CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 09-Jun-2015

Day Change Summary
	Previous	Current
	08-Jun-2015	09-Jun-2015	Change	Change %	Previous Week
Open	0.7966	0.8029	0.0063	0.8%	0.8054
High	0.8046	0.8074	0.0028	0.3%	0.8081
Low	0.7957	0.8017	0.0060	0.8%	0.7945
Close	0.8026	0.8041	0.0015	0.2%	0.7962
Range	0.0089	0.0057	-0.0032	-36.0%	0.0136
ATR	0.0065	0.0065	-0.0001	-0.9%	0.0000
Volume	186,630	177,054	-9,576	-5.1%	775,486

Daily Pivots for day following 09-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8215	0.8185	0.8072
R3	0.8158	0.8128	0.8057
R2	0.8101	0.8101	0.8051
R1	0.8071	0.8071	0.8046	0.8086
PP	0.8044	0.8044	0.8044	0.8052
S1	0.8014	0.8014	0.8036	0.8029
S2	0.7987	0.7987	0.8031
S3	0.7930	0.7957	0.8025
S4	0.7873	0.7900	0.8010

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8404	0.8319	0.8037
R3	0.8268	0.8183	0.7999
R2	0.8132	0.8132	0.7987
R1	0.8047	0.8047	0.7974	0.8022
PP	0.7996	0.7996	0.7996	0.7983
S1	0.7911	0.7911	0.7950	0.7886
S2	0.7860	0.7860	0.7937
S3	0.7724	0.7775	0.7925
S4	0.7588	0.7639	0.7887

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8079	0.7945	0.0134	1.7%	0.0072	0.9%	72%	False	False	164,575
10	0.8146	0.7945	0.0201	2.5%	0.0070	0.9%	48%	False	False	160,984
20	0.8414	0.7945	0.0469	5.8%	0.0064	0.8%	20%	False	False	143,935
40	0.8446	0.7945	0.0501	6.2%	0.0059	0.7%	19%	False	False	130,999
60	0.8460	0.7945	0.0515	6.4%	0.0060	0.7%	19%	False	False	124,641
80	0.8469	0.7945	0.0524	6.5%	0.0059	0.7%	18%	False	False	98,825
100	0.8646	0.7945	0.0701	8.7%	0.0064	0.8%	14%	False	False	79,153
120	0.8670	0.7945	0.0725	9.0%	0.0066	0.8%	13%	False	False	66,014

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0016
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8316
2.618	0.8223
1.618	0.8166
1.000	0.8131
0.618	0.8109
HIGH	0.8074
0.618	0.8052
0.500	0.8046
0.382	0.8039
LOW	0.8017
0.618	0.7982
1.000	0.7960
1.618	0.7925
2.618	0.7868
4.250	0.7775

Fisher Pivots for day following 09-Jun-2015
Pivot	1 day	3 day
R1	0.8046	0.8031
PP	0.8044	0.8020
S1	0.8043	0.8010

Download as Excel Spreadsheet

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

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