CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 15-Jan-2015

Day Change Summary
	Previous	Current
	14-Jan-2015	15-Jan-2015	Change	Change %	Previous Week
Open	0.8500	0.8529	0.0029	0.3%	0.8306
High	0.8628	0.8614	-0.0014	-0.2%	0.8482
Low	0.8500	0.8494	-0.0006	-0.1%	0.8304
Close	0.8541	0.8596	0.0055	0.6%	0.8447
Range	0.0128	0.0120	-0.0008	-6.3%	0.0178
ATR	0.0078	0.0081	0.0003	3.9%	0.0000
Volume	209	342	133	63.6%	2,156

Daily Pivots for day following 15-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8928	0.8882	0.8662
R3	0.8808	0.8762	0.8629
R2	0.8688	0.8688	0.8618
R1	0.8642	0.8642	0.8607	0.8665
PP	0.8568	0.8568	0.8568	0.8580
S1	0.8522	0.8522	0.8585	0.8545
S2	0.8448	0.8448	0.8574
S3	0.8328	0.8402	0.8563
S4	0.8208	0.8282	0.8530

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	0.8628	0.8360	0.0268	3.1%	0.0098	1.1%	88%	False	False	262
10	0.8628	0.8295	0.0333	3.9%	0.0084	1.0%	90%	False	False	367
20	0.8628	0.8295	0.0333	3.9%	0.0070	0.8%	90%	False	False	327
40	0.8670	0.8229	0.0441	5.1%	0.0072	0.8%	83%	False	False	191
60	0.9401	0.8229	0.1172	13.6%	0.0061	0.7%	31%	False	False	130
80	0.9489	0.8229	0.1260	14.7%	0.0051	0.6%	29%	False	False	98
100	0.9674	0.8229	0.1445	16.8%	0.0042	0.5%	25%	False	False	79

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9124
2.618	0.8928
1.618	0.8808
1.000	0.8734
0.618	0.8688
HIGH	0.8614
0.618	0.8568
0.500	0.8554
0.382	0.8540
LOW	0.8494
0.618	0.8420
1.000	0.8374
1.618	0.8300
2.618	0.8180
4.250	0.7984

Fisher Pivots for day following 15-Jan-2015
Pivot	1 day	3 day
R1	0.8582	0.8574
PP	0.8568	0.8552
S1	0.8554	0.8530

Download as Excel Spreadsheet

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

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