CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 07-Apr-2015

Day Change Summary
	Previous	Current
	06-Apr-2015	07-Apr-2015	Change	Change %	Previous Week
Open	0.8428	0.8389	-0.0039	-0.5%	0.8405
High	0.8428	0.8389	-0.0039	-0.5%	0.8443
Low	0.8381	0.8322	-0.0059	-0.7%	0.8335
Close	0.8398	0.8327	-0.0071	-0.8%	0.8430
Range	0.0047	0.0067	0.0020	42.6%	0.0108
ATR	0.0052	0.0053	0.0002	3.4%	0.0000
Volume	54	29	-25	-46.3%	387

Daily Pivots for day following 07-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8547	0.8504	0.8364
R3	0.8480	0.8437	0.8345
R2	0.8413	0.8413	0.8339
R1	0.8370	0.8370	0.8333	0.8358
PP	0.8346	0.8346	0.8346	0.8340
S1	0.8303	0.8303	0.8321	0.8291
S2	0.8279	0.8279	0.8315
S3	0.8212	0.8236	0.8309
S4	0.8145	0.8169	0.8290

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	0.8322	0.0121	1.5%	0.0055	0.7%	4%	False	True	45
10	0.8470	0.8322	0.0148	1.8%	0.0055	0.7%	3%	False	True	73
20	0.8470	0.8239	0.0231	2.8%	0.0051	0.6%	38%	False	False	80
40	0.8470	0.8217	0.0253	3.0%	0.0041	0.5%	43%	False	False	59
60	0.8640	0.8217	0.0423	5.1%	0.0040	0.5%	26%	False	False	40
80	0.8640	0.8217	0.0423	5.1%	0.0037	0.4%	26%	False	False	31
100	0.8691	0.8217	0.0474	5.7%	0.0032	0.4%	23%	False	False	25

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	0.0004
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8674
2.618	0.8564
1.618	0.8497
1.000	0.8456
0.618	0.8430
HIGH	0.8389
0.618	0.8363
0.500	0.8356
0.382	0.8348
LOW	0.8322
0.618	0.8281
1.000	0.8255
1.618	0.8214
2.618	0.8147
4.250	0.8037

Fisher Pivots for day following 07-Apr-2015
Pivot	1 day	3 day
R1	0.8356	0.8383
PP	0.8346	0.8364
S1	0.8337	0.8346

Download as Excel Spreadsheet

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

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