CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 10-Mar-2015

Day Change Summary
	Previous	Current
	09-Mar-2015	10-Mar-2015	Change	Change %	Previous Week
Open	0.8278	0.8250	-0.0028	-0.3%	0.8354
High	0.8291	0.8271	-0.0020	-0.2%	0.8378
Low	0.8236	0.8195	-0.0041	-0.5%	0.8245
Close	0.8251	0.8258	0.0007	0.1%	0.8286
Range	0.0055	0.0076	0.0021	38.2%	0.0133
ATR	0.0068	0.0068	0.0001	0.9%	0.0000
Volume	133,046	207,455	74,409	55.9%	610,765

Daily Pivots for day following 10-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8469	0.8440	0.8300
R3	0.8393	0.8364	0.8279
R2	0.8317	0.8317	0.8272
R1	0.8288	0.8288	0.8265	0.8303
PP	0.8241	0.8241	0.8241	0.8249
S1	0.8212	0.8212	0.8251	0.8227
S2	0.8165	0.8165	0.8244
S3	0.8089	0.8136	0.8237
S4	0.8013	0.8060	0.8216

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	0.8371	0.8195	0.0176	2.1%	0.0063	0.8%	36%	False	True	151,562
10	0.8431	0.8195	0.0236	2.9%	0.0055	0.7%	27%	False	True	125,495
20	0.8469	0.8195	0.0274	3.3%	0.0065	0.8%	23%	False	True	131,331
40	0.8637	0.8195	0.0442	5.4%	0.0080	1.0%	14%	False	True	160,725
60	0.8663	0.8195	0.0468	5.7%	0.0082	1.0%	13%	False	True	160,627
80	0.8713	0.8195	0.0518	6.3%	0.0083	1.0%	12%	False	True	124,729
100	0.9513	0.8195	0.1318	16.0%	0.0084	1.0%	5%	False	True	99,872
120	0.9513	0.8195	0.1318	16.0%	0.0080	1.0%	5%	False	True	83,262

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8594
2.618	0.8470
1.618	0.8394
1.000	0.8347
0.618	0.8318
HIGH	0.8271
0.618	0.8242
0.500	0.8233
0.382	0.8224
LOW	0.8195
0.618	0.8148
1.000	0.8119
1.618	0.8072
2.618	0.7996
4.250	0.7872

Fisher Pivots for day following 10-Mar-2015
Pivot	1 day	3 day
R1	0.8250	0.8269
PP	0.8241	0.8265
S1	0.8233	0.8262

Download as Excel Spreadsheet

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

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