CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 13-Apr-2015

Day Change Summary
	Previous	Current
	10-Apr-2015	13-Apr-2015	Change	Change %	Previous Week
Open	0.8297	0.8319	0.0022	0.3%	0.8420
High	0.8336	0.8362	0.0026	0.3%	0.8425
Low	0.8296	0.8280	-0.0016	-0.2%	0.8287
Close	0.8327	0.8335	0.0008	0.1%	0.8327
Range	0.0040	0.0082	0.0042	105.0%	0.0138
ATR	0.0060	0.0062	0.0002	2.5%	0.0000
Volume	88,868	127,453	38,585	43.4%	472,809

Daily Pivots for day following 13-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8572	0.8535	0.8380
R3	0.8490	0.8453	0.8358
R2	0.8408	0.8408	0.8350
R1	0.8371	0.8371	0.8343	0.8390
PP	0.8326	0.8326	0.8326	0.8335
S1	0.8289	0.8289	0.8327	0.8308
S2	0.8244	0.8244	0.8320
S3	0.8162	0.8207	0.8312
S4	0.8080	0.8125	0.8290

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	0.8379	0.8280	0.0099	1.2%	0.0061	0.7%	56%	False	True	106,497
10	0.8425	0.8280	0.0145	1.7%	0.0058	0.7%	38%	False	True	103,967
20	0.8460	0.8238	0.0222	2.7%	0.0063	0.8%	44%	False	False	111,926
40	0.8469	0.8205	0.0264	3.2%	0.0059	0.7%	49%	False	False	66,651
60	0.8646	0.8205	0.0441	5.3%	0.0067	0.8%	29%	False	False	44,590
80	0.8670	0.8205	0.0465	5.6%	0.0069	0.8%	28%	False	False	33,521
100	0.8670	0.8205	0.0465	5.6%	0.0068	0.8%	28%	False	False	26,827
120	0.9401	0.8205	0.1196	14.3%	0.0063	0.8%	11%	False	False	22,357

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8711
2.618	0.8577
1.618	0.8495
1.000	0.8444
0.618	0.8413
HIGH	0.8362
0.618	0.8331
0.500	0.8321
0.382	0.8311
LOW	0.8280
0.618	0.8229
1.000	0.8198
1.618	0.8147
2.618	0.8065
4.250	0.7932

Fisher Pivots for day following 13-Apr-2015
Pivot	1 day	3 day
R1	0.8330	0.8330
PP	0.8326	0.8326
S1	0.8321	0.8321

Download as Excel Spreadsheet

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

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