CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 19-Mar-2015

Day Change Summary
	Previous	Current
	18-Mar-2015	19-Mar-2015	Change	Change %	Previous Week
Open	0.8247	0.8328	0.0081	1.0%	0.8285
High	0.8395	0.8365	-0.0030	-0.4%	0.8302
Low	0.8246	0.8271	0.0025	0.3%	0.8205
Close	0.8297	0.8277	-0.0020	-0.2%	0.8252
Range	0.0149	0.0094	-0.0055	-36.9%	0.0097
ATR	0.0063	0.0065	0.0002	3.5%	0.0000
Volume	168,022	145,751	-22,271	-13.3%	387,274

Daily Pivots for day following 19-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8586	0.8526	0.8329
R3	0.8492	0.8432	0.8303
R2	0.8398	0.8398	0.8294
R1	0.8338	0.8338	0.8286	0.8321
PP	0.8304	0.8304	0.8304	0.8296
S1	0.8244	0.8244	0.8268	0.8227
S2	0.8210	0.8210	0.8260
S3	0.8116	0.8150	0.8251
S4	0.8022	0.8056	0.8225

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	0.8395	0.8235	0.0160	1.9%	0.0065	0.8%	26%	False	False	119,480
10	0.8395	0.8205	0.0190	2.3%	0.0067	0.8%	38%	False	False	88,304
20	0.8464	0.8205	0.0259	3.1%	0.0058	0.7%	28%	False	False	45,428
40	0.8562	0.8205	0.0357	4.3%	0.0065	0.8%	20%	False	False	22,917
60	0.8646	0.8205	0.0441	5.3%	0.0068	0.8%	16%	False	False	15,415
80	0.8670	0.8205	0.0465	5.6%	0.0071	0.9%	15%	False	False	11,596
100	0.9310	0.8205	0.1105	13.4%	0.0065	0.8%	7%	False	False	9,278
120	0.9489	0.8205	0.1284	15.5%	0.0058	0.7%	6%	False	False	7,732

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8765
2.618	0.8611
1.618	0.8517
1.000	0.8459
0.618	0.8423
HIGH	0.8365
0.618	0.8329
0.500	0.8318
0.382	0.8307
LOW	0.8271
0.618	0.8213
1.000	0.8177
1.618	0.8119
2.618	0.8025
4.250	0.7872

Fisher Pivots for day following 19-Mar-2015
Pivot	1 day	3 day
R1	0.8318	0.8317
PP	0.8304	0.8303
S1	0.8291	0.8290

Download as Excel Spreadsheet

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

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