CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 30-Jan-2015

Day Change Summary
	Previous	Current
	29-Jan-2015	30-Jan-2015	Change	Change %	Previous Week
Open	0.8523	0.8472	-0.0051	-0.6%	0.8520
High	0.8526	0.8539	0.0013	0.2%	0.8540
Low	0.8452	0.8471	0.0019	0.2%	0.8446
Close	0.8461	0.8524	0.0063	0.7%	0.8524
Range	0.0074	0.0068	-0.0006	-8.1%	0.0094
ATR	0.0085	0.0084	0.0000	-0.6%	0.0000
Volume	300	539	239	79.7%	1,453

Daily Pivots for day following 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8715	0.8688	0.8561
R3	0.8647	0.8620	0.8543
R2	0.8579	0.8579	0.8536
R1	0.8552	0.8552	0.8530	0.8566
PP	0.8511	0.8511	0.8511	0.8518
S1	0.8484	0.8484	0.8518	0.8498
S2	0.8443	0.8443	0.8512
S3	0.8375	0.8416	0.8505
S4	0.8307	0.8348	0.8487

Weekly Pivots for week ending 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8785	0.8749	0.8576
R3	0.8691	0.8655	0.8550
R2	0.8597	0.8597	0.8541
R1	0.8561	0.8561	0.8533	0.8579
PP	0.8503	0.8503	0.8503	0.8513
S1	0.8467	0.8467	0.8515	0.8485
S2	0.8409	0.8409	0.8507
S3	0.8315	0.8373	0.8498
S4	0.8221	0.8279	0.8472

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8540	0.8446	0.0094	1.1%	0.0072	0.8%	83%	False	False	290
10	0.8646	0.8430	0.0216	2.5%	0.0090	1.1%	44%	False	False	512
20	0.8646	0.8295	0.0351	4.1%	0.0087	1.0%	65%	False	False	439
40	0.8670	0.8229	0.0441	5.2%	0.0084	1.0%	67%	False	False	314
60	0.8861	0.8229	0.0632	7.4%	0.0070	0.8%	47%	False	False	214
80	0.9489	0.8229	0.1260	14.8%	0.0060	0.7%	23%	False	False	162
100	0.9489	0.8229	0.1260	14.8%	0.0050	0.6%	23%	False	False	130
120	0.9817	0.8229	0.1588	18.6%	0.0043	0.5%	19%	False	False	109

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8828
2.618	0.8717
1.618	0.8649
1.000	0.8607
0.618	0.8581
HIGH	0.8539
0.618	0.8513
0.500	0.8505
0.382	0.8497
LOW	0.8471
0.618	0.8429
1.000	0.8403
1.618	0.8361
2.618	0.8293
4.250	0.8182

Fisher Pivots for day following 30-Jan-2015
Pivot	1 day	3 day
R1	0.8518	0.8515
PP	0.8511	0.8505
S1	0.8505	0.8496

Download as Excel Spreadsheet

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

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