CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 08-Apr-2015

Day Change Summary
	Previous	Current
	07-Apr-2015	08-Apr-2015	Change	Change %	Previous Week
Open	0.8376	0.8321	-0.0055	-0.7%	0.8398
High	0.8379	0.8365	-0.0014	-0.2%	0.8403
Low	0.8309	0.8315	0.0006	0.1%	0.8316
Close	0.8315	0.8342	0.0027	0.3%	0.8362
Range	0.0070	0.0050	-0.0020	-28.6%	0.0087
ATR	0.0063	0.0062	-0.0001	-1.4%	0.0000
Volume	102,179	109,452	7,273	7.1%	439,414

Daily Pivots for day following 08-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8491	0.8466	0.8370
R3	0.8441	0.8416	0.8356
R2	0.8391	0.8391	0.8351
R1	0.8366	0.8366	0.8347	0.8379
PP	0.8341	0.8341	0.8341	0.8347
S1	0.8316	0.8316	0.8337	0.8329
S2	0.8291	0.8291	0.8333
S3	0.8241	0.8266	0.8328
S4	0.8191	0.8216	0.8315

Weekly Pivots for week ending 03-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8621	0.8579	0.8410
R3	0.8534	0.8492	0.8386
R2	0.8447	0.8447	0.8378
R1	0.8405	0.8405	0.8370	0.8383
PP	0.8360	0.8360	0.8360	0.8349
S1	0.8318	0.8318	0.8354	0.8296
S2	0.8273	0.8273	0.8346
S3	0.8186	0.8231	0.8338
S4	0.8099	0.8144	0.8314

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8425	0.8309	0.0116	1.4%	0.0056	0.7%	28%	False	False	102,010
10	0.8460	0.8309	0.0151	1.8%	0.0059	0.7%	22%	False	False	107,823
20	0.8460	0.8229	0.0231	2.8%	0.0061	0.7%	49%	False	False	109,968
40	0.8469	0.8205	0.0264	3.2%	0.0061	0.7%	52%	False	False	58,676
60	0.8646	0.8205	0.0441	5.3%	0.0069	0.8%	31%	False	False	39,256
80	0.8670	0.8205	0.0465	5.6%	0.0070	0.8%	29%	False	False	29,513
100	0.8719	0.8205	0.0514	6.2%	0.0067	0.8%	27%	False	False	23,619
120	0.9489	0.8205	0.1284	15.4%	0.0063	0.8%	11%	False	False	19,683

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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8578
2.618	0.8496
1.618	0.8446
1.000	0.8415
0.618	0.8396
HIGH	0.8365
0.618	0.8346
0.500	0.8340
0.382	0.8334
LOW	0.8315
0.618	0.8284
1.000	0.8265
1.618	0.8234
2.618	0.8184
4.250	0.8103

Fisher Pivots for day following 08-Apr-2015
Pivot	1 day	3 day
R1	0.8341	0.8367
PP	0.8341	0.8359
S1	0.8340	0.8350

Download as Excel Spreadsheet

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

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