CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 12-Jan-2015

Day Change Summary
	Previous	Current
	09-Jan-2015	12-Jan-2015	Change	Change %	Previous Week
Open	0.8361	0.8466	0.0105	1.3%	0.8306
High	0.8452	0.8475	0.0023	0.3%	0.8482
Low	0.8360	0.8401	0.0041	0.5%	0.8304
Close	0.8447	0.8464	0.0017	0.2%	0.8447
Range	0.0092	0.0074	-0.0018	-19.6%	0.0178
ATR	0.0074	0.0074	0.0000	0.0%	0.0000
Volume	119	519	400	336.1%	2,156

Daily Pivots for day following 12-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8669	0.8640	0.8505
R3	0.8595	0.8566	0.8484
R2	0.8521	0.8521	0.8478
R1	0.8492	0.8492	0.8471	0.8470
PP	0.8447	0.8447	0.8447	0.8435
S1	0.8418	0.8418	0.8457	0.8396
S2	0.8373	0.8373	0.8450
S3	0.8299	0.8344	0.8444
S4	0.8225	0.8270	0.8423

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	0.8359	0.0123	1.5%	0.0074	0.9%	85%	False	False	524
10	0.8482	0.8295	0.0187	2.2%	0.0070	0.8%	90%	False	False	321
20	0.8670	0.8295	0.0375	4.4%	0.0069	0.8%	45%	False	False	302
40	0.8671	0.8229	0.0442	5.2%	0.0065	0.8%	53%	False	False	175
60	0.9489	0.8229	0.1260	14.9%	0.0056	0.7%	19%	False	False	119
80	0.9489	0.8229	0.1260	14.9%	0.0047	0.6%	19%	False	False	89
100	0.9703	0.8229	0.1474	17.4%	0.0039	0.5%	16%	False	False	72

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8790
2.618	0.8669
1.618	0.8595
1.000	0.8549
0.618	0.8521
HIGH	0.8475
0.618	0.8447
0.500	0.8438
0.382	0.8429
LOW	0.8401
0.618	0.8355
1.000	0.8327
1.618	0.8281
2.618	0.8207
4.250	0.8087

Fisher Pivots for day following 12-Jan-2015
Pivot	1 day	3 day
R1	0.8455	0.8448
PP	0.8447	0.8433
S1	0.8438	0.8417

Download as Excel Spreadsheet

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

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