CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 10-Mar-2015

Day Change Summary
	Previous	Current
	09-Mar-2015	10-Mar-2015	Change	Change %	Previous Week
Open	0.8285	0.8262	-0.0023	-0.3%	0.8365
High	0.8300	0.8281	-0.0019	-0.2%	0.8387
Low	0.8247	0.8205	-0.0042	-0.5%	0.8256
Close	0.8261	0.8268	0.0007	0.1%	0.8296
Range	0.0053	0.0076	0.0023	43.4%	0.0131
ATR	0.0063	0.0064	0.0001	1.5%	0.0000
Volume	39,206	66,377	27,171	69.3%	31,914

Daily Pivots for day following 10-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8479	0.8450	0.8310
R3	0.8403	0.8374	0.8289
R2	0.8327	0.8327	0.8282
R1	0.8298	0.8298	0.8275	0.8313
PP	0.8251	0.8251	0.8251	0.8259
S1	0.8222	0.8222	0.8261	0.8237
S2	0.8175	0.8175	0.8254
S3	0.8099	0.8146	0.8247
S4	0.8023	0.8070	0.8226

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	0.8381	0.8205	0.0176	2.1%	0.0061	0.7%	36%	False	True	26,201
10	0.8441	0.8205	0.0236	2.9%	0.0054	0.7%	27%	False	True	14,236
20	0.8469	0.8205	0.0264	3.2%	0.0061	0.7%	24%	False	True	7,383
40	0.8646	0.8205	0.0441	5.3%	0.0073	0.9%	14%	False	True	3,900
60	0.8670	0.8205	0.0465	5.6%	0.0073	0.9%	14%	False	True	2,695
80	0.8719	0.8205	0.0514	6.2%	0.0068	0.8%	12%	False	True	2,031
100	0.9489	0.8205	0.1284	15.5%	0.0063	0.8%	5%	False	True	1,626
120	0.9489	0.8205	0.1284	15.5%	0.0055	0.7%	5%	False	True	1,355

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8604
2.618	0.8480
1.618	0.8404
1.000	0.8357
0.618	0.8328
HIGH	0.8281
0.618	0.8252
0.500	0.8243
0.382	0.8234
LOW	0.8205
0.618	0.8158
1.000	0.8129
1.618	0.8082
2.618	0.8006
4.250	0.7882

Fisher Pivots for day following 10-Mar-2015
Pivot	1 day	3 day
R1	0.8260	0.8278
PP	0.8251	0.8274
S1	0.8243	0.8271

Download as Excel Spreadsheet

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

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