CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 08-May-2015

Day Change Summary
	Previous	Current
	07-May-2015	08-May-2015	Change	Change %	Previous Week
Open	0.8376	0.8353	-0.0023	-0.3%	0.8318
High	0.8402	0.8372	-0.0030	-0.4%	0.8402
Low	0.8345	0.8319	-0.0026	-0.3%	0.8301
Close	0.8351	0.8350	-0.0001	0.0%	0.8350
Range	0.0057	0.0053	-0.0004	-7.0%	0.0101
ATR	0.0057	0.0056	0.0000	-0.5%	0.0000
Volume	124,299	126,868	2,569	2.1%	590,961

Daily Pivots for day following 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8506	0.8481	0.8379
R3	0.8453	0.8428	0.8365
R2	0.8400	0.8400	0.8360
R1	0.8375	0.8375	0.8355	0.8361
PP	0.8347	0.8347	0.8347	0.8340
S1	0.8322	0.8322	0.8345	0.8308
S2	0.8294	0.8294	0.8340
S3	0.8241	0.8269	0.8335
S4	0.8188	0.8216	0.8321

Weekly Pivots for week ending 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8654	0.8603	0.8406
R3	0.8553	0.8502	0.8378
R2	0.8452	0.8452	0.8369
R1	0.8401	0.8401	0.8359	0.8427
PP	0.8351	0.8351	0.8351	0.8364
S1	0.8300	0.8300	0.8341	0.8326
S2	0.8250	0.8250	0.8331
S3	0.8149	0.8199	0.8322
S4	0.8048	0.8098	0.8294

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8402	0.8301	0.0101	1.2%	0.0049	0.6%	49%	False	False	118,192
10	0.8446	0.8301	0.0145	1.7%	0.0054	0.6%	34%	False	False	129,277
20	0.8446	0.8280	0.0166	2.0%	0.0057	0.7%	42%	False	False	120,718
40	0.8460	0.8235	0.0225	2.7%	0.0058	0.7%	51%	False	False	115,982
60	0.8469	0.8205	0.0264	3.2%	0.0059	0.7%	55%	False	False	82,570
80	0.8646	0.8205	0.0441	5.3%	0.0065	0.8%	33%	False	False	62,031
100	0.8670	0.8205	0.0465	5.6%	0.0066	0.8%	31%	False	False	49,686
120	0.8670	0.8205	0.0465	5.6%	0.0066	0.8%	31%	False	False	41,413

Crabel Price Patterns
NR	True
NR4	True
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	0.0016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8597
2.618	0.8511
1.618	0.8458
1.000	0.8425
0.618	0.8405
HIGH	0.8372
0.618	0.8352
0.500	0.8346
0.382	0.8339
LOW	0.8319
0.618	0.8286
1.000	0.8266
1.618	0.8233
2.618	0.8180
4.250	0.8094

Fisher Pivots for day following 08-May-2015
Pivot	1 day	3 day
R1	0.8349	0.8361
PP	0.8347	0.8357
S1	0.8346	0.8354

Download as Excel Spreadsheet

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

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