CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 10-Feb-2015

Day Change Summary
	Previous	Current
	09-Feb-2015	10-Feb-2015	Change	Change %	Previous Week
Open	0.8409	0.8447	0.0038	0.5%	0.8545
High	0.8462	0.8457	-0.0005	-0.1%	0.8562
Low	0.8408	0.8374	-0.0034	-0.4%	0.8402
Close	0.8458	0.8385	-0.0073	-0.9%	0.8406
Range	0.0054	0.0083	0.0029	53.7%	0.0160
ATR	0.0079	0.0079	0.0000	0.5%	0.0000
Volume	319	269	-50	-15.7%	1,719

Daily Pivots for day following 10-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8654	0.8603	0.8431
R3	0.8571	0.8520	0.8408
R2	0.8488	0.8488	0.8400
R1	0.8437	0.8437	0.8393	0.8421
PP	0.8405	0.8405	0.8405	0.8398
S1	0.8354	0.8354	0.8377	0.8338
S2	0.8322	0.8322	0.8370
S3	0.8239	0.8271	0.8362
S4	0.8156	0.8188	0.8339

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	0.8552	0.8374	0.0178	2.1%	0.0075	0.9%	6%	False	True	325
10	0.8562	0.8374	0.0188	2.2%	0.0069	0.8%	6%	False	True	335
20	0.8646	0.8374	0.0272	3.2%	0.0085	1.0%	4%	False	True	405
40	0.8670	0.8295	0.0375	4.5%	0.0077	0.9%	24%	False	False	353
60	0.8671	0.8229	0.0442	5.3%	0.0072	0.9%	35%	False	False	252
80	0.9489	0.8229	0.1260	15.0%	0.0064	0.8%	12%	False	False	190
100	0.9489	0.8229	0.1260	15.0%	0.0055	0.7%	12%	False	False	153
120	0.9703	0.8229	0.1474	17.6%	0.0047	0.6%	11%	False	False	127

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8810
2.618	0.8674
1.618	0.8591
1.000	0.8540
0.618	0.8508
HIGH	0.8457
0.618	0.8425
0.500	0.8416
0.382	0.8406
LOW	0.8374
0.618	0.8323
1.000	0.8291
1.618	0.8240
2.618	0.8157
4.250	0.8021

Fisher Pivots for day following 10-Feb-2015
Pivot	1 day	3 day
R1	0.8416	0.8460
PP	0.8405	0.8435
S1	0.8395	0.8410

Download as Excel Spreadsheet

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

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