CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 09-Feb-2015

Day Change Summary
	Previous	Current
	06-Feb-2015	09-Feb-2015	Change	Change %	Previous Week
Open	0.8520	0.8409	-0.0111	-1.3%	0.8545
High	0.8545	0.8462	-0.0083	-1.0%	0.8562
Low	0.8402	0.8408	0.0006	0.1%	0.8402
Close	0.8406	0.8458	0.0052	0.6%	0.8406
Range	0.0143	0.0054	-0.0089	-62.2%	0.0160
ATR	0.0080	0.0079	-0.0002	-2.2%	0.0000
Volume	300	319	19	6.3%	1,719

Daily Pivots for day following 09-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8605	0.8585	0.8488
R3	0.8551	0.8531	0.8473
R2	0.8497	0.8497	0.8468
R1	0.8477	0.8477	0.8463	0.8487
PP	0.8443	0.8443	0.8443	0.8448
S1	0.8423	0.8423	0.8453	0.8433
S2	0.8389	0.8389	0.8448
S3	0.8335	0.8369	0.8443
S4	0.8281	0.8315	0.8428

Weekly Pivots for week ending 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8937	0.8831	0.8494
R3	0.8777	0.8671	0.8450
R2	0.8617	0.8617	0.8435
R1	0.8511	0.8511	0.8421	0.8484
PP	0.8457	0.8457	0.8457	0.8443
S1	0.8351	0.8351	0.8391	0.8324
S2	0.8297	0.8297	0.8377
S3	0.8137	0.8191	0.8362
S4	0.7977	0.8031	0.8318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8562	0.8402	0.0160	1.9%	0.0069	0.8%	35%	False	False	310
10	0.8562	0.8402	0.0160	1.9%	0.0069	0.8%	35%	False	False	327
20	0.8646	0.8401	0.0245	2.9%	0.0085	1.0%	23%	False	False	417
40	0.8670	0.8295	0.0375	4.4%	0.0079	0.9%	43%	False	False	350
60	0.8719	0.8229	0.0490	5.8%	0.0071	0.8%	47%	False	False	247
80	0.9489	0.8229	0.1260	14.9%	0.0064	0.8%	18%	False	False	187
100	0.9489	0.8229	0.1260	14.9%	0.0054	0.6%	18%	False	False	150
120	0.9745	0.8229	0.1516	17.9%	0.0046	0.5%	15%	False	False	125

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8692
2.618	0.8603
1.618	0.8549
1.000	0.8516
0.618	0.8495
HIGH	0.8462
0.618	0.8441
0.500	0.8435
0.382	0.8429
LOW	0.8408
0.618	0.8375
1.000	0.8354
1.618	0.8321
2.618	0.8267
4.250	0.8179

Fisher Pivots for day following 09-Feb-2015
Pivot	1 day	3 day
R1	0.8450	0.8476
PP	0.8443	0.8470
S1	0.8435	0.8464

Download as Excel Spreadsheet

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

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