CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 02-Jun-2015

Day Change Summary
	Previous	Current
	01-Jun-2015	02-Jun-2015	Change	Change %	Previous Week
Open	0.8054	0.8013	-0.0041	-0.5%	0.8228
High	0.8074	0.8081	0.0007	0.1%	0.8236
Low	0.8006	0.7997	-0.0009	-0.1%	0.8035
Close	0.8011	0.8061	0.0050	0.6%	0.8062
Range	0.0068	0.0084	0.0016	23.5%	0.0201
ATR	0.0060	0.0062	0.0002	2.9%	0.0000
Volume	134,390	181,904	47,514	35.4%	679,498

Daily Pivots for day following 02-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8298	0.8264	0.8107
R3	0.8214	0.8180	0.8084
R2	0.8130	0.8130	0.8076
R1	0.8096	0.8096	0.8069	0.8113
PP	0.8046	0.8046	0.8046	0.8055
S1	0.8012	0.8012	0.8053	0.8029
S2	0.7962	0.7962	0.8046
S3	0.7878	0.7928	0.8038
S4	0.7794	0.7844	0.8015

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	0.8146	0.7997	0.0149	1.8%	0.0068	0.8%	43%	False	True	157,394
10	0.8347	0.7997	0.0350	4.3%	0.0069	0.9%	18%	False	True	150,291
20	0.8414	0.7997	0.0417	5.2%	0.0059	0.7%	15%	False	True	132,576
40	0.8446	0.7997	0.0449	5.6%	0.0058	0.7%	14%	False	True	123,739
60	0.8460	0.7997	0.0463	5.7%	0.0059	0.7%	14%	False	True	117,381
80	0.8545	0.7997	0.0548	6.8%	0.0060	0.7%	12%	False	True	88,570
100	0.8646	0.7997	0.0649	8.1%	0.0065	0.8%	10%	False	True	70,941
120	0.8670	0.7997	0.0673	8.3%	0.0067	0.8%	10%	False	True	59,161

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8438
2.618	0.8301
1.618	0.8217
1.000	0.8165
0.618	0.8133
HIGH	0.8081
0.618	0.8049
0.500	0.8039
0.382	0.8029
LOW	0.7997
0.618	0.7945
1.000	0.7913
1.618	0.7861
2.618	0.7777
4.250	0.7640

Fisher Pivots for day following 02-Jun-2015
Pivot	1 day	3 day
R1	0.8054	0.8055
PP	0.8046	0.8050
S1	0.8039	0.8044

Download as Excel Spreadsheet

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

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