CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 27-Jan-2015

Day Change Summary
	Previous	Current
	26-Jan-2015	27-Jan-2015	Change	Change %	Previous Week
Open	0.8520	0.8446	-0.0074	-0.9%	0.8530
High	0.8523	0.8534	0.0011	0.1%	0.8560
Low	0.8455	0.8446	-0.0009	-0.1%	0.8430
Close	0.8455	0.8508	0.0053	0.6%	0.8508
Range	0.0068	0.0088	0.0020	29.4%	0.0130
ATR	0.0088	0.0088	0.0000	0.0%	0.0000
Volume	216	189	-27	-12.5%	2,895

Daily Pivots for day following 27-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8760	0.8722	0.8556
R3	0.8672	0.8634	0.8532
R2	0.8584	0.8584	0.8524
R1	0.8546	0.8546	0.8516	0.8565
PP	0.8496	0.8496	0.8496	0.8506
S1	0.8458	0.8458	0.8500	0.8477
S2	0.8408	0.8408	0.8492
S3	0.8320	0.8370	0.8484
S4	0.8232	0.8282	0.8460

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8889	0.8829	0.8580
R3	0.8759	0.8699	0.8544
R2	0.8629	0.8629	0.8532
R1	0.8569	0.8569	0.8520	0.8534
PP	0.8499	0.8499	0.8499	0.8482
S1	0.8439	0.8439	0.8496	0.8404
S2	0.8369	0.8369	0.8484
S3	0.8239	0.8309	0.8472
S4	0.8109	0.8179	0.8437

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8545	0.8437	0.0108	1.3%	0.0087	1.0%	66%	False	False	479
10	0.8646	0.8430	0.0216	2.5%	0.0102	1.2%	36%	False	False	475
20	0.8646	0.8295	0.0351	4.1%	0.0086	1.0%	61%	False	False	398
40	0.8670	0.8229	0.0441	5.2%	0.0083	1.0%	63%	False	False	290
60	0.9190	0.8229	0.0961	11.3%	0.0070	0.8%	29%	False	False	197
80	0.9489	0.8229	0.1260	14.8%	0.0057	0.7%	22%	False	False	148
100	0.9553	0.8229	0.1324	15.6%	0.0049	0.6%	21%	False	False	119
120	0.9849	0.8229	0.1620	19.0%	0.0042	0.5%	17%	False	False	100

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8908
2.618	0.8764
1.618	0.8676
1.000	0.8622
0.618	0.8588
HIGH	0.8534
0.618	0.8500
0.500	0.8490
0.382	0.8480
LOW	0.8446
0.618	0.8392
1.000	0.8358
1.618	0.8304
2.618	0.8216
4.250	0.8072

Fisher Pivots for day following 27-Jan-2015
Pivot	1 day	3 day
R1	0.8502	0.8501
PP	0.8496	0.8493
S1	0.8490	0.8486

Download as Excel Spreadsheet

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

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