CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 22-Apr-2015

Day Change Summary
	Previous	Current
	21-Apr-2015	22-Apr-2015	Change	Change %	Previous Week
Open	0.8400	0.8376	-0.0024	-0.3%	0.8336
High	0.8400	0.8394	-0.0006	-0.1%	0.8450
Low	0.8369	0.8352	-0.0017	-0.2%	0.8295
Close	0.8369	0.8360	-0.0009	-0.1%	0.8436
Range	0.0031	0.0042	0.0011	35.5%	0.0155
ATR	0.0052	0.0051	-0.0001	-1.4%	0.0000
Volume	168	281	113	67.3%	613

Daily Pivots for day following 22-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8495	0.8469	0.8383
R3	0.8453	0.8427	0.8372
R2	0.8411	0.8411	0.8368
R1	0.8385	0.8385	0.8364	0.8377
PP	0.8369	0.8369	0.8369	0.8365
S1	0.8343	0.8343	0.8356	0.8335
S2	0.8327	0.8327	0.8352
S3	0.8285	0.8301	0.8348
S4	0.8243	0.8259	0.8337

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	0.8352	0.0101	1.2%	0.0043	0.5%	8%	False	True	150
10	0.8453	0.8295	0.0158	1.9%	0.0051	0.6%	41%	False	False	150
20	0.8470	0.8295	0.0175	2.1%	0.0053	0.6%	37%	False	False	113
40	0.8470	0.8217	0.0253	3.0%	0.0045	0.5%	57%	False	False	84
60	0.8559	0.8217	0.0342	4.1%	0.0039	0.5%	42%	False	False	66
80	0.8640	0.8217	0.0423	5.1%	0.0039	0.5%	34%	False	False	50
100	0.8640	0.8217	0.0423	5.1%	0.0036	0.4%	34%	False	False	41
120	0.9213	0.8217	0.0996	11.9%	0.0034	0.4%	14%	False	False	34

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8573
2.618	0.8504
1.618	0.8462
1.000	0.8436
0.618	0.8420
HIGH	0.8394
0.618	0.8378
0.500	0.8373
0.382	0.8368
LOW	0.8352
0.618	0.8326
1.000	0.8310
1.618	0.8284
2.618	0.8242
4.250	0.8174

Fisher Pivots for day following 22-Apr-2015
Pivot	1 day	3 day
R1	0.8373	0.8403
PP	0.8369	0.8388
S1	0.8364	0.8374

Download as Excel Spreadsheet

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

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