CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 17-Feb-2015

Day Change Summary
	Previous	Current
	13-Feb-2015	17-Feb-2015	Change	Change %	Previous Week
Open	0.8408	0.8440	0.0032	0.4%	0.8409
High	0.8453	0.8469	0.0016	0.2%	0.8462
Low	0.8402	0.8388	-0.0014	-0.2%	0.8315
Close	0.8430	0.8395	-0.0035	-0.4%	0.8430
Range	0.0051	0.0081	0.0030	58.8%	0.0147
ATR	0.0080	0.0080	0.0000	0.1%	0.0000
Volume	1,056	480	-576	-54.5%	3,225

Daily Pivots for day following 17-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8660	0.8609	0.8440
R3	0.8579	0.8528	0.8417
R2	0.8498	0.8498	0.8410
R1	0.8447	0.8447	0.8402	0.8432
PP	0.8417	0.8417	0.8417	0.8410
S1	0.8366	0.8366	0.8388	0.8351
S2	0.8336	0.8336	0.8380
S3	0.8255	0.8285	0.8373
S4	0.8174	0.8204	0.8350

Weekly Pivots for week ending 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8843	0.8784	0.8511
R3	0.8696	0.8637	0.8470
R2	0.8549	0.8549	0.8457
R1	0.8490	0.8490	0.8443	0.8520
PP	0.8402	0.8402	0.8402	0.8417
S1	0.8343	0.8343	0.8417	0.8373
S2	0.8255	0.8255	0.8403
S3	0.8108	0.8196	0.8390
S4	0.7961	0.8049	0.8349

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8469	0.8315	0.0154	1.8%	0.0082	1.0%	52%	True	False	677
10	0.8562	0.8315	0.0247	2.9%	0.0076	0.9%	32%	False	False	493
20	0.8562	0.8315	0.0247	2.9%	0.0079	0.9%	32%	False	False	488
40	0.8646	0.8295	0.0351	4.2%	0.0074	0.9%	28%	False	False	415
60	0.8670	0.8229	0.0441	5.3%	0.0076	0.9%	38%	False	False	303
80	0.9355	0.8229	0.1126	13.4%	0.0067	0.8%	15%	False	False	229
100	0.9489	0.8229	0.1260	15.0%	0.0058	0.7%	13%	False	False	184
120	0.9674	0.8229	0.1445	17.2%	0.0049	0.6%	11%	False	False	153

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8813
2.618	0.8681
1.618	0.8600
1.000	0.8550
0.618	0.8519
HIGH	0.8469
0.618	0.8438
0.500	0.8429
0.382	0.8419
LOW	0.8388
0.618	0.8338
1.000	0.8307
1.618	0.8257
2.618	0.8176
4.250	0.8044

Fisher Pivots for day following 17-Feb-2015
Pivot	1 day	3 day
R1	0.8429	0.8396
PP	0.8417	0.8395
S1	0.8406	0.8395

Download as Excel Spreadsheet

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

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