CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 29-Apr-2015

Day Change Summary
	Previous	Current
	28-Apr-2015	29-Apr-2015	Change	Change %	Previous Week
Open	0.8402	0.8418	0.0016	0.2%	0.8413
High	0.8423	0.8435	0.0012	0.1%	0.8442
Low	0.8394	0.8381	-0.0013	-0.2%	0.8330
Close	0.8416	0.8408	-0.0008	-0.1%	0.8416
Range	0.0029	0.0054	0.0025	86.2%	0.0112
ATR	0.0056	0.0056	0.0000	-0.2%	0.0000
Volume	116,059	162,710	46,651	40.2%	494,786

Daily Pivots for day following 29-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8570	0.8543	0.8438
R3	0.8516	0.8489	0.8423
R2	0.8462	0.8462	0.8418
R1	0.8435	0.8435	0.8413	0.8422
PP	0.8408	0.8408	0.8408	0.8401
S1	0.8381	0.8381	0.8403	0.8368
S2	0.8354	0.8354	0.8398
S3	0.8300	0.8327	0.8393
S4	0.8246	0.8273	0.8378

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8732	0.8686	0.8478
R3	0.8620	0.8574	0.8447
R2	0.8508	0.8508	0.8437
R1	0.8462	0.8462	0.8426	0.8485
PP	0.8396	0.8396	0.8396	0.8408
S1	0.8350	0.8350	0.8406	0.8373
S2	0.8284	0.8284	0.8395
S3	0.8172	0.8238	0.8385
S4	0.8060	0.8126	0.8354

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8435	0.8330	0.0105	1.2%	0.0047	0.6%	74%	True	False	120,129
10	0.8442	0.8330	0.0112	1.3%	0.0049	0.6%	70%	False	False	111,428
20	0.8442	0.8280	0.0162	1.9%	0.0055	0.7%	79%	False	False	110,103
40	0.8460	0.8205	0.0255	3.0%	0.0059	0.7%	80%	False	False	100,559
60	0.8562	0.8205	0.0357	4.2%	0.0060	0.7%	57%	False	False	67,343
80	0.8646	0.8205	0.0441	5.2%	0.0067	0.8%	46%	False	False	50,619
100	0.8670	0.8205	0.0465	5.5%	0.0070	0.8%	44%	False	False	40,536
120	0.8812	0.8205	0.0607	7.2%	0.0065	0.8%	33%	False	False	33,782

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8665
2.618	0.8576
1.618	0.8522
1.000	0.8489
0.618	0.8468
HIGH	0.8435
0.618	0.8414
0.500	0.8408
0.382	0.8402
LOW	0.8381
0.618	0.8348
1.000	0.8327
1.618	0.8294
2.618	0.8240
4.250	0.8152

Fisher Pivots for day following 29-Apr-2015
Pivot	1 day	3 day
R1	0.8408	0.8407
PP	0.8408	0.8407
S1	0.8408	0.8406

Download as Excel Spreadsheet

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

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