CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 05-Mar-2015

Day Change Summary
	Previous	Current
	04-Mar-2015	05-Mar-2015	Change	Change %	Previous Week
Open	0.8382	0.8346	-0.0036	-0.4%	0.8426
High	0.8382	0.8353	-0.0029	-0.3%	0.8438
Low	0.8371	0.8340	-0.0031	-0.4%	0.8377
Close	0.8377	0.8345	-0.0032	-0.4%	0.8377
Range	0.0011	0.0013	0.0002	18.2%	0.0061
ATR	0.0041	0.0041	0.0000	-0.7%	0.0000
Volume	9	77	68	755.6%	16

Daily Pivots for day following 05-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8385	0.8378	0.8352
R3	0.8372	0.8365	0.8349
R2	0.8359	0.8359	0.8347
R1	0.8352	0.8352	0.8346	0.8349
PP	0.8346	0.8346	0.8346	0.8345
S1	0.8339	0.8339	0.8344	0.8336
S2	0.8333	0.8333	0.8343
S3	0.8320	0.8326	0.8341
S4	0.8307	0.8313	0.8338

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8580	0.8540	0.8411
R3	0.8519	0.8479	0.8394
R2	0.8458	0.8458	0.8388
R1	0.8418	0.8418	0.8383	0.8408
PP	0.8397	0.8397	0.8397	0.8392
S1	0.8357	0.8357	0.8371	0.8347
S2	0.8336	0.8336	0.8366
S3	0.8275	0.8296	0.8360
S4	0.8214	0.8235	0.8343

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8412	0.8339	0.0073	0.9%	0.0016	0.2%	8%	False	False	31
10	0.8438	0.8339	0.0099	1.2%	0.0015	0.2%	6%	False	False	17
20	0.8532	0.8336	0.0196	2.3%	0.0025	0.3%	5%	False	False	36
40	0.8640	0.8336	0.0304	3.6%	0.0031	0.4%	3%	False	False	20
60	0.8640	0.8258	0.0382	4.6%	0.0031	0.4%	23%	False	False	14
80	0.8803	0.8258	0.0545	6.5%	0.0027	0.3%	16%	False	False	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0003
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8408
2.618	0.8387
1.618	0.8374
1.000	0.8366
0.618	0.8361
HIGH	0.8353
0.618	0.8348
0.500	0.8347
0.382	0.8345
LOW	0.8340
0.618	0.8332
1.000	0.8327
1.618	0.8319
2.618	0.8306
4.250	0.8285

Fisher Pivots for day following 05-Mar-2015
Pivot	1 day	3 day
R1	0.8347	0.8361
PP	0.8346	0.8356
S1	0.8346	0.8350

Download as Excel Spreadsheet

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

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