CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 05-Jan-2015

Day Change Summary
	Previous	Current
	02-Jan-2015	05-Jan-2015	Change	Change %	Previous Week
Open	0.8333	0.8306	-0.0027	-0.3%	0.8305
High	0.8357	0.8388	0.0031	0.4%	0.8425
Low	0.8295	0.8304	0.0009	0.1%	0.8295
Close	0.8319	0.8380	0.0061	0.7%	0.8319
Range	0.0062	0.0084	0.0022	35.5%	0.0130
ATR	0.0070	0.0071	0.0001	1.4%	0.0000
Volume	322	51	-271	-84.2%	535

Daily Pivots for day following 05-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8609	0.8579	0.8426
R3	0.8525	0.8495	0.8403
R2	0.8441	0.8441	0.8395
R1	0.8411	0.8411	0.8388	0.8426
PP	0.8357	0.8357	0.8357	0.8365
S1	0.8327	0.8327	0.8372	0.8342
S2	0.8273	0.8273	0.8365
S3	0.8189	0.8243	0.8357
S4	0.8105	0.8159	0.8334

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8736	0.8658	0.8391
R3	0.8606	0.8528	0.8355
R2	0.8476	0.8476	0.8343
R1	0.8398	0.8398	0.8331	0.8437
PP	0.8346	0.8346	0.8346	0.8366
S1	0.8268	0.8268	0.8307	0.8307
S2	0.8216	0.8216	0.8295
S3	0.8086	0.8138	0.8283
S4	0.7956	0.8008	0.8248

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8425	0.8295	0.0130	1.6%	0.0065	0.8%	65%	False	False	117
10	0.8427	0.8295	0.0132	1.6%	0.0049	0.6%	64%	False	False	158
20	0.8670	0.8229	0.0441	5.3%	0.0084	1.0%	34%	False	False	203
40	0.8784	0.8229	0.0555	6.6%	0.0062	0.7%	27%	False	False	110
60	0.9489	0.8229	0.1260	15.0%	0.0052	0.6%	12%	False	False	75
80	0.9489	0.8229	0.1260	15.0%	0.0043	0.5%	12%	False	False	57
100	0.9801	0.8229	0.1572	18.8%	0.0036	0.4%	10%	False	False	46

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

Fibonacci Retracements and Extensions
4.250	0.8745
2.618	0.8608
1.618	0.8524
1.000	0.8472
0.618	0.8440
HIGH	0.8388
0.618	0.8356
0.500	0.8346
0.382	0.8336
LOW	0.8304
0.618	0.8252
1.000	0.8220
1.618	0.8168
2.618	0.8084
4.250	0.7947

Fisher Pivots for day following 05-Jan-2015
Pivot	1 day	3 day
R1	0.8369	0.8367
PP	0.8357	0.8355
S1	0.8346	0.8342

Download as Excel Spreadsheet

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

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