CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 26-May-2015

Day Change Summary
	Previous	Current
	22-May-2015	26-May-2015	Change	Change %	Previous Week
Open	0.8261	0.8228	-0.0033	-0.4%	0.8377
High	0.8291	0.8236	-0.0055	-0.7%	0.8382
Low	0.8226	0.8110	-0.0116	-1.4%	0.8226
Close	0.8233	0.8128	-0.0105	-1.3%	0.8233
Range	0.0065	0.0126	0.0061	93.8%	0.0156
ATR	0.0054	0.0059	0.0005	9.6%	0.0000
Volume	111,027	208,820	97,793	88.1%	599,067

Daily Pivots for day following 26-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8536	0.8458	0.8197
R3	0.8410	0.8332	0.8163
R2	0.8284	0.8284	0.8151
R1	0.8206	0.8206	0.8140	0.8182
PP	0.8158	0.8158	0.8158	0.8146
S1	0.8080	0.8080	0.8116	0.8056
S2	0.8032	0.8032	0.8105
S3	0.7906	0.7954	0.8093
S4	0.7780	0.7828	0.8059

Weekly Pivots for week ending 22-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8748	0.8647	0.8319
R3	0.8592	0.8491	0.8276
R2	0.8436	0.8436	0.8262
R1	0.8335	0.8335	0.8247	0.8308
PP	0.8280	0.8280	0.8280	0.8267
S1	0.8179	0.8179	0.8219	0.8152
S2	0.8124	0.8124	0.8204
S3	0.7968	0.8023	0.8190
S4	0.7812	0.7867	0.8147

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8347	0.8110	0.0237	2.9%	0.0070	0.9%	8%	False	True	143,189
10	0.8414	0.8110	0.0304	3.7%	0.0059	0.7%	6%	False	True	126,885
20	0.8446	0.8110	0.0336	4.1%	0.0056	0.7%	5%	False	True	126,886
40	0.8446	0.8110	0.0336	4.1%	0.0056	0.7%	5%	False	True	116,744
60	0.8460	0.8110	0.0350	4.3%	0.0058	0.7%	5%	False	True	104,797
80	0.8562	0.8110	0.0452	5.6%	0.0060	0.7%	4%	False	True	78,757
100	0.8646	0.8110	0.0536	6.6%	0.0065	0.8%	3%	False	True	63,089
120	0.8670	0.8110	0.0560	6.9%	0.0067	0.8%	3%	False	True	52,605

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	0.8772
2.618	0.8566
1.618	0.8440
1.000	0.8362
0.618	0.8314
HIGH	0.8236
0.618	0.8188
0.500	0.8173
0.382	0.8158
LOW	0.8110
0.618	0.8032
1.000	0.7984
1.618	0.7906
2.618	0.7780
4.250	0.7575

Fisher Pivots for day following 26-May-2015
Pivot	1 day	3 day
R1	0.8173	0.8201
PP	0.8158	0.8176
S1	0.8143	0.8152

Download as Excel Spreadsheet

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

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