CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 16-Mar-2015

Day Change Summary
	Previous	Current
	13-Mar-2015	16-Mar-2015	Change	Change %	Previous Week
Open	0.8250	0.8245	-0.0005	-0.1%	0.8285
High	0.8265	0.8268	0.0003	0.0%	0.8302
Low	0.8235	0.8243	0.0008	0.1%	0.8205
Close	0.8252	0.8246	-0.0006	-0.1%	0.8252
Range	0.0030	0.0025	-0.0005	-16.7%	0.0097
ATR	0.0061	0.0059	-0.0003	-4.2%	0.0000
Volume	113,866	86,672	-27,194	-23.9%	387,274

Daily Pivots for day following 16-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8327	0.8312	0.8260
R3	0.8302	0.8287	0.8253
R2	0.8277	0.8277	0.8251
R1	0.8262	0.8262	0.8248	0.8270
PP	0.8252	0.8252	0.8252	0.8256
S1	0.8237	0.8237	0.8244	0.8245
S2	0.8227	0.8227	0.8241
S3	0.8202	0.8212	0.8239
S4	0.8177	0.8187	0.8232

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%	0.0051	0.6%	42%	False	False	86,948
10	0.8387	0.8205	0.0182	2.2%	0.0055	0.7%	23%	False	False	50,272
20	0.8469	0.8205	0.0264	3.2%	0.0054	0.7%	16%	False	False	25,656
40	0.8646	0.8205	0.0441	5.3%	0.0068	0.8%	9%	False	False	13,080
60	0.8646	0.8205	0.0441	5.3%	0.0068	0.8%	9%	False	False	8,829
80	0.8670	0.8205	0.0465	5.6%	0.0070	0.8%	9%	False	False	6,635
100	0.9401	0.8205	0.1196	14.5%	0.0064	0.8%	3%	False	False	5,310
120	0.9489	0.8205	0.1284	15.6%	0.0056	0.7%	3%	False	False	4,425

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

Fibonacci Retracements and Extensions
4.250	0.8374
2.618	0.8333
1.618	0.8308
1.000	0.8293
0.618	0.8283
HIGH	0.8268
0.618	0.8258
0.500	0.8256
0.382	0.8253
LOW	0.8243
0.618	0.8228
1.000	0.8218
1.618	0.8203
2.618	0.8178
4.250	0.8137

Fisher Pivots for day following 16-Mar-2015
Pivot	1 day	3 day
R1	0.8256	0.8266
PP	0.8252	0.8259
S1	0.8249	0.8253

Download as Excel Spreadsheet

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

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