CME Japanese Yen Future September 2015

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

Day Change Summary
	Previous	Current
	09-Mar-2015	10-Mar-2015	Change	Change %	Previous Week
Open	0.8280	0.8246	-0.0034	-0.4%	0.8346
High	0.8280	0.8286	0.0006	0.1%	0.8382
Low	0.8262	0.8217	-0.0045	-0.5%	0.8309
Close	0.8274	0.8281	0.0007	0.1%	0.8309
Range	0.0018	0.0069	0.0051	283.3%	0.0073
ATR	0.0042	0.0044	0.0002	4.6%	0.0000
Volume	3	23	20	666.7%	176

Daily Pivots for day following 10-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8468	0.8444	0.8319
R3	0.8399	0.8375	0.8300
R2	0.8330	0.8330	0.8294
R1	0.8306	0.8306	0.8287	0.8318
PP	0.8261	0.8261	0.8261	0.8268
S1	0.8237	0.8237	0.8275	0.8249
S2	0.8192	0.8192	0.8268
S3	0.8123	0.8168	0.8262
S4	0.8054	0.8099	0.8243

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8552	0.8504	0.8349
R3	0.8479	0.8431	0.8329
R2	0.8406	0.8406	0.8322
R1	0.8358	0.8358	0.8316	0.8346
PP	0.8333	0.8333	0.8333	0.8327
S1	0.8285	0.8285	0.8302	0.8273
S2	0.8260	0.8260	0.8296
S3	0.8187	0.8212	0.8289
S4	0.8114	0.8139	0.8269

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8382	0.8217	0.0165	2.0%	0.0033	0.4%	39%	False	True	27
10	0.8438	0.8217	0.0221	2.7%	0.0022	0.3%	29%	False	True	21
20	0.8470	0.8217	0.0253	3.1%	0.0031	0.4%	25%	False	True	38
40	0.8640	0.8217	0.0423	5.1%	0.0034	0.4%	15%	False	True	21
60	0.8640	0.8217	0.0423	5.1%	0.0032	0.4%	15%	False	True	15
80	0.8691	0.8217	0.0474	5.7%	0.0027	0.3%	14%	False	True	12

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.8579
2.618	0.8467
1.618	0.8398
1.000	0.8355
0.618	0.8329
HIGH	0.8286
0.618	0.8260
0.500	0.8252
0.382	0.8243
LOW	0.8217
0.618	0.8174
1.000	0.8148
1.618	0.8105
2.618	0.8036
4.250	0.7924

Fisher Pivots for day following 10-Mar-2015
Pivot	1 day	3 day
R1	0.8271	0.8289
PP	0.8261	0.8286
S1	0.8252	0.8284

Download as Excel Spreadsheet

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

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