CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 14-Apr-2015

Day Change Summary
	Previous	Current
	13-Apr-2015	14-Apr-2015	Change	Change %	Previous Week
Open	0.8336	0.8349	0.0013	0.2%	0.8428
High	0.8372	0.8413	0.0041	0.5%	0.8428
Low	0.8295	0.8345	0.0050	0.6%	0.8303
Close	0.8347	0.8396	0.0049	0.6%	0.8339
Range	0.0077	0.0068	-0.0009	-11.7%	0.0125
ATR	0.0054	0.0055	0.0001	1.9%	0.0000
Volume	99	265	166	167.7%	400

Daily Pivots for day following 14-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8589	0.8560	0.8433
R3	0.8521	0.8492	0.8415
R2	0.8453	0.8453	0.8408
R1	0.8424	0.8424	0.8402	0.8439
PP	0.8385	0.8385	0.8385	0.8392
S1	0.8356	0.8356	0.8390	0.8371
S2	0.8317	0.8317	0.8384
S3	0.8249	0.8288	0.8377
S4	0.8181	0.8220	0.8359

Weekly Pivots for week ending 10-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8732	0.8660	0.8408
R3	0.8607	0.8535	0.8373
R2	0.8482	0.8482	0.8362
R1	0.8410	0.8410	0.8350	0.8384
PP	0.8357	0.8357	0.8357	0.8343
S1	0.8285	0.8285	0.8328	0.8259
S2	0.8232	0.8232	0.8316
S3	0.8107	0.8160	0.8305
S4	0.7982	0.8035	0.8270

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8413	0.8295	0.0118	1.4%	0.0055	0.7%	86%	True	False	136
10	0.8443	0.8295	0.0148	1.8%	0.0055	0.7%	68%	False	False	90
20	0.8470	0.8260	0.0210	2.5%	0.0060	0.7%	65%	False	False	96
40	0.8470	0.8217	0.0253	3.0%	0.0040	0.5%	71%	False	False	63
60	0.8559	0.8217	0.0342	4.1%	0.0038	0.4%	52%	False	False	51
80	0.8640	0.8217	0.0423	5.0%	0.0037	0.4%	42%	False	False	39
100	0.8640	0.8217	0.0423	5.0%	0.0034	0.4%	42%	False	False	32

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8702
2.618	0.8591
1.618	0.8523
1.000	0.8481
0.618	0.8455
HIGH	0.8413
0.618	0.8387
0.500	0.8379
0.382	0.8371
LOW	0.8345
0.618	0.8303
1.000	0.8277
1.618	0.8235
2.618	0.8167
4.250	0.8056

Fisher Pivots for day following 14-Apr-2015
Pivot	1 day	3 day
R1	0.8390	0.8382
PP	0.8385	0.8368
S1	0.8379	0.8354

Download as Excel Spreadsheet

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

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