CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 26-Dec-2014

Day Change Summary
	Previous	Current
	24-Dec-2014	26-Dec-2014	Change	Change %	Previous Week
Open	0.8310	0.8327	0.0017	0.2%	0.8386
High	0.8323	0.8327	0.0004	0.0%	0.8386
Low	0.8310	0.8318	0.0008	0.1%	0.8296
Close	0.8317	0.8322	0.0005	0.1%	0.8322
Range	0.0013	0.0009	-0.0004	-30.8%	0.0090
ATR	0.0077	0.0072	-0.0005	-6.2%	0.0000
Volume	391	55	-336	-85.9%	955

Daily Pivots for day following 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8349	0.8345	0.8327
R3	0.8340	0.8336	0.8324
R2	0.8331	0.8331	0.8324
R1	0.8327	0.8327	0.8323	0.8325
PP	0.8322	0.8322	0.8322	0.8321
S1	0.8318	0.8318	0.8321	0.8316
S2	0.8313	0.8313	0.8320
S3	0.8304	0.8309	0.8320
S4	0.8295	0.8300	0.8317

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8605	0.8553	0.8372
R3	0.8515	0.8463	0.8347
R2	0.8425	0.8425	0.8339
R1	0.8373	0.8373	0.8330	0.8354
PP	0.8335	0.8335	0.8335	0.8325
S1	0.8283	0.8283	0.8314	0.8264
S2	0.8245	0.8245	0.8306
S3	0.8155	0.8193	0.8297
S4	0.8065	0.8103	0.8273

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8427	0.8296	0.0131	1.6%	0.0033	0.4%	20%	False	False	199
10	0.8670	0.8296	0.0374	4.5%	0.0069	0.8%	7%	False	False	283
20	0.8670	0.8229	0.0441	5.3%	0.0081	1.0%	21%	False	False	183
40	0.9190	0.8229	0.0961	11.5%	0.0062	0.7%	10%	False	False	97
60	0.9489	0.8229	0.1260	15.1%	0.0048	0.6%	7%	False	False	65
80	0.9553	0.8229	0.1324	15.9%	0.0039	0.5%	7%	False	False	50
100	0.9849	0.8229	0.1620	19.5%	0.0033	0.4%	6%	False	False	41

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	0.8365
2.618	0.8351
1.618	0.8342
1.000	0.8336
0.618	0.8333
HIGH	0.8327
0.618	0.8324
0.500	0.8323
0.382	0.8321
LOW	0.8318
0.618	0.8312
1.000	0.8309
1.618	0.8303
2.618	0.8294
4.250	0.8280

Fisher Pivots for day following 26-Dec-2014
Pivot	1 day	3 day
R1	0.8323	0.8321
PP	0.8322	0.8321
S1	0.8322	0.8320

Download as Excel Spreadsheet

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

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