CME Japanese Yen Future June 2015

Trading Metrics calculated at close of trading on 15-Jun-2015

Day Change Summary
	Previous	Current
	12-Jun-2015	15-Jun-2015	Change	Change %	Previous Week
Open	0.8100	0.8113	0.0013	0.2%	0.7966
High	0.8121	0.8116	-0.0005	-0.1%	0.8167
Low	0.8077	0.8089	0.0012	0.1%	0.7957
Close	0.8102	0.8104	0.0002	0.0%	0.8102
Range	0.0044	0.0027	-0.0017	-38.6%	0.0210
ATR	0.0070	0.0067	-0.0003	-4.4%	0.0000
Volume	60,953	2,168	-58,785	-96.4%	926,558

Daily Pivots for day following 15-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8184	0.8171	0.8119
R3	0.8157	0.8144	0.8111
R2	0.8130	0.8130	0.8109
R1	0.8117	0.8117	0.8106	0.8110
PP	0.8103	0.8103	0.8103	0.8100
S1	0.8090	0.8090	0.8102	0.8083
S2	0.8076	0.8076	0.8099
S3	0.8049	0.8063	0.8097
S4	0.8022	0.8036	0.8089

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8705	0.8614	0.8218
R3	0.8495	0.8404	0.8160
R2	0.8285	0.8285	0.8141
R1	0.8194	0.8194	0.8121	0.8240
PP	0.8075	0.8075	0.8075	0.8098
S1	0.7984	0.7984	0.8083	0.8030
S2	0.7865	0.7865	0.8064
S3	0.7655	0.7774	0.8044
S4	0.7445	0.7564	0.7987

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8167	0.8017	0.0150	1.9%	0.0073	0.9%	58%	False	False	148,419
10	0.8167	0.7945	0.0222	2.7%	0.0075	0.9%	72%	False	False	156,982
20	0.8382	0.7945	0.0437	5.4%	0.0070	0.9%	36%	False	False	149,138
40	0.8446	0.7945	0.0501	6.2%	0.0061	0.7%	32%	False	False	132,641
60	0.8460	0.7945	0.0515	6.4%	0.0060	0.7%	31%	False	False	126,000
80	0.8464	0.7945	0.0519	6.4%	0.0060	0.7%	31%	False	False	105,857
100	0.8562	0.7945	0.0617	7.6%	0.0062	0.8%	26%	False	False	84,767
120	0.8646	0.7945	0.0701	8.7%	0.0064	0.8%	23%	False	False	70,707

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	0.8231
2.618	0.8187
1.618	0.8160
1.000	0.8143
0.618	0.8133
HIGH	0.8116
0.618	0.8106
0.500	0.8103
0.382	0.8099
LOW	0.8089
0.618	0.8072
1.000	0.8062
1.618	0.8045
2.618	0.8018
4.250	0.7974

Fisher Pivots for day following 15-Jun-2015
Pivot	1 day	3 day
R1	0.8104	0.8104
PP	0.8103	0.8103
S1	0.8103	0.8103

Download as Excel Spreadsheet

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

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