CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 06-Mar-2015

Day Change Summary
	Previous	Current
	05-Mar-2015	06-Mar-2015	Change	Change %	Previous Week
Open	0.8367	0.8335	-0.0032	-0.4%	0.8365
High	0.8371	0.8350	-0.0021	-0.3%	0.8387
Low	0.8310	0.8256	-0.0054	-0.6%	0.8256
Close	0.8332	0.8296	-0.0036	-0.4%	0.8296
Range	0.0061	0.0094	0.0033	54.1%	0.0131
ATR	0.0061	0.0064	0.0002	3.8%	0.0000
Volume	8,571	12,235	3,664	42.7%	31,914

Daily Pivots for day following 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8583	0.8533	0.8348
R3	0.8489	0.8439	0.8322
R2	0.8395	0.8395	0.8313
R1	0.8345	0.8345	0.8305	0.8323
PP	0.8301	0.8301	0.8301	0.8290
S1	0.8251	0.8251	0.8287	0.8229
S2	0.8207	0.8207	0.8279
S3	0.8113	0.8157	0.8270
S4	0.8019	0.8063	0.8244

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8706	0.8632	0.8368
R3	0.8575	0.8501	0.8332
R2	0.8444	0.8444	0.8320
R1	0.8370	0.8370	0.8308	0.8342
PP	0.8313	0.8313	0.8313	0.8299
S1	0.8239	0.8239	0.8284	0.8211
S2	0.8182	0.8182	0.8272
S3	0.8051	0.8108	0.8260
S4	0.7920	0.7977	0.8224

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8387	0.8256	0.0131	1.6%	0.0055	0.7%	31%	False	True	6,382
10	0.8441	0.8256	0.0185	2.2%	0.0052	0.6%	22%	False	True	3,757
20	0.8545	0.8256	0.0289	3.5%	0.0065	0.8%	14%	False	True	2,135
40	0.8646	0.8256	0.0390	4.7%	0.0073	0.9%	10%	False	True	1,282
60	0.8670	0.8256	0.0414	5.0%	0.0076	0.9%	10%	False	True	941
80	0.8784	0.8229	0.0555	6.7%	0.0068	0.8%	12%	False	False	712
100	0.9489	0.8229	0.1260	15.2%	0.0062	0.7%	5%	False	False	570
120	0.9489	0.8229	0.1260	15.2%	0.0054	0.6%	5%	False	False	476

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 15 trading days

Fibonacci Retracements and Extensions
4.250	0.8750
2.618	0.8596
1.618	0.8502
1.000	0.8444
0.618	0.8408
HIGH	0.8350
0.618	0.8314
0.500	0.8303
0.382	0.8292
LOW	0.8256
0.618	0.8198
1.000	0.8162
1.618	0.8104
2.618	0.8010
4.250	0.7857

Fisher Pivots for day following 06-Mar-2015
Pivot	1 day	3 day
R1	0.8303	0.8319
PP	0.8301	0.8311
S1	0.8298	0.8304

Download as Excel Spreadsheet

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

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