CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 24-Feb-2015

Day Change Summary
	Previous	Current
	23-Feb-2015	24-Feb-2015	Change	Change %	Previous Week
Open	0.8398	0.8419	0.0021	0.3%	0.8429
High	0.8424	0.8422	-0.0002	0.0%	0.8469
Low	0.8381	0.8345	-0.0036	-0.4%	0.8376
Close	0.8413	0.8413	0.0000	0.0%	0.8401
Range	0.0043	0.0077	0.0034	79.1%	0.0093
ATR	0.0080	0.0080	0.0000	-0.3%	0.0000
Volume	74,644	153,073	78,429	105.1%	503,396

Daily Pivots for day following 24-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8624	0.8596	0.8455
R3	0.8547	0.8519	0.8434
R2	0.8470	0.8470	0.8427
R1	0.8442	0.8442	0.8420	0.8418
PP	0.8393	0.8393	0.8393	0.8381
S1	0.8365	0.8365	0.8406	0.8341
S2	0.8316	0.8316	0.8399
S3	0.8239	0.8288	0.8392
S4	0.8162	0.8211	0.8371

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	0.8455	0.8345	0.0110	1.3%	0.0060	0.7%	62%	False	True	115,704
10	0.8469	0.8302	0.0167	2.0%	0.0075	0.9%	66%	False	False	137,167
20	0.8561	0.8302	0.0259	3.1%	0.0077	0.9%	43%	False	False	147,531
40	0.8637	0.8286	0.0351	4.2%	0.0085	1.0%	36%	False	False	164,364
60	0.8663	0.8219	0.0444	5.3%	0.0090	1.1%	44%	False	False	145,113
80	0.9270	0.8219	0.1051	12.5%	0.0089	1.1%	18%	False	False	109,124
100	0.9513	0.8219	0.1294	15.4%	0.0085	1.0%	15%	False	False	87,340
120	0.9555	0.8219	0.1336	15.9%	0.0077	0.9%	15%	False	False	72,807

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8749
2.618	0.8624
1.618	0.8547
1.000	0.8499
0.618	0.8470
HIGH	0.8422
0.618	0.8393
0.500	0.8384
0.382	0.8374
LOW	0.8345
0.618	0.8297
1.000	0.8268
1.618	0.8220
2.618	0.8143
4.250	0.8018

Fisher Pivots for day following 24-Feb-2015
Pivot	1 day	3 day
R1	0.8403	0.8409
PP	0.8393	0.8404
S1	0.8384	0.8400

Download as Excel Spreadsheet

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

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