CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 11-May-2015

Day Change Summary
	Previous	Current
	08-May-2015	11-May-2015	Change	Change %	Previous Week
Open	0.8353	0.8350	-0.0003	0.0%	0.8318
High	0.8372	0.8356	-0.0016	-0.2%	0.8402
Low	0.8319	0.8325	0.0006	0.1%	0.8301
Close	0.8350	0.8330	-0.0020	-0.2%	0.8350
Range	0.0053	0.0031	-0.0022	-41.5%	0.0101
ATR	0.0056	0.0055	-0.0002	-3.2%	0.0000
Volume	126,868	74,356	-52,512	-41.4%	590,961

Daily Pivots for day following 11-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8430	0.8411	0.8347
R3	0.8399	0.8380	0.8339
R2	0.8368	0.8368	0.8336
R1	0.8349	0.8349	0.8333	0.8343
PP	0.8337	0.8337	0.8337	0.8334
S1	0.8318	0.8318	0.8327	0.8312
S2	0.8306	0.8306	0.8324
S3	0.8275	0.8287	0.8321
S4	0.8244	0.8256	0.8313

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%	0.0051	0.6%	29%	False	False	119,142
10	0.8446	0.8301	0.0145	1.7%	0.0053	0.6%	20%	False	False	126,887
20	0.8446	0.8301	0.0145	1.7%	0.0054	0.6%	20%	False	False	118,063
40	0.8460	0.8238	0.0222	2.7%	0.0058	0.7%	41%	False	False	114,995
60	0.8469	0.8205	0.0264	3.2%	0.0057	0.7%	47%	False	False	83,788
80	0.8646	0.8205	0.0441	5.3%	0.0064	0.8%	28%	False	False	62,958
100	0.8670	0.8205	0.0465	5.6%	0.0066	0.8%	27%	False	False	50,429
120	0.8670	0.8205	0.0465	5.6%	0.0066	0.8%	27%	False	False	42,033

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8488
2.618	0.8437
1.618	0.8406
1.000	0.8387
0.618	0.8375
HIGH	0.8356
0.618	0.8344
0.500	0.8341
0.382	0.8337
LOW	0.8325
0.618	0.8306
1.000	0.8294
1.618	0.8275
2.618	0.8244
4.250	0.8193

Fisher Pivots for day following 11-May-2015
Pivot	1 day	3 day
R1	0.8341	0.8361
PP	0.8337	0.8350
S1	0.8334	0.8340

Download as Excel Spreadsheet

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

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