CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 13-Mar-2015

Day Change Summary
	Previous	Current
	12-Mar-2015	13-Mar-2015	Change	Change %	Previous Week
Open	0.8239	0.8250	0.0011	0.1%	0.8285
High	0.8302	0.8265	-0.0037	-0.4%	0.8302
Low	0.8229	0.8235	0.0006	0.1%	0.8205
Close	0.8250	0.8252	0.0002	0.0%	0.8252
Range	0.0073	0.0030	-0.0043	-58.9%	0.0097
ATR	0.0064	0.0061	-0.0002	-3.8%	0.0000
Volume	80,707	113,866	33,159	41.1%	387,274

Daily Pivots for day following 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8341	0.8326	0.8269
R3	0.8311	0.8296	0.8260
R2	0.8281	0.8281	0.8258
R1	0.8266	0.8266	0.8255	0.8274
PP	0.8251	0.8251	0.8251	0.8254
S1	0.8236	0.8236	0.8249	0.8244
S2	0.8221	0.8221	0.8247
S3	0.8191	0.8206	0.8244
S4	0.8161	0.8176	0.8236

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8544	0.8495	0.8305
R3	0.8447	0.8398	0.8279
R2	0.8350	0.8350	0.8270
R1	0.8301	0.8301	0.8261	0.8277
PP	0.8253	0.8253	0.8253	0.8241
S1	0.8204	0.8204	0.8243	0.8180
S2	0.8156	0.8156	0.8234
S3	0.8059	0.8107	0.8225
S4	0.7962	0.8010	0.8199

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8302	0.8205	0.0097	1.2%	0.0057	0.7%	48%	False	False	77,454
10	0.8387	0.8205	0.0182	2.2%	0.0056	0.7%	26%	False	False	41,918
20	0.8469	0.8205	0.0264	3.2%	0.0055	0.7%	18%	False	False	21,375
40	0.8646	0.8205	0.0441	5.3%	0.0070	0.8%	11%	False	False	10,921
60	0.8670	0.8205	0.0465	5.6%	0.0071	0.9%	10%	False	False	7,386
80	0.8670	0.8205	0.0465	5.6%	0.0070	0.8%	10%	False	False	5,552
100	0.9401	0.8205	0.1196	14.5%	0.0063	0.8%	4%	False	False	4,443
120	0.9489	0.8205	0.1284	15.6%	0.0056	0.7%	4%	False	False	3,703

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8393
2.618	0.8344
1.618	0.8314
1.000	0.8295
0.618	0.8284
HIGH	0.8265
0.618	0.8254
0.500	0.8250
0.382	0.8246
LOW	0.8235
0.618	0.8216
1.000	0.8205
1.618	0.8186
2.618	0.8156
4.250	0.8108

Fisher Pivots for day following 13-Mar-2015
Pivot	1 day	3 day
R1	0.8251	0.8266
PP	0.8251	0.8261
S1	0.8250	0.8257

Download as Excel Spreadsheet

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

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