CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 25-Mar-2015

Day Change Summary
	Previous	Current
	24-Mar-2015	25-Mar-2015	Change	Change %	Previous Week
Open	0.8376	0.8375	-0.0001	0.0%	0.8270
High	0.8407	0.8421	0.0014	0.2%	0.8400
Low	0.8368	0.8375	0.0007	0.1%	0.8255
Close	0.8376	0.8379	0.0003	0.0%	0.8341
Range	0.0039	0.0046	0.0007	17.9%	0.0145
ATR	0.0048	0.0048	0.0000	-0.4%	0.0000
Volume	70	48	-22	-31.4%	455

Daily Pivots for day following 25-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8530	0.8500	0.8404
R3	0.8484	0.8454	0.8392
R2	0.8438	0.8438	0.8387
R1	0.8408	0.8408	0.8383	0.8423
PP	0.8392	0.8392	0.8392	0.8399
S1	0.8362	0.8362	0.8375	0.8377
S2	0.8346	0.8346	0.8371
S3	0.8300	0.8316	0.8366
S4	0.8254	0.8270	0.8354

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	0.8421	0.8278	0.0143	1.7%	0.0055	0.7%	71%	True	False	97
10	0.8421	0.8239	0.0182	2.2%	0.0050	0.6%	77%	True	False	83
20	0.8421	0.8217	0.0204	2.4%	0.0037	0.4%	79%	True	False	56
40	0.8559	0.8217	0.0342	4.1%	0.0032	0.4%	47%	False	False	42
60	0.8640	0.8217	0.0423	5.0%	0.0034	0.4%	38%	False	False	30
80	0.8640	0.8217	0.0423	5.0%	0.0032	0.4%	38%	False	False	23
100	0.9213	0.8217	0.0996	11.9%	0.0030	0.4%	16%	False	False	19

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	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8617
2.618	0.8541
1.618	0.8495
1.000	0.8467
0.618	0.8449
HIGH	0.8421
0.618	0.8403
0.500	0.8398
0.382	0.8393
LOW	0.8375
0.618	0.8347
1.000	0.8329
1.618	0.8301
2.618	0.8255
4.250	0.8180

Fisher Pivots for day following 25-Mar-2015
Pivot	1 day	3 day
R1	0.8398	0.8386
PP	0.8392	0.8383
S1	0.8385	0.8381

Download as Excel Spreadsheet

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

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