CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 16-Apr-2015

Day Change Summary
	Previous	Current
	15-Apr-2015	16-Apr-2015	Change	Change %	Previous Week
Open	0.8384	0.8400	0.0016	0.2%	0.8420
High	0.8424	0.8423	-0.0001	0.0%	0.8425
Low	0.8356	0.8375	0.0019	0.2%	0.8287
Close	0.8416	0.8419	0.0003	0.0%	0.8327
Range	0.0068	0.0048	-0.0020	-29.4%	0.0138
ATR	0.0064	0.0062	-0.0001	-1.7%	0.0000
Volume	106,108	112,846	6,738	6.4%	472,809

Daily Pivots for day following 16-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8550	0.8532	0.8445
R3	0.8502	0.8484	0.8432
R2	0.8454	0.8454	0.8428
R1	0.8436	0.8436	0.8423	0.8445
PP	0.8406	0.8406	0.8406	0.8410
S1	0.8388	0.8388	0.8415	0.8397
S2	0.8358	0.8358	0.8410
S3	0.8310	0.8340	0.8406
S4	0.8262	0.8292	0.8393

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%	0.0063	0.8%	97%	False	False	117,208
10	0.8425	0.8280	0.0145	1.7%	0.0059	0.7%	96%	False	False	105,471
20	0.8460	0.8260	0.0200	2.4%	0.0062	0.7%	80%	False	False	113,523
40	0.8464	0.8205	0.0259	3.1%	0.0059	0.7%	83%	False	False	75,838
60	0.8562	0.8205	0.0357	4.2%	0.0064	0.8%	60%	False	False	50,718
80	0.8646	0.8205	0.0441	5.2%	0.0066	0.8%	49%	False	False	38,120
100	0.8670	0.8205	0.0465	5.5%	0.0069	0.8%	46%	False	False	30,524
120	0.9335	0.8205	0.1130	13.4%	0.0065	0.8%	19%	False	False	25,438

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8627
2.618	0.8549
1.618	0.8501
1.000	0.8471
0.618	0.8453
HIGH	0.8423
0.618	0.8405
0.500	0.8399
0.382	0.8393
LOW	0.8375
0.618	0.8345
1.000	0.8327
1.618	0.8297
2.618	0.8249
4.250	0.8171

Fisher Pivots for day following 16-Apr-2015
Pivot	1 day	3 day
R1	0.8412	0.8405
PP	0.8406	0.8390
S1	0.8399	0.8376

Download as Excel Spreadsheet

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

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