CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 15-Apr-2015

Day Change Summary
	Previous	Current
	14-Apr-2015	15-Apr-2015	Change	Change %	Previous Week
Open	0.8328	0.8384	0.0056	0.7%	0.8420
High	0.8405	0.8424	0.0019	0.2%	0.8425
Low	0.8327	0.8356	0.0029	0.3%	0.8287
Close	0.8384	0.8416	0.0032	0.4%	0.8327
Range	0.0078	0.0068	-0.0010	-12.8%	0.0138
ATR	0.0063	0.0064	0.0000	0.5%	0.0000
Volume	150,769	106,108	-44,661	-29.6%	472,809

Daily Pivots for day following 15-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8603	0.8577	0.8453
R3	0.8535	0.8509	0.8435
R2	0.8467	0.8467	0.8428
R1	0.8441	0.8441	0.8422	0.8454
PP	0.8399	0.8399	0.8399	0.8405
S1	0.8373	0.8373	0.8410	0.8386
S2	0.8331	0.8331	0.8404
S3	0.8263	0.8305	0.8397
S4	0.8195	0.8237	0.8379

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	0.8424	0.8280	0.0144	1.7%	0.0066	0.8%	94%	True	False	115,546
10	0.8425	0.8280	0.0145	1.7%	0.0061	0.7%	94%	False	False	108,778
20	0.8460	0.8246	0.0214	2.5%	0.0067	0.8%	79%	False	False	116,282
40	0.8464	0.8205	0.0259	3.1%	0.0059	0.7%	81%	False	False	73,034
60	0.8562	0.8205	0.0357	4.2%	0.0066	0.8%	59%	False	False	48,852
80	0.8646	0.8205	0.0441	5.2%	0.0067	0.8%	48%	False	False	36,725
100	0.8670	0.8205	0.0465	5.5%	0.0069	0.8%	45%	False	False	29,396
120	0.9355	0.8205	0.1150	13.7%	0.0064	0.8%	18%	False	False	24,497

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8713
2.618	0.8602
1.618	0.8534
1.000	0.8492
0.618	0.8466
HIGH	0.8424
0.618	0.8398
0.500	0.8390
0.382	0.8382
LOW	0.8356
0.618	0.8314
1.000	0.8288
1.618	0.8246
2.618	0.8178
4.250	0.8067

Fisher Pivots for day following 15-Apr-2015
Pivot	1 day	3 day
R1	0.8407	0.8395
PP	0.8399	0.8373
S1	0.8390	0.8352

Download as Excel Spreadsheet

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

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