CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 01-Jun-2015

Day Change Summary
	Previous	Current
	29-May-2015	01-Jun-2015	Change	Change %	Previous Week
Open	0.8068	0.8054	-0.0014	-0.2%	0.8228
High	0.8091	0.8074	-0.0017	-0.2%	0.8236
Low	0.8053	0.8006	-0.0047	-0.6%	0.8035
Close	0.8062	0.8011	-0.0051	-0.6%	0.8062
Range	0.0038	0.0068	0.0030	78.9%	0.0201
ATR	0.0059	0.0060	0.0001	1.1%	0.0000
Volume	129,335	134,390	5,055	3.9%	679,498

Daily Pivots for day following 01-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8234	0.8191	0.8048
R3	0.8166	0.8123	0.8030
R2	0.8098	0.8098	0.8023
R1	0.8055	0.8055	0.8017	0.8043
PP	0.8030	0.8030	0.8030	0.8024
S1	0.7987	0.7987	0.8005	0.7975
S2	0.7962	0.7962	0.7999
S3	0.7894	0.7919	0.7992
S4	0.7826	0.7851	0.7974

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	0.8236	0.8006	0.0230	2.9%	0.0076	0.9%	2%	False	True	162,777
10	0.8382	0.8006	0.0376	4.7%	0.0065	0.8%	1%	False	True	141,295
20	0.8414	0.8006	0.0408	5.1%	0.0056	0.7%	1%	False	True	126,961
40	0.8446	0.8006	0.0440	5.5%	0.0057	0.7%	1%	False	True	120,886
60	0.8460	0.8006	0.0454	5.7%	0.0059	0.7%	1%	False	True	114,553
80	0.8550	0.8006	0.0544	6.8%	0.0060	0.7%	1%	False	True	86,303
100	0.8646	0.8006	0.0640	8.0%	0.0064	0.8%	1%	False	True	69,133
120	0.8670	0.8006	0.0664	8.3%	0.0067	0.8%	1%	False	True	57,646

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8363
2.618	0.8252
1.618	0.8184
1.000	0.8142
0.618	0.8116
HIGH	0.8074
0.618	0.8048
0.500	0.8040
0.382	0.8032
LOW	0.8006
0.618	0.7964
1.000	0.7938
1.618	0.7896
2.618	0.7828
4.250	0.7717

Fisher Pivots for day following 01-Jun-2015
Pivot	1 day	3 day
R1	0.8040	0.8052
PP	0.8030	0.8038
S1	0.8021	0.8025

Download as Excel Spreadsheet

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

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