CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 06-May-2015

Day Change Summary
	Previous	Current
	05-May-2015	06-May-2015	Change	Change %	Previous Week
Open	0.8325	0.8346	0.0021	0.3%	0.8416
High	0.8356	0.8393	0.0037	0.4%	0.8446
Low	0.8301	0.8333	0.0032	0.4%	0.8315
Close	0.8347	0.8384	0.0037	0.4%	0.8316
Range	0.0055	0.0060	0.0005	9.1%	0.0131
ATR	0.0056	0.0057	0.0000	0.4%	0.0000
Volume	136,935	133,253	-3,682	-2.7%	701,812

Daily Pivots for day following 06-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8550	0.8527	0.8417
R3	0.8490	0.8467	0.8401
R2	0.8430	0.8430	0.8395
R1	0.8407	0.8407	0.8390	0.8419
PP	0.8370	0.8370	0.8370	0.8376
S1	0.8347	0.8347	0.8379	0.8359
S2	0.8310	0.8310	0.8373
S3	0.8250	0.8287	0.8368
S4	0.8190	0.8227	0.8351

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	0.8301	0.0145	1.7%	0.0060	0.7%	57%	False	False	132,917
10	0.8446	0.8301	0.0145	1.7%	0.0054	0.6%	57%	False	False	126,523
20	0.8446	0.8280	0.0166	2.0%	0.0056	0.7%	63%	False	False	117,830
40	0.8460	0.8229	0.0231	2.8%	0.0059	0.7%	67%	False	False	113,899
60	0.8469	0.8205	0.0264	3.1%	0.0059	0.7%	68%	False	False	78,394
80	0.8646	0.8205	0.0441	5.3%	0.0066	0.8%	41%	False	False	58,900
100	0.8670	0.8205	0.0465	5.5%	0.0067	0.8%	38%	False	False	47,176
120	0.8719	0.8205	0.0514	6.1%	0.0065	0.8%	35%	False	False	39,320

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	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8648
2.618	0.8550
1.618	0.8490
1.000	0.8453
0.618	0.8430
HIGH	0.8393
0.618	0.8370
0.500	0.8363
0.382	0.8356
LOW	0.8333
0.618	0.8296
1.000	0.8273
1.618	0.8236
2.618	0.8176
4.250	0.8078

Fisher Pivots for day following 06-May-2015
Pivot	1 day	3 day
R1	0.8377	0.8372
PP	0.8370	0.8359
S1	0.8363	0.8347

Download as Excel Spreadsheet

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

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