CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 12-Mar-2015

Day Change Summary
	Previous	Current
	11-Mar-2015	12-Mar-2015	Change	Change %	Previous Week
Open	0.8250	0.8233	-0.0017	-0.2%	0.8354
High	0.8275	0.8288	0.0013	0.2%	0.8378
Low	0.8222	0.8219	-0.0003	0.0%	0.8245
Close	0.8230	0.8241	0.0011	0.1%	0.8286
Range	0.0053	0.0069	0.0016	30.2%	0.0133
ATR	0.0067	0.0067	0.0000	0.2%	0.0000
Volume	178,256	163,348	-14,908	-8.4%	610,765

Daily Pivots for day following 12-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8456	0.8418	0.8279
R3	0.8387	0.8349	0.8260
R2	0.8318	0.8318	0.8254
R1	0.8280	0.8280	0.8247	0.8299
PP	0.8249	0.8249	0.8249	0.8259
S1	0.8211	0.8211	0.8235	0.8230
S2	0.8180	0.8180	0.8228
S3	0.8111	0.8142	0.8222
S4	0.8042	0.8073	0.8203

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	0.8342	0.8195	0.0147	1.8%	0.0070	0.8%	31%	False	False	176,261
10	0.8396	0.8195	0.0201	2.4%	0.0059	0.7%	23%	False	False	139,796
20	0.8469	0.8195	0.0274	3.3%	0.0063	0.8%	17%	False	False	134,527
40	0.8637	0.8195	0.0442	5.4%	0.0079	1.0%	10%	False	False	158,114
60	0.8663	0.8195	0.0468	5.7%	0.0080	1.0%	10%	False	False	159,752
80	0.8670	0.8195	0.0475	5.8%	0.0084	1.0%	10%	False	False	128,970
100	0.9428	0.8195	0.1233	15.0%	0.0082	1.0%	4%	False	False	103,284
120	0.9513	0.8195	0.1318	16.0%	0.0080	1.0%	3%	False	False	86,103

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

Fibonacci Retracements and Extensions
4.250	0.8581
2.618	0.8469
1.618	0.8400
1.000	0.8357
0.618	0.8331
HIGH	0.8288
0.618	0.8262
0.500	0.8254
0.382	0.8245
LOW	0.8219
0.618	0.8176
1.000	0.8150
1.618	0.8107
2.618	0.8038
4.250	0.7926

Fisher Pivots for day following 12-Mar-2015
Pivot	1 day	3 day
R1	0.8254	0.8242
PP	0.8249	0.8241
S1	0.8245	0.8241

Download as Excel Spreadsheet

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

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