CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 12-Feb-2015

Day Change Summary
	Previous	Current
	11-Feb-2015	12-Feb-2015	Change	Change %	Previous Week
Open	0.8378	0.8328	-0.0050	-0.6%	0.8545
High	0.8386	0.8446	0.0060	0.7%	0.8562
Low	0.8315	0.8322	0.0007	0.1%	0.8402
Close	0.8327	0.8424	0.0097	1.2%	0.8406
Range	0.0071	0.0124	0.0053	74.6%	0.0160
ATR	0.0079	0.0082	0.0003	4.1%	0.0000
Volume	309	1,272	963	311.7%	1,719

Daily Pivots for day following 12-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8769	0.8721	0.8492
R3	0.8645	0.8597	0.8458
R2	0.8521	0.8521	0.8447
R1	0.8473	0.8473	0.8435	0.8497
PP	0.8397	0.8397	0.8397	0.8410
S1	0.8349	0.8349	0.8413	0.8373
S2	0.8273	0.8273	0.8401
S3	0.8149	0.8225	0.8390
S4	0.8025	0.8101	0.8356

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	0.8545	0.8315	0.0230	2.7%	0.0095	1.1%	47%	False	False	493
10	0.8562	0.8315	0.0247	2.9%	0.0075	0.9%	44%	False	False	442
20	0.8646	0.8315	0.0331	3.9%	0.0085	1.0%	33%	False	False	467
40	0.8670	0.8295	0.0375	4.5%	0.0079	0.9%	34%	False	False	391
60	0.8670	0.8229	0.0441	5.2%	0.0074	0.9%	44%	False	False	278
80	0.9401	0.8229	0.1172	13.9%	0.0066	0.8%	17%	False	False	210
100	0.9489	0.8229	0.1260	15.0%	0.0056	0.7%	15%	False	False	168
120	0.9674	0.8229	0.1445	17.2%	0.0048	0.6%	13%	False	False	140

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8973
2.618	0.8771
1.618	0.8647
1.000	0.8570
0.618	0.8523
HIGH	0.8446
0.618	0.8399
0.500	0.8384
0.382	0.8369
LOW	0.8322
0.618	0.8245
1.000	0.8198
1.618	0.8121
2.618	0.7997
4.250	0.7795

Fisher Pivots for day following 12-Feb-2015
Pivot	1 day	3 day
R1	0.8411	0.8411
PP	0.8397	0.8399
S1	0.8384	0.8386

Download as Excel Spreadsheet

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

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