CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 31-Dec-2014

Day Change Summary
	Previous	Current
	30-Dec-2014	31-Dec-2014	Change	Change %	Previous Week
Open	0.8312	0.8367	0.0055	0.7%	0.8386
High	0.8425	0.8389	-0.0036	-0.4%	0.8386
Low	0.8312	0.8354	0.0042	0.5%	0.8296
Close	0.8380	0.8357	-0.0023	-0.3%	0.8322
Range	0.0113	0.0035	-0.0078	-69.0%	0.0090
ATR	0.0074	0.0071	-0.0003	-3.7%	0.0000
Volume	80	126	46	57.5%	955

Daily Pivots for day following 31-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8472	0.8449	0.8376
R3	0.8437	0.8414	0.8367
R2	0.8402	0.8402	0.8363
R1	0.8379	0.8379	0.8360	0.8373
PP	0.8367	0.8367	0.8367	0.8364
S1	0.8344	0.8344	0.8354	0.8338
S2	0.8332	0.8332	0.8351
S3	0.8297	0.8309	0.8347
S4	0.8262	0.8274	0.8338

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	0.8425	0.8298	0.0127	1.5%	0.0041	0.5%	46%	False	False	131
10	0.8600	0.8296	0.0304	3.6%	0.0056	0.7%	20%	False	False	288
20	0.8670	0.8229	0.0441	5.3%	0.0081	1.0%	29%	False	False	188
40	0.8861	0.8229	0.0632	7.6%	0.0061	0.7%	20%	False	False	101
60	0.9489	0.8229	0.1260	15.1%	0.0051	0.6%	10%	False	False	69
80	0.9489	0.8229	0.1260	15.1%	0.0041	0.5%	10%	False	False	52
100	0.9817	0.8229	0.1588	19.0%	0.0034	0.4%	8%	False	False	43

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8538
2.618	0.8481
1.618	0.8446
1.000	0.8424
0.618	0.8411
HIGH	0.8389
0.618	0.8376
0.500	0.8372
0.382	0.8367
LOW	0.8354
0.618	0.8332
1.000	0.8319
1.618	0.8297
2.618	0.8262
4.250	0.8205

Fisher Pivots for day following 31-Dec-2014
Pivot	1 day	3 day
R1	0.8372	0.8362
PP	0.8367	0.8360
S1	0.8362	0.8359

Download as Excel Spreadsheet

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

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