CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 20-Mar-2015

Day Change Summary
	Previous	Current
	19-Mar-2015	20-Mar-2015	Change	Change %	Previous Week
Open	0.8328	0.8286	-0.0042	-0.5%	0.8245
High	0.8365	0.8350	-0.0015	-0.2%	0.8395
Low	0.8271	0.8260	-0.0011	-0.1%	0.8238
Close	0.8277	0.8330	0.0053	0.6%	0.8330
Range	0.0094	0.0090	-0.0004	-4.3%	0.0157
ATR	0.0065	0.0067	0.0002	2.7%	0.0000
Volume	145,751	127,804	-17,947	-12.3%	611,340

Daily Pivots for day following 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8583	0.8547	0.8380
R3	0.8493	0.8457	0.8355
R2	0.8403	0.8403	0.8347
R1	0.8367	0.8367	0.8338	0.8385
PP	0.8313	0.8313	0.8313	0.8323
S1	0.8277	0.8277	0.8322	0.8295
S2	0.8223	0.8223	0.8314
S3	0.8133	0.8187	0.8305
S4	0.8043	0.8097	0.8281

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8792	0.8718	0.8416
R3	0.8635	0.8561	0.8373
R2	0.8478	0.8478	0.8359
R1	0.8404	0.8404	0.8344	0.8441
PP	0.8321	0.8321	0.8321	0.8340
S1	0.8247	0.8247	0.8316	0.8284
S2	0.8164	0.8164	0.8301
S3	0.8007	0.8090	0.8287
S4	0.7850	0.7933	0.8244

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8395	0.8238	0.0157	1.9%	0.0077	0.9%	59%	False	False	122,268
10	0.8395	0.8205	0.0190	2.3%	0.0067	0.8%	66%	False	False	99,861
20	0.8441	0.8205	0.0236	2.8%	0.0059	0.7%	53%	False	False	51,809
40	0.8562	0.8205	0.0357	4.3%	0.0065	0.8%	35%	False	False	26,108
60	0.8646	0.8205	0.0441	5.3%	0.0069	0.8%	28%	False	False	17,538
80	0.8670	0.8205	0.0465	5.6%	0.0072	0.9%	27%	False	False	13,193
100	0.9310	0.8205	0.1105	13.3%	0.0066	0.8%	11%	False	False	10,556
120	0.9489	0.8205	0.1284	15.4%	0.0059	0.7%	10%	False	False	8,797

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8733
2.618	0.8586
1.618	0.8496
1.000	0.8440
0.618	0.8406
HIGH	0.8350
0.618	0.8316
0.500	0.8305
0.382	0.8294
LOW	0.8260
0.618	0.8204
1.000	0.8170
1.618	0.8114
2.618	0.8024
4.250	0.7878

Fisher Pivots for day following 20-Mar-2015
Pivot	1 day	3 day
R1	0.8322	0.8327
PP	0.8313	0.8324
S1	0.8305	0.8321

Download as Excel Spreadsheet

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

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