CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 17-Apr-2015

Day Change Summary
	Previous	Current
	16-Apr-2015	17-Apr-2015	Change	Change %	Previous Week
Open	0.8400	0.8409	0.0009	0.1%	0.8319
High	0.8423	0.8439	0.0016	0.2%	0.8439
Low	0.8375	0.8390	0.0015	0.2%	0.8280
Close	0.8419	0.8424	0.0005	0.1%	0.8424
Range	0.0048	0.0049	0.0001	2.1%	0.0159
ATR	0.0062	0.0061	-0.0001	-1.5%	0.0000
Volume	112,846	129,631	16,785	14.9%	626,807

Daily Pivots for day following 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8565	0.8543	0.8451
R3	0.8516	0.8494	0.8437
R2	0.8467	0.8467	0.8433
R1	0.8445	0.8445	0.8428	0.8456
PP	0.8418	0.8418	0.8418	0.8423
S1	0.8396	0.8396	0.8420	0.8407
S2	0.8369	0.8369	0.8415
S3	0.8320	0.8347	0.8411
S4	0.8271	0.8298	0.8397

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8858	0.8800	0.8511
R3	0.8699	0.8641	0.8468
R2	0.8540	0.8540	0.8453
R1	0.8482	0.8482	0.8439	0.8511
PP	0.8381	0.8381	0.8381	0.8396
S1	0.8323	0.8323	0.8409	0.8352
S2	0.8222	0.8222	0.8395
S3	0.8063	0.8164	0.8380
S4	0.7904	0.8005	0.8337

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8439	0.8280	0.0159	1.9%	0.0065	0.8%	91%	True	False	125,361
10	0.8439	0.8280	0.0159	1.9%	0.0061	0.7%	91%	True	False	109,961
20	0.8460	0.8260	0.0200	2.4%	0.0060	0.7%	82%	False	False	112,717
40	0.8464	0.8205	0.0259	3.1%	0.0059	0.7%	85%	False	False	79,073
60	0.8562	0.8205	0.0357	4.2%	0.0063	0.8%	61%	False	False	52,851
80	0.8646	0.8205	0.0441	5.2%	0.0066	0.8%	50%	False	False	39,740
100	0.8670	0.8205	0.0465	5.5%	0.0069	0.8%	47%	False	False	31,820
120	0.9310	0.8205	0.1105	13.1%	0.0064	0.8%	20%	False	False	26,518

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8647
2.618	0.8567
1.618	0.8518
1.000	0.8488
0.618	0.8469
HIGH	0.8439
0.618	0.8420
0.500	0.8415
0.382	0.8409
LOW	0.8390
0.618	0.8360
1.000	0.8341
1.618	0.8311
2.618	0.8262
4.250	0.8182

Fisher Pivots for day following 17-Apr-2015
Pivot	1 day	3 day
R1	0.8421	0.8415
PP	0.8418	0.8406
S1	0.8415	0.8398

Download as Excel Spreadsheet

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

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