CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 01-Apr-2015

Day Change Summary
	Previous	Current
	31-Mar-2015	01-Apr-2015	Change	Change %	Previous Week
Open	0.8336	0.8389	0.0053	0.6%	0.8356
High	0.8370	0.8392	0.0022	0.3%	0.8470
Low	0.8335	0.8335	0.0000	0.0%	0.8350
Close	0.8358	0.8381	0.0023	0.3%	0.8417
Range	0.0035	0.0057	0.0022	62.9%	0.0120
ATR	0.0051	0.0051	0.0000	0.8%	0.0000
Volume	70	60	-10	-14.3%	452

Daily Pivots for day following 01-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8540	0.8518	0.8412
R3	0.8483	0.8461	0.8397
R2	0.8426	0.8426	0.8391
R1	0.8404	0.8404	0.8386	0.8387
PP	0.8369	0.8369	0.8369	0.8361
S1	0.8347	0.8347	0.8376	0.8330
S2	0.8312	0.8312	0.8371
S3	0.8255	0.8290	0.8365
S4	0.8198	0.8233	0.8350

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8772	0.8715	0.8483
R3	0.8652	0.8595	0.8450
R2	0.8532	0.8532	0.8439
R1	0.8475	0.8475	0.8428	0.8504
PP	0.8412	0.8412	0.8412	0.8427
S1	0.8355	0.8355	0.8406	0.8384
S2	0.8292	0.8292	0.8395
S3	0.8172	0.8235	0.8384
S4	0.8052	0.8115	0.8351

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8470	0.8335	0.0135	1.6%	0.0056	0.7%	34%	False	True	103
10	0.8470	0.8278	0.0192	2.3%	0.0056	0.7%	54%	False	False	100
20	0.8470	0.8217	0.0253	3.0%	0.0048	0.6%	65%	False	False	78
40	0.8559	0.8217	0.0342	4.1%	0.0038	0.4%	48%	False	False	55
60	0.8640	0.8217	0.0423	5.0%	0.0038	0.5%	39%	False	False	38
80	0.8640	0.8217	0.0423	5.0%	0.0035	0.4%	39%	False	False	29
100	0.8803	0.8217	0.0586	7.0%	0.0032	0.4%	28%	False	False	24

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8634
2.618	0.8541
1.618	0.8484
1.000	0.8449
0.618	0.8427
HIGH	0.8392
0.618	0.8370
0.500	0.8364
0.382	0.8357
LOW	0.8335
0.618	0.8300
1.000	0.8278
1.618	0.8243
2.618	0.8186
4.250	0.8093

Fisher Pivots for day following 01-Apr-2015
Pivot	1 day	3 day
R1	0.8375	0.8378
PP	0.8369	0.8375
S1	0.8364	0.8372

Download as Excel Spreadsheet

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

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