CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 01-May-2015

Day Change Summary
	Previous	Current
	30-Apr-2015	01-May-2015	Change	Change %	Previous Week
Open	0.8402	0.8378	-0.0024	-0.3%	0.8416
High	0.8446	0.8378	-0.0068	-0.8%	0.8446
Low	0.8343	0.8315	-0.0028	-0.3%	0.8315
Close	0.8378	0.8316	-0.0062	-0.7%	0.8316
Range	0.0103	0.0063	-0.0040	-38.8%	0.0131
ATR	0.0059	0.0059	0.0000	0.5%	0.0000
Volume	211,841	112,950	-98,891	-46.7%	701,812

Daily Pivots for day following 01-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8525	0.8484	0.8351
R3	0.8462	0.8421	0.8333
R2	0.8399	0.8399	0.8328
R1	0.8358	0.8358	0.8322	0.8347
PP	0.8336	0.8336	0.8336	0.8331
S1	0.8295	0.8295	0.8310	0.8284
S2	0.8273	0.8273	0.8304
S3	0.8210	0.8232	0.8299
S4	0.8147	0.8169	0.8281

Weekly Pivots for week ending 01-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8752	0.8665	0.8388
R3	0.8621	0.8534	0.8352
R2	0.8490	0.8490	0.8340
R1	0.8403	0.8403	0.8328	0.8381
PP	0.8359	0.8359	0.8359	0.8348
S1	0.8272	0.8272	0.8304	0.8250
S2	0.8228	0.8228	0.8292
S3	0.8097	0.8141	0.8280
S4	0.7966	0.8010	0.8244

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8446	0.8315	0.0131	1.6%	0.0059	0.7%	1%	False	True	140,362
10	0.8446	0.8315	0.0131	1.6%	0.0056	0.7%	1%	False	True	119,659
20	0.8446	0.8280	0.0166	2.0%	0.0058	0.7%	22%	False	False	114,810
40	0.8460	0.8205	0.0255	3.1%	0.0061	0.7%	44%	False	False	108,349
60	0.8550	0.8205	0.0345	4.1%	0.0061	0.7%	32%	False	False	72,750
80	0.8646	0.8205	0.0441	5.3%	0.0067	0.8%	25%	False	False	54,676
100	0.8670	0.8205	0.0465	5.6%	0.0070	0.8%	24%	False	False	43,783
120	0.8784	0.8205	0.0579	7.0%	0.0065	0.8%	19%	False	False	36,489

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

Fibonacci Retracements and Extensions
4.250	0.8646
2.618	0.8543
1.618	0.8480
1.000	0.8441
0.618	0.8417
HIGH	0.8378
0.618	0.8354
0.500	0.8347
0.382	0.8339
LOW	0.8315
0.618	0.8276
1.000	0.8252
1.618	0.8213
2.618	0.8150
4.250	0.8047

Fisher Pivots for day following 01-May-2015
Pivot	1 day	3 day
R1	0.8347	0.8381
PP	0.8336	0.8359
S1	0.8326	0.8338

Download as Excel Spreadsheet

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

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