CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 20-Feb-2015

Day Change Summary
	Previous	Current
	19-Feb-2015	20-Feb-2015	Change	Change %	Previous Week
Open	0.8436	0.8413	-0.0023	-0.3%	0.8440
High	0.8455	0.8464	0.0009	0.1%	0.8469
Low	0.8403	0.8403	0.0000	0.0%	0.8388
Close	0.8416	0.8411	-0.0005	-0.1%	0.8411
Range	0.0052	0.0061	0.0009	17.3%	0.0081
ATR	0.0076	0.0075	-0.0001	-1.4%	0.0000
Volume	230	178	-52	-22.6%	1,610

Daily Pivots for day following 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8609	0.8571	0.8445
R3	0.8548	0.8510	0.8428
R2	0.8487	0.8487	0.8422
R1	0.8449	0.8449	0.8417	0.8438
PP	0.8426	0.8426	0.8426	0.8420
S1	0.8388	0.8388	0.8405	0.8377
S2	0.8365	0.8365	0.8400
S3	0.8304	0.8327	0.8394
S4	0.8243	0.8266	0.8377

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8666	0.8619	0.8456
R3	0.8585	0.8538	0.8433
R2	0.8504	0.8504	0.8426
R1	0.8457	0.8457	0.8418	0.8440
PP	0.8423	0.8423	0.8423	0.8414
S1	0.8376	0.8376	0.8404	0.8359
S2	0.8342	0.8342	0.8396
S3	0.8261	0.8295	0.8389
S4	0.8180	0.8214	0.8366

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8469	0.8388	0.0081	1.0%	0.0060	0.7%	28%	False	False	533
10	0.8545	0.8315	0.0230	2.7%	0.0078	0.9%	42%	False	False	513
20	0.8562	0.8315	0.0247	2.9%	0.0071	0.8%	39%	False	False	407
40	0.8646	0.8295	0.0351	4.2%	0.0074	0.9%	33%	False	False	402
60	0.8670	0.8229	0.0441	5.2%	0.0077	0.9%	41%	False	False	321
80	0.9310	0.8229	0.1081	12.9%	0.0068	0.8%	17%	False	False	243
100	0.9489	0.8229	0.1260	15.0%	0.0058	0.7%	14%	False	False	195
120	0.9662	0.8229	0.1433	17.0%	0.0051	0.6%	13%	False	False	163

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8723
2.618	0.8624
1.618	0.8563
1.000	0.8525
0.618	0.8502
HIGH	0.8464
0.618	0.8441
0.500	0.8434
0.382	0.8426
LOW	0.8403
0.618	0.8365
1.000	0.8342
1.618	0.8304
2.618	0.8243
4.250	0.8144

Fisher Pivots for day following 20-Feb-2015
Pivot	1 day	3 day
R1	0.8434	0.8427
PP	0.8426	0.8422
S1	0.8419	0.8416

Download as Excel Spreadsheet

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

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