CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 26-Feb-2015

Day Change Summary
	Previous	Current
	25-Feb-2015	26-Feb-2015	Change	Change %	Previous Week
Open	0.8419	0.8412	-0.0007	-0.1%	0.8440
High	0.8441	0.8435	-0.0006	-0.1%	0.8469
Low	0.8409	0.8379	-0.0030	-0.4%	0.8388
Close	0.8425	0.8385	-0.0040	-0.5%	0.8411
Range	0.0032	0.0056	0.0024	75.0%	0.0081
ATR	0.0069	0.0068	-0.0001	-1.4%	0.0000
Volume	993	3,078	2,085	210.0%	1,610

Daily Pivots for day following 26-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8568	0.8532	0.8416
R3	0.8512	0.8476	0.8400
R2	0.8456	0.8456	0.8395
R1	0.8420	0.8420	0.8390	0.8410
PP	0.8400	0.8400	0.8400	0.8395
S1	0.8364	0.8364	0.8380	0.8354
S2	0.8344	0.8344	0.8375
S3	0.8288	0.8308	0.8370
S4	0.8232	0.8252	0.8354

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	0.8464	0.8358	0.0106	1.3%	0.0051	0.6%	25%	False	False	1,009
10	0.8469	0.8322	0.0147	1.8%	0.0062	0.7%	43%	False	False	880
20	0.8562	0.8315	0.0247	2.9%	0.0066	0.8%	28%	False	False	613
40	0.8646	0.8295	0.0351	4.2%	0.0076	0.9%	26%	False	False	510
60	0.8670	0.8229	0.0441	5.3%	0.0077	0.9%	35%	False	False	400
80	0.9026	0.8229	0.0797	9.5%	0.0070	0.8%	20%	False	False	303
100	0.9489	0.8229	0.1260	15.0%	0.0060	0.7%	12%	False	False	243
120	0.9546	0.8229	0.1317	15.7%	0.0052	0.6%	12%	False	False	203

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8673
2.618	0.8582
1.618	0.8526
1.000	0.8491
0.618	0.8470
HIGH	0.8435
0.618	0.8414
0.500	0.8407
0.382	0.8400
LOW	0.8379
0.618	0.8344
1.000	0.8323
1.618	0.8288
2.618	0.8232
4.250	0.8141

Fisher Pivots for day following 26-Feb-2015
Pivot	1 day	3 day
R1	0.8407	0.8400
PP	0.8400	0.8395
S1	0.8392	0.8390

Download as Excel Spreadsheet

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

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