CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 26-Mar-2015

Day Change Summary
	Previous	Current
	25-Mar-2015	26-Mar-2015	Change	Change %	Previous Week
Open	0.8362	0.8380	0.0018	0.2%	0.8245
High	0.8414	0.8460	0.0046	0.5%	0.8395
Low	0.8353	0.8372	0.0019	0.2%	0.8238
Close	0.8368	0.8394	0.0026	0.3%	0.8330
Range	0.0061	0.0088	0.0027	44.3%	0.0157
ATR	0.0064	0.0066	0.0002	3.1%	0.0000
Volume	105,003	152,851	47,848	45.6%	611,340

Daily Pivots for day following 26-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8673	0.8621	0.8442
R3	0.8585	0.8533	0.8418
R2	0.8497	0.8497	0.8410
R1	0.8445	0.8445	0.8402	0.8471
PP	0.8409	0.8409	0.8409	0.8422
S1	0.8357	0.8357	0.8386	0.8383
S2	0.8321	0.8321	0.8378
S3	0.8233	0.8269	0.8370
S4	0.8145	0.8181	0.8346

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	0.8460	0.8260	0.0200	2.4%	0.0067	0.8%	67%	True	False	122,753
10	0.8460	0.8235	0.0225	2.7%	0.0066	0.8%	71%	True	False	121,116
20	0.8460	0.8205	0.0255	3.0%	0.0062	0.7%	74%	True	False	75,864
40	0.8562	0.8205	0.0357	4.3%	0.0064	0.8%	53%	False	False	38,238
60	0.8646	0.8205	0.0441	5.3%	0.0072	0.9%	43%	False	False	25,628
80	0.8670	0.8205	0.0465	5.5%	0.0073	0.9%	41%	False	False	19,266
100	0.9026	0.8205	0.0821	9.8%	0.0068	0.8%	23%	False	False	15,415
120	0.9489	0.8205	0.1284	15.3%	0.0060	0.7%	15%	False	False	12,847

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8834
2.618	0.8690
1.618	0.8602
1.000	0.8548
0.618	0.8514
HIGH	0.8460
0.618	0.8426
0.500	0.8416
0.382	0.8406
LOW	0.8372
0.618	0.8318
1.000	0.8284
1.618	0.8230
2.618	0.8142
4.250	0.7998

Fisher Pivots for day following 26-Mar-2015
Pivot	1 day	3 day
R1	0.8416	0.8401
PP	0.8409	0.8399
S1	0.8401	0.8396

Download as Excel Spreadsheet

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

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