CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 12-Mar-2015

Day Change Summary
	Previous	Current
	11-Mar-2015	12-Mar-2015	Change	Change %	Previous Week
Open	0.8259	0.8239	-0.0020	-0.2%	0.8365
High	0.8283	0.8302	0.0019	0.2%	0.8387
Low	0.8232	0.8229	-0.0003	0.0%	0.8256
Close	0.8239	0.8250	0.0011	0.1%	0.8296
Range	0.0051	0.0073	0.0022	43.1%	0.0131
ATR	0.0063	0.0064	0.0001	1.2%	0.0000
Volume	87,118	80,707	-6,411	-7.4%	31,914

Daily Pivots for day following 12-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8479	0.8438	0.8290
R3	0.8406	0.8365	0.8270
R2	0.8333	0.8333	0.8263
R1	0.8292	0.8292	0.8257	0.8313
PP	0.8260	0.8260	0.8260	0.8271
S1	0.8219	0.8219	0.8243	0.8240
S2	0.8187	0.8187	0.8237
S3	0.8114	0.8146	0.8230
S4	0.8041	0.8073	0.8210

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	0.8350	0.8205	0.0145	1.8%	0.0069	0.8%	31%	False	False	57,128
10	0.8406	0.8205	0.0201	2.4%	0.0058	0.7%	22%	False	False	30,611
20	0.8469	0.8205	0.0264	3.2%	0.0060	0.7%	17%	False	False	15,746
40	0.8646	0.8205	0.0441	5.3%	0.0072	0.9%	10%	False	False	8,080
60	0.8670	0.8205	0.0465	5.6%	0.0072	0.9%	10%	False	False	5,489
80	0.8670	0.8205	0.0465	5.6%	0.0069	0.8%	10%	False	False	4,129
100	0.9401	0.8205	0.1196	14.5%	0.0063	0.8%	4%	False	False	3,304
120	0.9489	0.8205	0.1284	15.6%	0.0056	0.7%	4%	False	False	2,754

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
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	0.8612
2.618	0.8493
1.618	0.8420
1.000	0.8375
0.618	0.8347
HIGH	0.8302
0.618	0.8274
0.500	0.8266
0.382	0.8257
LOW	0.8229
0.618	0.8184
1.000	0.8156
1.618	0.8111
2.618	0.8038
4.250	0.7919

Fisher Pivots for day following 12-Mar-2015
Pivot	1 day	3 day
R1	0.8266	0.8254
PP	0.8260	0.8252
S1	0.8255	0.8251

Download as Excel Spreadsheet

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

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