CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 18-May-2015

Day Change Summary
	Previous	Current
	15-May-2015	18-May-2015	Change	Change %	Previous Week
Open	0.8393	0.8377	-0.0016	-0.2%	0.8350
High	0.8394	0.8382	-0.0012	-0.1%	0.8414
Low	0.8340	0.8332	-0.0008	-0.1%	0.8316
Close	0.8387	0.8334	-0.0053	-0.6%	0.8387
Range	0.0054	0.0050	-0.0004	-7.4%	0.0098
ATR	0.0053	0.0053	0.0000	0.3%	0.0000
Volume	124,212	91,940	-32,272	-26.0%	535,323

Daily Pivots for day following 18-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8499	0.8467	0.8362
R3	0.8449	0.8417	0.8348
R2	0.8399	0.8399	0.8343
R1	0.8367	0.8367	0.8339	0.8358
PP	0.8349	0.8349	0.8349	0.8345
S1	0.8317	0.8317	0.8329	0.8308
S2	0.8299	0.8299	0.8325
S3	0.8249	0.8267	0.8320
S4	0.8199	0.8217	0.8307

Weekly Pivots for week ending 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8666	0.8625	0.8441
R3	0.8568	0.8527	0.8414
R2	0.8470	0.8470	0.8405
R1	0.8429	0.8429	0.8396	0.8450
PP	0.8372	0.8372	0.8372	0.8383
S1	0.8331	0.8331	0.8378	0.8352
S2	0.8274	0.8274	0.8369
S3	0.8176	0.8233	0.8360
S4	0.8078	0.8135	0.8333

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8414	0.8316	0.0098	1.2%	0.0047	0.6%	18%	False	False	110,581
10	0.8414	0.8301	0.0113	1.4%	0.0049	0.6%	29%	False	False	114,861
20	0.8446	0.8301	0.0145	1.7%	0.0050	0.6%	23%	False	False	116,487
40	0.8460	0.8280	0.0180	2.2%	0.0055	0.7%	30%	False	False	113,534
60	0.8460	0.8205	0.0255	3.1%	0.0056	0.7%	51%	False	False	92,959
80	0.8562	0.8205	0.0357	4.3%	0.0060	0.7%	36%	False	False	69,821
100	0.8646	0.8205	0.0441	5.3%	0.0063	0.8%	29%	False	False	55,936
120	0.8670	0.8205	0.0465	5.6%	0.0066	0.8%	28%	False	False	46,640

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8595
2.618	0.8513
1.618	0.8463
1.000	0.8432
0.618	0.8413
HIGH	0.8382
0.618	0.8363
0.500	0.8357
0.382	0.8351
LOW	0.8332
0.618	0.8301
1.000	0.8282
1.618	0.8251
2.618	0.8201
4.250	0.8120

Fisher Pivots for day following 18-May-2015
Pivot	1 day	3 day
R1	0.8357	0.8373
PP	0.8349	0.8360
S1	0.8342	0.8347

Download as Excel Spreadsheet

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

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