CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 23-Oct-2014

Day Change Summary
	Previous	Current
	22-Oct-2014	23-Oct-2014	Change	Change %	Previous Week
Open	0.9350	0.9335	-0.0015	-0.2%	0.9330
High	0.9355	0.9335	-0.0020	-0.2%	0.9489
Low	0.9350	0.9259	-0.0091	-1.0%	0.9330
Close	0.9355	0.9266	-0.0089	-1.0%	0.9399
Range	0.0005	0.0076	0.0071	1,420.0%	0.0159
ATR	0.0041	0.0045	0.0004	9.6%	0.0000
Volume	2	7	5	250.0%	17

Daily Pivots for day following 23-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9515	0.9466	0.9308
R3	0.9439	0.9390	0.9287
R2	0.9363	0.9363	0.9280
R1	0.9314	0.9314	0.9273	0.9301
PP	0.9287	0.9287	0.9287	0.9280
S1	0.9238	0.9238	0.9259	0.9225
S2	0.9211	0.9211	0.9252
S3	0.9135	0.9162	0.9245
S4	0.9059	0.9086	0.9224

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9883	0.9800	0.9486
R3	0.9724	0.9641	0.9443
R2	0.9565	0.9565	0.9428
R1	0.9482	0.9482	0.9414	0.9524
PP	0.9406	0.9406	0.9406	0.9427
S1	0.9323	0.9323	0.9384	0.9365
S2	0.9247	0.9247	0.9370
S3	0.9088	0.9164	0.9355
S4	0.8929	0.9005	0.9312

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9401	0.9259	0.0142	1.5%	0.0020	0.2%	5%	False	True	3
10	0.9489	0.9259	0.0230	2.5%	0.0026	0.3%	3%	False	True	3
20	0.9489	0.9128	0.0361	3.9%	0.0024	0.3%	38%	False	False	2
40	0.9674	0.9128	0.0546	5.9%	0.0016	0.2%	25%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9658
2.618	0.9534
1.618	0.9458
1.000	0.9411
0.618	0.9382
HIGH	0.9335
0.618	0.9306
0.500	0.9297
0.382	0.9288
LOW	0.9259
0.618	0.9212
1.000	0.9183
1.618	0.9136
2.618	0.9060
4.250	0.8936

Fisher Pivots for day following 23-Oct-2014
Pivot	1 day	3 day
R1	0.9297	0.9330
PP	0.9287	0.9309
S1	0.9276	0.9287

Download as Excel Spreadsheet

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

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