CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 20-Jan-2015

Day Change Summary
	Previous	Current
	16-Jan-2015	20-Jan-2015	Change	Change %	Previous Week
Open	0.8615	0.8530	-0.0085	-1.0%	0.8466
High	0.8646	0.8560	-0.0086	-1.0%	0.8646
Low	0.8510	0.8430	-0.0080	-0.9%	0.8401
Close	0.8527	0.8431	-0.0096	-1.1%	0.8527
Range	0.0136	0.0130	-0.0006	-4.4%	0.0245
ATR	0.0085	0.0088	0.0003	3.8%	0.0000
Volume	777	905	128	16.5%	1,970

Daily Pivots for day following 20-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8864	0.8777	0.8503
R3	0.8734	0.8647	0.8467
R2	0.8604	0.8604	0.8455
R1	0.8517	0.8517	0.8443	0.8496
PP	0.8474	0.8474	0.8474	0.8463
S1	0.8387	0.8387	0.8419	0.8366
S2	0.8344	0.8344	0.8407
S3	0.8214	0.8257	0.8395
S4	0.8084	0.8127	0.8360

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.9260	0.9138	0.8662
R3	0.9015	0.8893	0.8594
R2	0.8770	0.8770	0.8572
R1	0.8648	0.8648	0.8549	0.8709
PP	0.8525	0.8525	0.8525	0.8555
S1	0.8403	0.8403	0.8505	0.8464
S2	0.8280	0.8280	0.8482
S3	0.8035	0.8158	0.8460
S4	0.7790	0.7913	0.8392

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8646	0.8430	0.0216	2.6%	0.0118	1.4%	0%	False	True	471
10	0.8646	0.8359	0.0287	3.4%	0.0096	1.1%	25%	False	False	498
20	0.8646	0.8295	0.0351	4.2%	0.0073	0.9%	39%	False	False	328
40	0.8670	0.8229	0.0441	5.2%	0.0077	0.9%	46%	False	False	233
60	0.9335	0.8229	0.1106	13.1%	0.0065	0.8%	18%	False	False	158
80	0.9489	0.8229	0.1260	14.9%	0.0054	0.6%	16%	False	False	119
100	0.9674	0.8229	0.1445	17.1%	0.0045	0.5%	14%	False	False	95

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9113
2.618	0.8900
1.618	0.8770
1.000	0.8690
0.618	0.8640
HIGH	0.8560
0.618	0.8510
0.500	0.8495
0.382	0.8480
LOW	0.8430
0.618	0.8350
1.000	0.8300
1.618	0.8220
2.618	0.8090
4.250	0.7878

Fisher Pivots for day following 20-Jan-2015
Pivot	1 day	3 day
R1	0.8495	0.8538
PP	0.8474	0.8502
S1	0.8452	0.8467

Download as Excel Spreadsheet

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

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