CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 02-Mar-2015

Day Change Summary
	Previous	Current
	27-Feb-2015	02-Mar-2015	Change	Change %	Previous Week
Open	0.8376	0.8354	-0.0022	-0.3%	0.8398
High	0.8396	0.8358	-0.0038	-0.5%	0.8431
Low	0.8348	0.8320	-0.0028	-0.3%	0.8345
Close	0.8354	0.8323	-0.0031	-0.4%	0.8354
Range	0.0048	0.0038	-0.0010	-20.8%	0.0086
ATR	0.0073	0.0071	-0.0003	-3.4%	0.0000
Volume	105,091	83,869	-21,222	-20.2%	531,401

Daily Pivots for day following 02-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8448	0.8423	0.8344
R3	0.8410	0.8385	0.8333
R2	0.8372	0.8372	0.8330
R1	0.8347	0.8347	0.8326	0.8341
PP	0.8334	0.8334	0.8334	0.8330
S1	0.8309	0.8309	0.8320	0.8303
S2	0.8296	0.8296	0.8316
S3	0.8258	0.8271	0.8313
S4	0.8220	0.8233	0.8302

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8635	0.8580	0.8401
R3	0.8549	0.8494	0.8378
R2	0.8463	0.8463	0.8370
R1	0.8408	0.8408	0.8362	0.8393
PP	0.8377	0.8377	0.8377	0.8369
S1	0.8322	0.8322	0.8346	0.8307
S2	0.8291	0.8291	0.8338
S3	0.8205	0.8236	0.8330
S4	0.8119	0.8150	0.8307

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8431	0.8320	0.0111	1.3%	0.0051	0.6%	3%	False	True	108,125
10	0.8469	0.8320	0.0149	1.8%	0.0057	0.7%	2%	False	True	111,866
20	0.8561	0.8302	0.0259	3.1%	0.0068	0.8%	8%	False	False	133,075
40	0.8637	0.8286	0.0351	4.2%	0.0083	1.0%	11%	False	False	167,354
60	0.8663	0.8219	0.0444	5.3%	0.0088	1.1%	23%	False	False	151,263
80	0.8844	0.8219	0.0625	7.5%	0.0085	1.0%	17%	False	False	113,949
100	0.9513	0.8219	0.1294	15.5%	0.0083	1.0%	8%	False	False	91,207
120	0.9513	0.8219	0.1294	15.5%	0.0078	0.9%	8%	False	False	76,036

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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8520
2.618	0.8457
1.618	0.8419
1.000	0.8396
0.618	0.8381
HIGH	0.8358
0.618	0.8343
0.500	0.8339
0.382	0.8335
LOW	0.8320
0.618	0.8297
1.000	0.8282
1.618	0.8259
2.618	0.8221
4.250	0.8159

Fisher Pivots for day following 02-Mar-2015
Pivot	1 day	3 day
R1	0.8339	0.8374
PP	0.8334	0.8357
S1	0.8328	0.8340

Download as Excel Spreadsheet

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

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