CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 09-Mar-2015

Day Change Summary
	Previous	Current
	06-Mar-2015	09-Mar-2015	Change	Change %	Previous Week
Open	0.8325	0.8278	-0.0047	-0.6%	0.8354
High	0.8342	0.8291	-0.0051	-0.6%	0.8378
Low	0.8245	0.8236	-0.0009	-0.1%	0.8245
Close	0.8286	0.8251	-0.0035	-0.4%	0.8286
Range	0.0097	0.0055	-0.0042	-43.3%	0.0133
ATR	0.0069	0.0068	-0.0001	-1.4%	0.0000
Volume	199,202	133,046	-66,156	-33.2%	610,765

Daily Pivots for day following 09-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8424	0.8393	0.8281
R3	0.8369	0.8338	0.8266
R2	0.8314	0.8314	0.8261
R1	0.8283	0.8283	0.8256	0.8271
PP	0.8259	0.8259	0.8259	0.8254
S1	0.8228	0.8228	0.8246	0.8216
S2	0.8204	0.8204	0.8241
S3	0.8149	0.8173	0.8236
S4	0.8094	0.8118	0.8221

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8702	0.8627	0.8359
R3	0.8569	0.8494	0.8323
R2	0.8436	0.8436	0.8310
R1	0.8361	0.8361	0.8298	0.8332
PP	0.8303	0.8303	0.8303	0.8289
S1	0.8228	0.8228	0.8274	0.8199
S2	0.8170	0.8170	0.8262
S3	0.8037	0.8095	0.8249
S4	0.7904	0.7962	0.8213

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8378	0.8236	0.0142	1.7%	0.0060	0.7%	11%	False	True	131,988
10	0.8431	0.8236	0.0195	2.4%	0.0056	0.7%	8%	False	True	120,056
20	0.8469	0.8236	0.0233	2.8%	0.0064	0.8%	6%	False	True	127,306
40	0.8637	0.8236	0.0401	4.9%	0.0081	1.0%	4%	False	True	162,019
60	0.8663	0.8236	0.0427	5.2%	0.0084	1.0%	4%	False	True	158,794
80	0.8734	0.8219	0.0515	6.2%	0.0084	1.0%	6%	False	False	122,141
100	0.9513	0.8219	0.1294	15.7%	0.0083	1.0%	2%	False	False	97,799
120	0.9513	0.8219	0.1294	15.7%	0.0079	1.0%	2%	False	False	81,533

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8525
2.618	0.8435
1.618	0.8380
1.000	0.8346
0.618	0.8325
HIGH	0.8291
0.618	0.8270
0.500	0.8264
0.382	0.8257
LOW	0.8236
0.618	0.8202
1.000	0.8181
1.618	0.8147
2.618	0.8092
4.250	0.8002

Fisher Pivots for day following 09-Mar-2015
Pivot	1 day	3 day
R1	0.8264	0.8298
PP	0.8259	0.8282
S1	0.8255	0.8267

Download as Excel Spreadsheet

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

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