CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 09-Apr-2015

Day Change Summary
	Previous	Current
	08-Apr-2015	09-Apr-2015	Change	Change %	Previous Week
Open	0.8321	0.8327	0.0006	0.1%	0.8398
High	0.8365	0.8349	-0.0016	-0.2%	0.8403
Low	0.8315	0.8287	-0.0028	-0.3%	0.8316
Close	0.8342	0.8292	-0.0050	-0.6%	0.8362
Range	0.0050	0.0062	0.0012	24.0%	0.0087
ATR	0.0062	0.0062	0.0000	0.0%	0.0000
Volume	109,452	104,535	-4,917	-4.5%	439,414

Daily Pivots for day following 09-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8495	0.8456	0.8326
R3	0.8433	0.8394	0.8309
R2	0.8371	0.8371	0.8303
R1	0.8332	0.8332	0.8298	0.8321
PP	0.8309	0.8309	0.8309	0.8304
S1	0.8270	0.8270	0.8286	0.8259
S2	0.8247	0.8247	0.8281
S3	0.8185	0.8208	0.8275
S4	0.8123	0.8146	0.8258

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	0.8287	0.0138	1.7%	0.0055	0.7%	4%	False	True	93,734
10	0.8460	0.8287	0.0173	2.1%	0.0059	0.7%	3%	False	True	107,776
20	0.8460	0.8229	0.0231	2.8%	0.0062	0.7%	27%	False	False	110,839
40	0.8469	0.8205	0.0264	3.2%	0.0061	0.7%	33%	False	False	61,282
60	0.8646	0.8205	0.0441	5.3%	0.0069	0.8%	20%	False	False	40,990
80	0.8670	0.8205	0.0465	5.6%	0.0069	0.8%	19%	False	False	30,818
100	0.8671	0.8205	0.0466	5.6%	0.0067	0.8%	19%	False	False	24,664
120	0.9489	0.8205	0.1284	15.5%	0.0063	0.8%	7%	False	False	20,554

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8613
2.618	0.8511
1.618	0.8449
1.000	0.8411
0.618	0.8387
HIGH	0.8349
0.618	0.8325
0.500	0.8318
0.382	0.8311
LOW	0.8287
0.618	0.8249
1.000	0.8225
1.618	0.8187
2.618	0.8125
4.250	0.8024

Fisher Pivots for day following 09-Apr-2015
Pivot	1 day	3 day
R1	0.8318	0.8333
PP	0.8309	0.8319
S1	0.8301	0.8306

Download as Excel Spreadsheet

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

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