CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 10-Jun-2015

Day Change Summary
	Previous	Current
	09-Jun-2015	10-Jun-2015	Change	Change %	Previous Week
Open	0.8029	0.8045	0.0016	0.2%	0.8054
High	0.8074	0.8167	0.0093	1.2%	0.8081
Low	0.8017	0.8024	0.0007	0.1%	0.7945
Close	0.8041	0.8152	0.0111	1.4%	0.7962
Range	0.0057	0.0143	0.0086	150.9%	0.0136
ATR	0.0065	0.0070	0.0006	8.6%	0.0000
Volume	177,054	308,007	130,953	74.0%	775,486

Daily Pivots for day following 10-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8543	0.8491	0.8231
R3	0.8400	0.8348	0.8191
R2	0.8257	0.8257	0.8178
R1	0.8205	0.8205	0.8165	0.8231
PP	0.8114	0.8114	0.8114	0.8128
S1	0.8062	0.8062	0.8139	0.8088
S2	0.7971	0.7971	0.8126
S3	0.7828	0.7919	0.8113
S4	0.7685	0.7776	0.8073

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	0.8167	0.7945	0.0222	2.7%	0.0089	1.1%	93%	True	False	195,871
10	0.8167	0.7945	0.0222	2.7%	0.0076	0.9%	93%	True	False	174,518
20	0.8414	0.7945	0.0469	5.8%	0.0070	0.9%	44%	False	False	154,334
40	0.8446	0.7945	0.0501	6.1%	0.0061	0.7%	41%	False	False	134,930
60	0.8460	0.7945	0.0515	6.3%	0.0062	0.8%	40%	False	False	128,330
80	0.8469	0.7945	0.0524	6.4%	0.0060	0.7%	40%	False	False	102,662
100	0.8646	0.7945	0.0701	8.6%	0.0064	0.8%	30%	False	False	82,230
120	0.8646	0.7945	0.0701	8.6%	0.0065	0.8%	30%	False	False	68,580

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	0.0016
Widest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	0.8775
2.618	0.8541
1.618	0.8398
1.000	0.8310
0.618	0.8255
HIGH	0.8167
0.618	0.8112
0.500	0.8096
0.382	0.8079
LOW	0.8024
0.618	0.7936
1.000	0.7881
1.618	0.7793
2.618	0.7650
4.250	0.7416

Fisher Pivots for day following 10-Jun-2015
Pivot	1 day	3 day
R1	0.8133	0.8122
PP	0.8114	0.8092
S1	0.8096	0.8062

Download as Excel Spreadsheet

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

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