CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 06-Apr-2015

Day Change Summary
	Previous	Current
	03-Apr-2015	06-Apr-2015	Change	Change %	Previous Week
Open	0.8372	0.8428	0.0056	0.7%	0.8405
High	0.8443	0.8428	-0.0015	-0.2%	0.8443
Low	0.8360	0.8381	0.0021	0.3%	0.8335
Close	0.8430	0.8398	-0.0032	-0.4%	0.8430
Range	0.0083	0.0047	-0.0036	-43.4%	0.0108
ATR	0.0052	0.0052	0.0000	-0.4%	0.0000
Volume	46	54	8	17.4%	387

Daily Pivots for day following 06-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8543	0.8518	0.8424
R3	0.8496	0.8471	0.8411
R2	0.8449	0.8449	0.8407
R1	0.8424	0.8424	0.8402	0.8413
PP	0.8402	0.8402	0.8402	0.8397
S1	0.8377	0.8377	0.8394	0.8366
S2	0.8355	0.8355	0.8389
S3	0.8308	0.8330	0.8385
S4	0.8261	0.8283	0.8372

Weekly Pivots for week ending 03-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8727	0.8686	0.8489
R3	0.8619	0.8578	0.8460
R2	0.8511	0.8511	0.8450
R1	0.8470	0.8470	0.8440	0.8491
PP	0.8403	0.8403	0.8403	0.8413
S1	0.8362	0.8362	0.8420	0.8383
S2	0.8295	0.8295	0.8410
S3	0.8187	0.8254	0.8400
S4	0.8079	0.8146	0.8371

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8443	0.8335	0.0108	1.3%	0.0049	0.6%	58%	False	False	53
10	0.8470	0.8335	0.0135	1.6%	0.0052	0.6%	47%	False	False	77
20	0.8470	0.8217	0.0253	3.0%	0.0051	0.6%	72%	False	False	79
40	0.8472	0.8217	0.0255	3.0%	0.0039	0.5%	71%	False	False	58
60	0.8640	0.8217	0.0423	5.0%	0.0039	0.5%	43%	False	False	40
80	0.8640	0.8217	0.0423	5.0%	0.0036	0.4%	43%	False	False	31
100	0.8691	0.8217	0.0474	5.6%	0.0031	0.4%	38%	False	False	25

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8628
2.618	0.8551
1.618	0.8504
1.000	0.8475
0.618	0.8457
HIGH	0.8428
0.618	0.8410
0.500	0.8405
0.382	0.8399
LOW	0.8381
0.618	0.8352
1.000	0.8334
1.618	0.8305
2.618	0.8258
4.250	0.8181

Fisher Pivots for day following 06-Apr-2015
Pivot	1 day	3 day
R1	0.8405	0.8402
PP	0.8402	0.8400
S1	0.8400	0.8399

Download as Excel Spreadsheet

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

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