CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 20-Apr-2015

Day Change Summary
	Previous	Current
	17-Apr-2015	20-Apr-2015	Change	Change %	Previous Week
Open	0.8422	0.8426	0.0004	0.0%	0.8336
High	0.8450	0.8453	0.0003	0.0%	0.8450
Low	0.8401	0.8395	-0.0006	-0.1%	0.8295
Close	0.8436	0.8400	-0.0036	-0.4%	0.8436
Range	0.0049	0.0058	0.0009	18.4%	0.0155
ATR	0.0053	0.0054	0.0000	0.6%	0.0000
Volume	62	204	142	229.0%	613

Daily Pivots for day following 20-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8590	0.8553	0.8432
R3	0.8532	0.8495	0.8416
R2	0.8474	0.8474	0.8411
R1	0.8437	0.8437	0.8405	0.8427
PP	0.8416	0.8416	0.8416	0.8411
S1	0.8379	0.8379	0.8395	0.8369
S2	0.8358	0.8358	0.8389
S3	0.8300	0.8321	0.8384
S4	0.8242	0.8263	0.8368

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8859	0.8802	0.8521
R3	0.8704	0.8647	0.8479
R2	0.8549	0.8549	0.8464
R1	0.8492	0.8492	0.8450	0.8521
PP	0.8394	0.8394	0.8394	0.8408
S1	0.8337	0.8337	0.8422	0.8366
S2	0.8239	0.8239	0.8408
S3	0.8084	0.8182	0.8393
S4	0.7929	0.8027	0.8351

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8453	0.8345	0.0108	1.3%	0.0055	0.7%	51%	True	False	143
10	0.8453	0.8295	0.0158	1.9%	0.0055	0.7%	66%	True	False	116
20	0.8470	0.8295	0.0175	2.1%	0.0053	0.6%	60%	False	False	96
40	0.8470	0.8217	0.0253	3.0%	0.0044	0.5%	72%	False	False	73
60	0.8559	0.8217	0.0342	4.1%	0.0038	0.5%	54%	False	False	59
80	0.8640	0.8217	0.0423	5.0%	0.0038	0.4%	43%	False	False	45
100	0.8640	0.8217	0.0423	5.0%	0.0035	0.4%	43%	False	False	36
120	0.9288	0.8217	0.1071	12.8%	0.0034	0.4%	17%	False	False	31

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8700
2.618	0.8605
1.618	0.8547
1.000	0.8511
0.618	0.8489
HIGH	0.8453
0.618	0.8431
0.500	0.8424
0.382	0.8417
LOW	0.8395
0.618	0.8359
1.000	0.8337
1.618	0.8301
2.618	0.8243
4.250	0.8149

Fisher Pivots for day following 20-Apr-2015
Pivot	1 day	3 day
R1	0.8424	0.8424
PP	0.8416	0.8416
S1	0.8408	0.8408

Download as Excel Spreadsheet

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

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