots for day following 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8608	0.8568	0.8436
R3	0.8544	0.8504	0.8419
R2	0.8480	0.8480	0.8413
R1	0.8440	0.8440	0.8407	0.8428
PP	0.8416	0.8416	0.8416	0.8410
S1	0.8376	0.8376	0.8395	0.8364
S2	0.8352	0.8352	0.8389
S3	0.8288	0.8312	0.8383
S4	0.8224	0.8248	0.8366

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8694	0.8641	0.8452
R3	0.8601	0.8548	0.8427
R2	0.8508	0.8508	0.8418
R1	0.8455	0.8455	0.8410	0.8435
PP	0.8415	0.8415	0.8415	0.8406
S1	0.8362	0.8362	0.8392	0.8342
S2	0.8322	0.8322	0.8384
S3	0.8229	0.8269	0.8375
S4	0.8136	0.8176	0.8350

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8469	0.8376	0.0093	1.1%	0.0066	0.8%	27%	False	False	122,686
10	0.8538	0.8302	0.0236	2.8%	0.0084	1.0%	42%	False	False	147,479
20	0.8561	0.8302	0.0259	3.1%	0.0080	0.9%	38%	False	False	150,677
40	0.8637	0.8282	0.0355	4.2%	0.0084	1.0%	34%	False	False	160,945
60	0.8663	0.8219	0.0444	5.3%	0.0090	1.1%	41%	False	False	141,385
80	0.9305	0.8219	0.1086	12.9%	0.0089	1.1%	17%	False	False	106,281
100	0.9513	0.8219	0.1294	15.4%	0.0085	1.0%	14%	False	False	85,072
120	0.9621	0.8219	0.1402	16.7%	0.0076	0.9%	13%	False	False	70,909

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8727
2.618	0.8623
1.618	0.8559
1.000	0.8519
0.618	0.8495
HIGH	0.8455
0.618	0.8431
0.500	0.8423
0.382	0.8415
LOW	0.8391
0.618	0.8351
1.000	0.8327
1.618	0.8287
2.618	0.8223
4.250	0.8119

Fisher Pivots for day following 20-Feb-2015
Pivot	1 day	3 day
R1	0.8423	0.8416
PP	0.8416	0.8411
S1	0.8408	0.8406

Download as Excel Spreadsheet

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

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