CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 30-Apr-2015

Day Change Summary
	Previous	Current
	29-Apr-2015	30-Apr-2015	Change	Change %	Previous Week
Open	0.8418	0.8402	-0.0016	-0.2%	0.8413
High	0.8435	0.8446	0.0011	0.1%	0.8442
Low	0.8381	0.8343	-0.0038	-0.5%	0.8330
Close	0.8408	0.8378	-0.0030	-0.4%	0.8416
Range	0.0054	0.0103	0.0049	90.7%	0.0112
ATR	0.0056	0.0059	0.0003	6.1%	0.0000
Volume	162,710	211,841	49,131	30.2%	494,786

Daily Pivots for day following 30-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8698	0.8641	0.8435
R3	0.8595	0.8538	0.8406
R2	0.8492	0.8492	0.8397
R1	0.8435	0.8435	0.8387	0.8412
PP	0.8389	0.8389	0.8389	0.8378
S1	0.8332	0.8332	0.8369	0.8309
S2	0.8286	0.8286	0.8359
S3	0.8183	0.8229	0.8350
S4	0.8080	0.8126	0.8321

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	0.8446	0.8343	0.0103	1.2%	0.0058	0.7%	34%	True	True	142,267
10	0.8446	0.8330	0.0116	1.4%	0.0055	0.7%	41%	True	False	121,327
20	0.8446	0.8280	0.0166	2.0%	0.0057	0.7%	59%	True	False	113,399
40	0.8460	0.8205	0.0255	3.0%	0.0061	0.7%	68%	False	False	105,740
60	0.8552	0.8205	0.0347	4.1%	0.0061	0.7%	50%	False	False	70,871
80	0.8646	0.8205	0.0441	5.3%	0.0067	0.8%	39%	False	False	53,267
100	0.8670	0.8205	0.0465	5.6%	0.0070	0.8%	37%	False	False	42,654
120	0.8784	0.8205	0.0579	6.9%	0.0065	0.8%	30%	False	False	35,548

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	0.8884
2.618	0.8716
1.618	0.8613
1.000	0.8549
0.618	0.8510
HIGH	0.8446
0.618	0.8407
0.500	0.8395
0.382	0.8382
LOW	0.8343
0.618	0.8279
1.000	0.8240
1.618	0.8176
2.618	0.8073
4.250	0.7905

Fisher Pivots for day following 30-Apr-2015
Pivot	1 day	3 day
R1	0.8395	0.8395
PP	0.8389	0.8389
S1	0.8384	0.8384

Download as Excel Spreadsheet

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

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