CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 10-Apr-2015

Day Change Summary
	Previous	Current
	09-Apr-2015	10-Apr-2015	Change	Change %	Previous Week
Open	0.8327	0.8297	-0.0030	-0.4%	0.8420
High	0.8349	0.8336	-0.0013	-0.2%	0.8425
Low	0.8287	0.8296	0.0009	0.1%	0.8287
Close	0.8292	0.8327	0.0035	0.4%	0.8327
Range	0.0062	0.0040	-0.0022	-35.5%	0.0138
ATR	0.0062	0.0060	-0.0001	-2.1%	0.0000
Volume	104,535	88,868	-15,667	-15.0%	472,809

Daily Pivots for day following 10-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8440	0.8423	0.8349
R3	0.8400	0.8383	0.8338
R2	0.8360	0.8360	0.8334
R1	0.8343	0.8343	0.8331	0.8352
PP	0.8320	0.8320	0.8320	0.8324
S1	0.8303	0.8303	0.8323	0.8312
S2	0.8280	0.8280	0.8320
S3	0.8240	0.8263	0.8316
S4	0.8200	0.8223	0.8305

Weekly Pivots for week ending 10-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8760	0.8682	0.8403
R3	0.8622	0.8544	0.8365
R2	0.8484	0.8484	0.8352
R1	0.8406	0.8406	0.8340	0.8376
PP	0.8346	0.8346	0.8346	0.8332
S1	0.8268	0.8268	0.8314	0.8238
S2	0.8208	0.8208	0.8302
S3	0.8070	0.8130	0.8289
S4	0.7932	0.7992	0.8251

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%	0.0057	0.7%	29%	False	False	94,561
10	0.8425	0.8287	0.0138	1.7%	0.0054	0.6%	29%	False	False	101,378
20	0.8460	0.8235	0.0225	2.7%	0.0060	0.7%	41%	False	False	111,247
40	0.8469	0.8205	0.0264	3.2%	0.0060	0.7%	46%	False	False	63,496
60	0.8646	0.8205	0.0441	5.3%	0.0068	0.8%	28%	False	False	42,469
80	0.8670	0.8205	0.0465	5.6%	0.0069	0.8%	26%	False	False	31,928
100	0.8670	0.8205	0.0465	5.6%	0.0067	0.8%	26%	False	False	25,552
120	0.9401	0.8205	0.1196	14.4%	0.0063	0.8%	10%	False	False	21,295

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0011
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8506
2.618	0.8441
1.618	0.8401
1.000	0.8376
0.618	0.8361
HIGH	0.8336
0.618	0.8321
0.500	0.8316
0.382	0.8311
LOW	0.8296
0.618	0.8271
1.000	0.8256
1.618	0.8231
2.618	0.8191
4.250	0.8126

Fisher Pivots for day following 10-Apr-2015
Pivot	1 day	3 day
R1	0.8323	0.8327
PP	0.8320	0.8326
S1	0.8316	0.8326

Download as Excel Spreadsheet

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

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