CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 25-Feb-2015

Day Change Summary
	Previous	Current
	24-Feb-2015	25-Feb-2015	Change	Change %	Previous Week
Open	0.8419	0.8406	-0.0013	-0.2%	0.8429
High	0.8422	0.8431	0.0009	0.1%	0.8469
Low	0.8345	0.8400	0.0055	0.7%	0.8376
Close	0.8413	0.8416	0.0003	0.0%	0.8401
Range	0.0077	0.0031	-0.0046	-59.7%	0.0093
ATR	0.0080	0.0077	-0.0004	-4.4%	0.0000
Volume	153,073	80,944	-72,129	-47.1%	503,396

Daily Pivots for day following 25-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8509	0.8493	0.8433
R3	0.8478	0.8462	0.8425
R2	0.8447	0.8447	0.8422
R1	0.8431	0.8431	0.8419	0.8439
PP	0.8416	0.8416	0.8416	0.8420
S1	0.8400	0.8400	0.8413	0.8408
S2	0.8385	0.8385	0.8410
S3	0.8354	0.8369	0.8407
S4	0.8323	0.8338	0.8399

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%	0.0054	0.6%	65%	False	False	105,490
10	0.8469	0.8302	0.0167	2.0%	0.0070	0.8%	68%	False	False	130,968
20	0.8561	0.8302	0.0259	3.1%	0.0073	0.9%	44%	False	False	143,026
40	0.8637	0.8286	0.0351	4.2%	0.0085	1.0%	37%	False	False	165,842
60	0.8663	0.8219	0.0444	5.3%	0.0090	1.1%	44%	False	False	146,437
80	0.9198	0.8219	0.0979	11.6%	0.0089	1.1%	20%	False	False	110,135
100	0.9513	0.8219	0.1294	15.4%	0.0084	1.0%	15%	False	False	88,148
120	0.9548	0.8219	0.1329	15.8%	0.0077	0.9%	15%	False	False	73,481

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	0.8563
2.618	0.8512
1.618	0.8481
1.000	0.8462
0.618	0.8450
HIGH	0.8431
0.618	0.8419
0.500	0.8416
0.382	0.8412
LOW	0.8400
0.618	0.8381
1.000	0.8369
1.618	0.8350
2.618	0.8319
4.250	0.8268

Fisher Pivots for day following 25-Feb-2015
Pivot	1 day	3 day
R1	0.8416	0.8407
PP	0.8416	0.8397
S1	0.8416	0.8388

Download as Excel Spreadsheet

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

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