CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 14-Apr-2015

Day Change Summary
	Previous	Current
	13-Apr-2015	14-Apr-2015	Change	Change %	Previous Week
Open	0.8319	0.8328	0.0009	0.1%	0.8420
High	0.8362	0.8405	0.0043	0.5%	0.8425
Low	0.8280	0.8327	0.0047	0.6%	0.8287
Close	0.8335	0.8384	0.0049	0.6%	0.8327
Range	0.0082	0.0078	-0.0004	-4.9%	0.0138
ATR	0.0062	0.0063	0.0001	1.8%	0.0000
Volume	127,453	150,769	23,316	18.3%	472,809

Daily Pivots for day following 14-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8606	0.8573	0.8427
R3	0.8528	0.8495	0.8405
R2	0.8450	0.8450	0.8398
R1	0.8417	0.8417	0.8391	0.8434
PP	0.8372	0.8372	0.8372	0.8380
S1	0.8339	0.8339	0.8377	0.8356
S2	0.8294	0.8294	0.8370
S3	0.8216	0.8261	0.8363
S4	0.8138	0.8183	0.8341

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	0.8405	0.8280	0.0125	1.5%	0.0062	0.7%	83%	True	False	116,215
10	0.8425	0.8280	0.0145	1.7%	0.0058	0.7%	72%	False	False	108,829
20	0.8460	0.8238	0.0222	2.6%	0.0065	0.8%	66%	False	False	115,131
40	0.8469	0.8205	0.0264	3.1%	0.0059	0.7%	68%	False	False	70,394
60	0.8646	0.8205	0.0441	5.3%	0.0067	0.8%	41%	False	False	47,097
80	0.8646	0.8205	0.0441	5.3%	0.0068	0.8%	41%	False	False	35,404
100	0.8670	0.8205	0.0465	5.5%	0.0069	0.8%	38%	False	False	28,335
120	0.9401	0.8205	0.1196	14.3%	0.0064	0.8%	15%	False	False	23,613

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8737
2.618	0.8609
1.618	0.8531
1.000	0.8483
0.618	0.8453
HIGH	0.8405
0.618	0.8375
0.500	0.8366
0.382	0.8357
LOW	0.8327
0.618	0.8279
1.000	0.8249
1.618	0.8201
2.618	0.8123
4.250	0.7996

Fisher Pivots for day following 14-Apr-2015
Pivot	1 day	3 day
R1	0.8378	0.8370
PP	0.8372	0.8356
S1	0.8366	0.8343

Download as Excel Spreadsheet

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

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