CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 27-Mar-2015

Day Change Summary
	Previous	Current
	26-Mar-2015	27-Mar-2015	Change	Change %	Previous Week
Open	0.8380	0.8397	0.0017	0.2%	0.8351
High	0.8460	0.8418	-0.0042	-0.5%	0.8460
Low	0.8372	0.8377	0.0005	0.1%	0.8331
Close	0.8394	0.8405	0.0011	0.1%	0.8405
Range	0.0088	0.0041	-0.0047	-53.4%	0.0129
ATR	0.0066	0.0064	-0.0002	-2.7%	0.0000
Volume	152,851	101,560	-51,291	-33.6%	587,522

Daily Pivots for day following 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8523	0.8505	0.8428
R3	0.8482	0.8464	0.8416
R2	0.8441	0.8441	0.8413
R1	0.8423	0.8423	0.8409	0.8432
PP	0.8400	0.8400	0.8400	0.8405
S1	0.8382	0.8382	0.8401	0.8391
S2	0.8359	0.8359	0.8397
S3	0.8318	0.8341	0.8394
S4	0.8277	0.8300	0.8382

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8786	0.8724	0.8476
R3	0.8657	0.8595	0.8440
R2	0.8528	0.8528	0.8429
R1	0.8466	0.8466	0.8417	0.8497
PP	0.8399	0.8399	0.8399	0.8414
S1	0.8337	0.8337	0.8393	0.8368
S2	0.8270	0.8270	0.8381
S3	0.8141	0.8208	0.8370
S4	0.8012	0.8079	0.8334

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8460	0.8331	0.0129	1.5%	0.0057	0.7%	57%	False	False	117,504
10	0.8460	0.8238	0.0222	2.6%	0.0067	0.8%	75%	False	False	119,886
20	0.8460	0.8205	0.0255	3.0%	0.0061	0.7%	78%	False	False	80,902
40	0.8562	0.8205	0.0357	4.2%	0.0063	0.7%	56%	False	False	40,770
60	0.8646	0.8205	0.0441	5.2%	0.0070	0.8%	45%	False	False	27,319
80	0.8670	0.8205	0.0465	5.5%	0.0073	0.9%	43%	False	False	20,535
100	0.8866	0.8205	0.0661	7.9%	0.0067	0.8%	30%	False	False	16,431
120	0.9489	0.8205	0.1284	15.3%	0.0060	0.7%	16%	False	False	13,693

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

Fibonacci Retracements and Extensions
4.250	0.8592
2.618	0.8525
1.618	0.8484
1.000	0.8459
0.618	0.8443
HIGH	0.8418
0.618	0.8402
0.500	0.8398
0.382	0.8393
LOW	0.8377
0.618	0.8352
1.000	0.8336
1.618	0.8311
2.618	0.8270
4.250	0.8203

Fisher Pivots for day following 27-Mar-2015
Pivot	1 day	3 day
R1	0.8403	0.8407
PP	0.8400	0.8406
S1	0.8398	0.8406

Download as Excel Spreadsheet

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

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