CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 29-Dec-2014

Day Change Summary
	Previous	Current
	26-Dec-2014	29-Dec-2014	Change	Change %	Previous Week
Open	0.8327	0.8305	-0.0022	-0.3%	0.8386
High	0.8327	0.8331	0.0004	0.0%	0.8386
Low	0.8318	0.8298	-0.0020	-0.2%	0.8296
Close	0.8322	0.8298	-0.0024	-0.3%	0.8322
Range	0.0009	0.0033	0.0024	266.7%	0.0090
ATR	0.0072	0.0069	-0.0003	-3.9%	0.0000
Volume	55	7	-48	-87.3%	955

Daily Pivots for day following 29-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8408	0.8386	0.8316
R3	0.8375	0.8353	0.8307
R2	0.8342	0.8342	0.8304
R1	0.8320	0.8320	0.8301	0.8315
PP	0.8309	0.8309	0.8309	0.8306
S1	0.8287	0.8287	0.8295	0.8282
S2	0.8276	0.8276	0.8292
S3	0.8243	0.8254	0.8289
S4	0.8210	0.8221	0.8280

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	0.8386	0.8296	0.0090	1.1%	0.0029	0.4%	2%	False	False	192
10	0.8670	0.8296	0.0374	4.5%	0.0068	0.8%	1%	False	False	281
20	0.8670	0.8229	0.0441	5.3%	0.0078	0.9%	16%	False	False	179
40	0.9026	0.8229	0.0797	9.6%	0.0063	0.8%	9%	False	False	96
60	0.9489	0.8229	0.1260	15.2%	0.0048	0.6%	5%	False	False	66
80	0.9546	0.8229	0.1317	15.9%	0.0039	0.5%	5%	False	False	50
100	0.9831	0.8229	0.1602	19.3%	0.0033	0.4%	4%	False	False	41

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8471
2.618	0.8417
1.618	0.8384
1.000	0.8364
0.618	0.8351
HIGH	0.8331
0.618	0.8318
0.500	0.8315
0.382	0.8311
LOW	0.8298
0.618	0.8278
1.000	0.8265
1.618	0.8245
2.618	0.8212
4.250	0.8158

Fisher Pivots for day following 29-Dec-2014
Pivot	1 day	3 day
R1	0.8315	0.8315
PP	0.8309	0.8309
S1	0.8304	0.8304

Download as Excel Spreadsheet

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

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