CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 29-Jan-2015

Day Change Summary
	Previous	Current
	28-Jan-2015	29-Jan-2015	Change	Change %	Previous Week
Open	0.8506	0.8523	0.0017	0.2%	0.8530
High	0.8540	0.8526	-0.0014	-0.2%	0.8560
Low	0.8480	0.8452	-0.0028	-0.3%	0.8430
Close	0.8513	0.8461	-0.0052	-0.6%	0.8508
Range	0.0060	0.0074	0.0014	23.3%	0.0130
ATR	0.0086	0.0085	-0.0001	-1.0%	0.0000
Volume	209	300	91	43.5%	2,895

Daily Pivots for day following 29-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8702	0.8655	0.8502
R3	0.8628	0.8581	0.8481
R2	0.8554	0.8554	0.8475
R1	0.8507	0.8507	0.8468	0.8494
PP	0.8480	0.8480	0.8480	0.8473
S1	0.8433	0.8433	0.8454	0.8420
S2	0.8406	0.8406	0.8447
S3	0.8332	0.8359	0.8441
S4	0.8258	0.8285	0.8420

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	0.8540	0.8437	0.0103	1.2%	0.0073	0.9%	23%	False	False	212
10	0.8646	0.8430	0.0216	2.6%	0.0095	1.1%	14%	False	False	492
20	0.8646	0.8295	0.0351	4.1%	0.0085	1.0%	47%	False	False	419
40	0.8670	0.8229	0.0441	5.2%	0.0083	1.0%	53%	False	False	300
60	0.8866	0.8229	0.0637	7.5%	0.0070	0.8%	36%	False	False	205
80	0.9489	0.8229	0.1260	14.9%	0.0059	0.7%	18%	False	False	155
100	0.9494	0.8229	0.1265	15.0%	0.0050	0.6%	18%	False	False	124
120	0.9831	0.8229	0.1602	18.9%	0.0042	0.5%	14%	False	False	104

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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8841
2.618	0.8720
1.618	0.8646
1.000	0.8600
0.618	0.8572
HIGH	0.8526
0.618	0.8498
0.500	0.8489
0.382	0.8480
LOW	0.8452
0.618	0.8406
1.000	0.8378
1.618	0.8332
2.618	0.8258
4.250	0.8138

Fisher Pivots for day following 29-Jan-2015
Pivot	1 day	3 day
R1	0.8489	0.8493
PP	0.8480	0.8482
S1	0.8470	0.8472

Download as Excel Spreadsheet

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

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