CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 09-Mar-2015

Day Change Summary
	Previous	Current
	06-Mar-2015	09-Mar-2015	Change	Change %	Previous Week
Open	0.8335	0.8285	-0.0050	-0.6%	0.8365
High	0.8350	0.8300	-0.0050	-0.6%	0.8387
Low	0.8256	0.8247	-0.0009	-0.1%	0.8256
Close	0.8296	0.8261	-0.0035	-0.4%	0.8296
Range	0.0094	0.0053	-0.0041	-43.6%	0.0131
ATR	0.0064	0.0063	-0.0001	-1.2%	0.0000
Volume	12,235	39,206	26,971	220.4%	31,914

Daily Pivots for day following 09-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8428	0.8398	0.8290
R3	0.8375	0.8345	0.8276
R2	0.8322	0.8322	0.8271
R1	0.8292	0.8292	0.8266	0.8281
PP	0.8269	0.8269	0.8269	0.8264
S1	0.8239	0.8239	0.8256	0.8228
S2	0.8216	0.8216	0.8251
S3	0.8163	0.8186	0.8246
S4	0.8110	0.8133	0.8232

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	0.8247	0.0140	1.7%	0.0058	0.7%	10%	False	True	13,597
10	0.8441	0.8247	0.0194	2.3%	0.0053	0.6%	7%	False	True	7,624
20	0.8469	0.8247	0.0222	2.7%	0.0060	0.7%	6%	False	True	4,080
40	0.8646	0.8247	0.0399	4.8%	0.0073	0.9%	4%	False	True	2,244
60	0.8670	0.8247	0.0423	5.1%	0.0073	0.9%	3%	False	True	1,591
80	0.8719	0.8229	0.0490	5.9%	0.0068	0.8%	7%	False	False	1,202
100	0.9489	0.8229	0.1260	15.3%	0.0063	0.8%	3%	False	False	962
120	0.9489	0.8229	0.1260	15.3%	0.0054	0.7%	3%	False	False	802

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8525
2.618	0.8439
1.618	0.8386
1.000	0.8353
0.618	0.8333
HIGH	0.8300
0.618	0.8280
0.500	0.8274
0.382	0.8267
LOW	0.8247
0.618	0.8214
1.000	0.8194
1.618	0.8161
2.618	0.8108
4.250	0.8022

Fisher Pivots for day following 09-Mar-2015
Pivot	1 day	3 day
R1	0.8274	0.8309
PP	0.8269	0.8293
S1	0.8265	0.8277

Download as Excel Spreadsheet

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

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