CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 24-Mar-2015

Day Change Summary
	Previous	Current
	23-Mar-2015	24-Mar-2015	Change	Change %	Previous Week
Open	0.8356	0.8376	0.0020	0.2%	0.8270
High	0.8379	0.8407	0.0028	0.3%	0.8400
Low	0.8350	0.8368	0.0018	0.2%	0.8255
Close	0.8367	0.8376	0.0009	0.1%	0.8341
Range	0.0029	0.0039	0.0010	34.5%	0.0145
ATR	0.0049	0.0048	-0.0001	-1.3%	0.0000
Volume	119	70	-49	-41.2%	455

Daily Pivots for day following 24-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8501	0.8477	0.8397
R3	0.8462	0.8438	0.8387
R2	0.8423	0.8423	0.8383
R1	0.8399	0.8399	0.8380	0.8396
PP	0.8384	0.8384	0.8384	0.8382
S1	0.8360	0.8360	0.8372	0.8357
S2	0.8345	0.8345	0.8369
S3	0.8306	0.8321	0.8365
S4	0.8267	0.8282	0.8355

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	0.8407	0.8260	0.0147	1.8%	0.0074	0.9%	79%	True	False	104
10	0.8407	0.8239	0.0168	2.0%	0.0048	0.6%	82%	True	False	87
20	0.8438	0.8217	0.0221	2.6%	0.0035	0.4%	72%	False	False	54
40	0.8559	0.8217	0.0342	4.1%	0.0031	0.4%	46%	False	False	41
60	0.8640	0.8217	0.0423	5.1%	0.0033	0.4%	38%	False	False	29
80	0.8640	0.8217	0.0423	5.1%	0.0032	0.4%	38%	False	False	22
100	0.9229	0.8217	0.1012	12.1%	0.0030	0.4%	16%	False	False	18

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8573
2.618	0.8509
1.618	0.8470
1.000	0.8446
0.618	0.8431
HIGH	0.8407
0.618	0.8392
0.500	0.8388
0.382	0.8383
LOW	0.8368
0.618	0.8344
1.000	0.8329
1.618	0.8305
2.618	0.8266
4.250	0.8202

Fisher Pivots for day following 24-Mar-2015
Pivot	1 day	3 day
R1	0.8388	0.8365
PP	0.8384	0.8354
S1	0.8380	0.8343

Download as Excel Spreadsheet

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

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