CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 20-Mar-2015

Day Change Summary
	Previous	Current
	19-Mar-2015	20-Mar-2015	Change	Change %	Previous Week
Open	0.8344	0.8297	-0.0047	-0.6%	0.8270
High	0.8365	0.8359	-0.0006	-0.1%	0.8400
Low	0.8283	0.8278	-0.0005	-0.1%	0.8255
Close	0.8289	0.8341	0.0052	0.6%	0.8341
Range	0.0082	0.0081	-0.0001	-1.2%	0.0145
ATR	0.0048	0.0050	0.0002	5.0%	0.0000
Volume	91	161	70	76.9%	455

Daily Pivots for day following 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8569	0.8536	0.8386
R3	0.8488	0.8455	0.8363
R2	0.8407	0.8407	0.8356
R1	0.8374	0.8374	0.8348	0.8391
PP	0.8326	0.8326	0.8326	0.8334
S1	0.8293	0.8293	0.8334	0.8310
S2	0.8245	0.8245	0.8326
S3	0.8164	0.8212	0.8319
S4	0.8083	0.8131	0.8296

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8767	0.8699	0.8421
R3	0.8622	0.8554	0.8381
R2	0.8477	0.8477	0.8368
R1	0.8409	0.8409	0.8354	0.8443
PP	0.8332	0.8332	0.8332	0.8349
S1	0.8264	0.8264	0.8328	0.8298
S2	0.8187	0.8187	0.8314
S3	0.8042	0.8119	0.8301
S4	0.7897	0.7974	0.8261

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8400	0.8255	0.0145	1.7%	0.0067	0.8%	59%	False	False	91
10	0.8400	0.8217	0.0183	2.2%	0.0050	0.6%	68%	False	False	70
20	0.8438	0.8217	0.0221	2.6%	0.0035	0.4%	56%	False	False	45
40	0.8559	0.8217	0.0342	4.1%	0.0031	0.4%	36%	False	False	37
60	0.8640	0.8217	0.0423	5.1%	0.0033	0.4%	29%	False	False	26
80	0.8640	0.8217	0.0423	5.1%	0.0031	0.4%	29%	False	False	20
100	0.9322	0.8217	0.1105	13.2%	0.0029	0.4%	11%	False	False	16

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8703
2.618	0.8571
1.618	0.8490
1.000	0.8440
0.618	0.8409
HIGH	0.8359
0.618	0.8328
0.500	0.8319
0.382	0.8309
LOW	0.8278
0.618	0.8228
1.000	0.8197
1.618	0.8147
2.618	0.8066
4.250	0.7934

Fisher Pivots for day following 20-Mar-2015
Pivot	1 day	3 day
R1	0.8334	0.8337
PP	0.8326	0.8334
S1	0.8319	0.8330

Download as Excel Spreadsheet

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

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