CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 29-May-2015

Day Change Summary
	Previous	Current
	28-May-2015	29-May-2015	Change	Change %	Previous Week
Open	0.8086	0.8068	-0.0018	-0.2%	0.8228
High	0.8098	0.8091	-0.0007	-0.1%	0.8236
Low	0.8035	0.8053	0.0018	0.2%	0.8035
Close	0.8073	0.8062	-0.0011	-0.1%	0.8062
Range	0.0063	0.0038	-0.0025	-39.7%	0.0201
ATR	0.0061	0.0059	-0.0002	-2.7%	0.0000
Volume	168,676	129,335	-39,341	-23.3%	679,498

Daily Pivots for day following 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8183	0.8160	0.8083
R3	0.8145	0.8122	0.8072
R2	0.8107	0.8107	0.8069
R1	0.8084	0.8084	0.8065	0.8077
PP	0.8069	0.8069	0.8069	0.8065
S1	0.8046	0.8046	0.8059	0.8039
S2	0.8031	0.8031	0.8055
S3	0.7993	0.8008	0.8052
S4	0.7955	0.7970	0.8041

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8714	0.8589	0.8173
R3	0.8513	0.8388	0.8117
R2	0.8312	0.8312	0.8099
R1	0.8187	0.8187	0.8080	0.8149
PP	0.8111	0.8111	0.8111	0.8092
S1	0.7986	0.7986	0.8044	0.7948
S2	0.7910	0.7910	0.8025
S3	0.7709	0.7785	0.8007
S4	0.7508	0.7584	0.7951

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8291	0.8035	0.0256	3.2%	0.0075	0.9%	11%	False	False	158,105
10	0.8394	0.8035	0.0359	4.5%	0.0064	0.8%	8%	False	False	140,277
20	0.8414	0.8035	0.0379	4.7%	0.0056	0.7%	7%	False	False	125,889
40	0.8446	0.8035	0.0411	5.1%	0.0056	0.7%	7%	False	False	119,644
60	0.8460	0.8035	0.0425	5.3%	0.0059	0.7%	6%	False	False	112,456
80	0.8552	0.8035	0.0517	6.4%	0.0060	0.7%	5%	False	False	84,625
100	0.8646	0.8035	0.0611	7.6%	0.0065	0.8%	4%	False	False	67,791
120	0.8670	0.8035	0.0635	7.9%	0.0068	0.8%	4%	False	False	56,526

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	0.0011
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8253
2.618	0.8190
1.618	0.8152
1.000	0.8129
0.618	0.8114
HIGH	0.8091
0.618	0.8076
0.500	0.8072
0.382	0.8068
LOW	0.8053
0.618	0.8030
1.000	0.8015
1.618	0.7992
2.618	0.7954
4.250	0.7892

Fisher Pivots for day following 29-May-2015
Pivot	1 day	3 day
R1	0.8072	0.8091
PP	0.8069	0.8081
S1	0.8065	0.8072

Download as Excel Spreadsheet

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

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