CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 17-Mar-2015

Day Change Summary
	Previous	Current
	16-Mar-2015	17-Mar-2015	Change	Change %	Previous Week
Open	0.8245	0.8246	0.0001	0.0%	0.8285
High	0.8268	0.8267	-0.0001	0.0%	0.8302
Low	0.8243	0.8238	-0.0005	-0.1%	0.8205
Close	0.8246	0.8247	0.0001	0.0%	0.8252
Range	0.0025	0.0029	0.0004	16.0%	0.0097
ATR	0.0059	0.0056	-0.0002	-3.6%	0.0000
Volume	86,672	83,091	-3,581	-4.1%	387,274

Daily Pivots for day following 17-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8338	0.8321	0.8263
R3	0.8309	0.8292	0.8255
R2	0.8280	0.8280	0.8252
R1	0.8263	0.8263	0.8250	0.8272
PP	0.8251	0.8251	0.8251	0.8255
S1	0.8234	0.8234	0.8244	0.8243
S2	0.8222	0.8222	0.8242
S3	0.8193	0.8205	0.8239
S4	0.8164	0.8176	0.8231

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	0.8229	0.0073	0.9%	0.0042	0.5%	25%	False	False	90,290
10	0.8381	0.8205	0.0176	2.1%	0.0052	0.6%	24%	False	False	58,245
20	0.8464	0.8205	0.0259	3.1%	0.0051	0.6%	16%	False	False	29,787
40	0.8562	0.8205	0.0357	4.3%	0.0065	0.8%	12%	False	False	15,137
60	0.8646	0.8205	0.0441	5.3%	0.0066	0.8%	10%	False	False	10,206
80	0.8670	0.8205	0.0465	5.6%	0.0070	0.8%	9%	False	False	7,674
100	0.9355	0.8205	0.1150	13.9%	0.0064	0.8%	4%	False	False	6,141
120	0.9489	0.8205	0.1284	15.6%	0.0057	0.7%	3%	False	False	5,117

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8390
2.618	0.8343
1.618	0.8314
1.000	0.8296
0.618	0.8285
HIGH	0.8267
0.618	0.8256
0.500	0.8253
0.382	0.8249
LOW	0.8238
0.618	0.8220
1.000	0.8209
1.618	0.8191
2.618	0.8162
4.250	0.8115

Fisher Pivots for day following 17-Mar-2015
Pivot	1 day	3 day
R1	0.8253	0.8252
PP	0.8251	0.8250
S1	0.8249	0.8249

Download as Excel Spreadsheet

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

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