CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 31-Mar-2015

Day Change Summary
	Previous	Current
	30-Mar-2015	31-Mar-2015	Change	Change %	Previous Week
Open	0.8398	0.8336	-0.0062	-0.7%	0.8351
High	0.8403	0.8358	-0.0045	-0.5%	0.8460
Low	0.8326	0.8316	-0.0010	-0.1%	0.8331
Close	0.8329	0.8346	0.0017	0.2%	0.8405
Range	0.0077	0.0042	-0.0035	-45.5%	0.0129
ATR	0.0065	0.0064	-0.0002	-2.6%	0.0000
Volume	102,154	106,616	4,462	4.4%	587,522

Daily Pivots for day following 31-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8466	0.8448	0.8369
R3	0.8424	0.8406	0.8358
R2	0.8382	0.8382	0.8354
R1	0.8364	0.8364	0.8350	0.8373
PP	0.8340	0.8340	0.8340	0.8345
S1	0.8322	0.8322	0.8342	0.8331
S2	0.8298	0.8298	0.8338
S3	0.8256	0.8280	0.8334
S4	0.8214	0.8238	0.8323

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	0.8316	0.0144	1.7%	0.0062	0.7%	21%	False	True	113,636
10	0.8460	0.8246	0.0214	2.6%	0.0074	0.9%	47%	False	False	123,786
20	0.8460	0.8205	0.0255	3.1%	0.0063	0.7%	55%	False	False	91,016
40	0.8562	0.8205	0.0357	4.3%	0.0063	0.8%	39%	False	False	45,963
60	0.8646	0.8205	0.0441	5.3%	0.0071	0.8%	32%	False	False	30,791
80	0.8670	0.8205	0.0465	5.6%	0.0074	0.9%	30%	False	False	23,144
100	0.8812	0.8205	0.0607	7.3%	0.0067	0.8%	23%	False	False	18,518
120	0.9489	0.8205	0.1284	15.4%	0.0061	0.7%	11%	False	False	15,433

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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8537
2.618	0.8468
1.618	0.8426
1.000	0.8400
0.618	0.8384
HIGH	0.8358
0.618	0.8342
0.500	0.8337
0.382	0.8332
LOW	0.8316
0.618	0.8290
1.000	0.8274
1.618	0.8248
2.618	0.8206
4.250	0.8138

Fisher Pivots for day following 31-Mar-2015
Pivot	1 day	3 day
R1	0.8343	0.8367
PP	0.8340	0.8360
S1	0.8337	0.8353

Download as Excel Spreadsheet

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

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