CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 08-Apr-2015

Day Change Summary
	Previous	Current
	07-Apr-2015	08-Apr-2015	Change	Change %	Previous Week
Open	0.8389	0.8328	-0.0061	-0.7%	0.8405
High	0.8389	0.8374	-0.0015	-0.2%	0.8443
Low	0.8322	0.8328	0.0006	0.1%	0.8335
Close	0.8327	0.8354	0.0027	0.3%	0.8430
Range	0.0067	0.0046	-0.0021	-31.3%	0.0108
ATR	0.0053	0.0053	0.0000	-0.8%	0.0000
Volume	29	79	50	172.4%	387

Daily Pivots for day following 08-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8490	0.8468	0.8379
R3	0.8444	0.8422	0.8367
R2	0.8398	0.8398	0.8362
R1	0.8376	0.8376	0.8358	0.8387
PP	0.8352	0.8352	0.8352	0.8358
S1	0.8330	0.8330	0.8350	0.8341
S2	0.8306	0.8306	0.8346
S3	0.8260	0.8284	0.8341
S4	0.8214	0.8238	0.8329

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	1.4%	0.0053	0.6%	26%	False	False	49
10	0.8470	0.8322	0.0148	1.8%	0.0055	0.7%	22%	False	False	76
20	0.8470	0.8239	0.0231	2.8%	0.0052	0.6%	50%	False	False	79
40	0.8470	0.8217	0.0253	3.0%	0.0041	0.5%	54%	False	False	48
60	0.8640	0.8217	0.0423	5.1%	0.0040	0.5%	32%	False	False	42
80	0.8640	0.8217	0.0423	5.1%	0.0036	0.4%	32%	False	False	32
100	0.8680	0.8217	0.0463	5.5%	0.0032	0.4%	30%	False	False	26

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8570
2.618	0.8494
1.618	0.8448
1.000	0.8420
0.618	0.8402
HIGH	0.8374
0.618	0.8356
0.500	0.8351
0.382	0.8346
LOW	0.8328
0.618	0.8300
1.000	0.8282
1.618	0.8254
2.618	0.8208
4.250	0.8133

Fisher Pivots for day following 08-Apr-2015
Pivot	1 day	3 day
R1	0.8353	0.8375
PP	0.8352	0.8368
S1	0.8351	0.8361

Download as Excel Spreadsheet

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

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