CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 05-May-2015

Day Change Summary
	Previous	Current
	04-May-2015	05-May-2015	Change	Change %	Previous Week
Open	0.8335	0.8336	0.0001	0.0%	0.8426
High	0.8345	0.8366	0.0021	0.3%	0.8455
Low	0.8328	0.8312	-0.0016	-0.2%	0.8327
Close	0.8339	0.8358	0.0019	0.2%	0.8327
Range	0.0017	0.0054	0.0037	217.6%	0.0128
ATR	0.0050	0.0050	0.0000	0.6%	0.0000
Volume	301	318	17	5.6%	1,600

Daily Pivots for day following 05-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8507	0.8487	0.8388
R3	0.8453	0.8433	0.8373
R2	0.8399	0.8399	0.8368
R1	0.8379	0.8379	0.8363	0.8389
PP	0.8345	0.8345	0.8345	0.8351
S1	0.8325	0.8325	0.8353	0.8335
S2	0.8291	0.8291	0.8348
S3	0.8237	0.8271	0.8343
S4	0.8183	0.8217	0.8328

Weekly Pivots for week ending 01-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8754	0.8668	0.8397
R3	0.8626	0.8540	0.8362
R2	0.8498	0.8498	0.8350
R1	0.8412	0.8412	0.8339	0.8391
PP	0.8370	0.8370	0.8370	0.8359
S1	0.8284	0.8284	0.8315	0.8263
S2	0.8242	0.8242	0.8304
S3	0.8114	0.8156	0.8292
S4	0.7986	0.8028	0.8257

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8455	0.8312	0.0143	1.7%	0.0053	0.6%	32%	False	True	320
10	0.8455	0.8312	0.0143	1.7%	0.0046	0.6%	32%	False	True	267
20	0.8455	0.8295	0.0160	1.9%	0.0049	0.6%	39%	False	False	199
40	0.8470	0.8239	0.0231	2.8%	0.0050	0.6%	52%	False	False	139
60	0.8470	0.8217	0.0253	3.0%	0.0043	0.5%	56%	False	False	105
80	0.8640	0.8217	0.0423	5.1%	0.0042	0.5%	33%	False	False	80
100	0.8640	0.8217	0.0423	5.1%	0.0039	0.5%	33%	False	False	64
120	0.8691	0.8217	0.0474	5.7%	0.0035	0.4%	30%	False	False	54

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	0.8596
2.618	0.8507
1.618	0.8453
1.000	0.8420
0.618	0.8399
HIGH	0.8366
0.618	0.8345
0.500	0.8339
0.382	0.8333
LOW	0.8312
0.618	0.8279
1.000	0.8258
1.618	0.8225
2.618	0.8171
4.250	0.8083

Fisher Pivots for day following 05-May-2015
Pivot	1 day	3 day
R1	0.8352	0.8353
PP	0.8345	0.8349
S1	0.8339	0.8344

Download as Excel Spreadsheet

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

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