CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 22-Apr-2015

Day Change Summary
	Previous	Current
	21-Apr-2015	22-Apr-2015	Change	Change %	Previous Week
Open	0.8392	0.8361	-0.0031	-0.4%	0.8319
High	0.8395	0.8385	-0.0010	-0.1%	0.8439
Low	0.8349	0.8340	-0.0009	-0.1%	0.8280
Close	0.8357	0.8348	-0.0009	-0.1%	0.8424
Range	0.0046	0.0045	-0.0001	-2.2%	0.0159
ATR	0.0061	0.0059	-0.0001	-1.8%	0.0000
Volume	93,479	92,612	-867	-0.9%	626,807

Daily Pivots for day following 22-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8493	0.8465	0.8373
R3	0.8448	0.8420	0.8360
R2	0.8403	0.8403	0.8356
R1	0.8375	0.8375	0.8352	0.8367
PP	0.8358	0.8358	0.8358	0.8353
S1	0.8330	0.8330	0.8344	0.8322
S2	0.8313	0.8313	0.8340
S3	0.8268	0.8285	0.8336
S4	0.8223	0.8240	0.8323

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	0.8442	0.8340	0.0102	1.2%	0.0051	0.6%	8%	False	True	102,727
10	0.8442	0.8280	0.0162	1.9%	0.0058	0.7%	42%	False	False	109,137
20	0.8460	0.8280	0.0180	2.2%	0.0059	0.7%	38%	False	False	108,480
40	0.8460	0.8205	0.0255	3.1%	0.0059	0.7%	56%	False	False	85,827
60	0.8562	0.8205	0.0357	4.3%	0.0062	0.7%	40%	False	False	57,361
80	0.8646	0.8205	0.0441	5.3%	0.0067	0.8%	32%	False	False	43,119
100	0.8670	0.8205	0.0465	5.6%	0.0070	0.8%	31%	False	False	34,531
120	0.9246	0.8205	0.1041	12.5%	0.0066	0.8%	14%	False	False	28,778

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8576
2.618	0.8503
1.618	0.8458
1.000	0.8430
0.618	0.8413
HIGH	0.8385
0.618	0.8368
0.500	0.8363
0.382	0.8357
LOW	0.8340
0.618	0.8312
1.000	0.8295
1.618	0.8267
2.618	0.8222
4.250	0.8149

Fisher Pivots for day following 22-Apr-2015
Pivot	1 day	3 day
R1	0.8363	0.8391
PP	0.8358	0.8377
S1	0.8353	0.8362

Download as Excel Spreadsheet

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

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