CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 09-Jan-2015

Day Change Summary
	Previous	Current
	08-Jan-2015	09-Jan-2015	Change	Change %	Previous Week
Open	0.8394	0.8361	-0.0033	-0.4%	0.8306
High	0.8399	0.8452	0.0053	0.6%	0.8482
Low	0.8359	0.8360	0.0001	0.0%	0.8304
Close	0.8368	0.8447	0.0079	0.9%	0.8447
Range	0.0040	0.0092	0.0052	130.0%	0.0178
ATR	0.0072	0.0074	0.0001	2.0%	0.0000
Volume	717	119	-598	-83.4%	2,156

Daily Pivots for day following 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8696	0.8663	0.8498
R3	0.8604	0.8571	0.8472
R2	0.8512	0.8512	0.8464
R1	0.8479	0.8479	0.8455	0.8496
PP	0.8420	0.8420	0.8420	0.8428
S1	0.8387	0.8387	0.8439	0.8404
S2	0.8328	0.8328	0.8430
S3	0.8236	0.8295	0.8422
S4	0.8144	0.8203	0.8396

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8945	0.8874	0.8545
R3	0.8767	0.8696	0.8496
R2	0.8589	0.8589	0.8480
R1	0.8518	0.8518	0.8463	0.8554
PP	0.8411	0.8411	0.8411	0.8429
S1	0.8340	0.8340	0.8431	0.8376
S2	0.8233	0.8233	0.8414
S3	0.8055	0.8162	0.8398
S4	0.7877	0.7984	0.8349

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8482	0.8304	0.0178	2.1%	0.0076	0.9%	80%	False	False	431
10	0.8482	0.8295	0.0187	2.2%	0.0063	0.7%	81%	False	False	274
20	0.8670	0.8295	0.0375	4.4%	0.0072	0.9%	41%	False	False	283
40	0.8719	0.8229	0.0490	5.8%	0.0064	0.8%	44%	False	False	162
60	0.9489	0.8229	0.1260	14.9%	0.0057	0.7%	17%	False	False	110
80	0.9489	0.8229	0.1260	14.9%	0.0046	0.5%	17%	False	False	83
100	0.9745	0.8229	0.1516	17.9%	0.0038	0.5%	14%	False	False	67

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	0.0006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8843
2.618	0.8693
1.618	0.8601
1.000	0.8544
0.618	0.8509
HIGH	0.8452
0.618	0.8417
0.500	0.8406
0.382	0.8395
LOW	0.8360
0.618	0.8303
1.000	0.8268
1.618	0.8211
2.618	0.8119
4.250	0.7969

Fisher Pivots for day following 09-Jan-2015
Pivot	1 day	3 day
R1	0.8433	0.8433
PP	0.8420	0.8419
S1	0.8406	0.8406

Download as Excel Spreadsheet

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

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