CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 07-May-2015

Day Change Summary
	Previous	Current
	06-May-2015	07-May-2015	Change	Change %	Previous Week
Open	0.8354	0.8383	0.0029	0.3%	0.8426
High	0.8400	0.8412	0.0012	0.1%	0.8455
Low	0.8348	0.8358	0.0010	0.1%	0.8327
Close	0.8394	0.8362	-0.0032	-0.4%	0.8327
Range	0.0052	0.0054	0.0002	3.8%	0.0128
ATR	0.0050	0.0050	0.0000	0.6%	0.0000
Volume	184	184	0	0.0%	1,600

Daily Pivots for day following 07-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8539	0.8505	0.8392
R3	0.8485	0.8451	0.8377
R2	0.8431	0.8431	0.8372
R1	0.8397	0.8397	0.8367	0.8387
PP	0.8377	0.8377	0.8377	0.8373
S1	0.8343	0.8343	0.8357	0.8333
S2	0.8323	0.8323	0.8352
S3	0.8269	0.8289	0.8347
S4	0.8215	0.8235	0.8332

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	0.8412	0.8312	0.0100	1.2%	0.0045	0.5%	50%	True	False	310
10	0.8455	0.8312	0.0143	1.7%	0.0048	0.6%	35%	False	False	269
20	0.8455	0.8295	0.0160	1.9%	0.0049	0.6%	42%	False	False	206
40	0.8470	0.8255	0.0215	2.6%	0.0051	0.6%	50%	False	False	144
60	0.8470	0.8217	0.0253	3.0%	0.0044	0.5%	57%	False	False	103
80	0.8640	0.8217	0.0423	5.1%	0.0042	0.5%	34%	False	False	85
100	0.8640	0.8217	0.0423	5.1%	0.0039	0.5%	34%	False	False	68
120	0.8648	0.8217	0.0431	5.2%	0.0035	0.4%	34%	False	False	57

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8642
2.618	0.8553
1.618	0.8499
1.000	0.8466
0.618	0.8445
HIGH	0.8412
0.618	0.8391
0.500	0.8385
0.382	0.8379
LOW	0.8358
0.618	0.8325
1.000	0.8304
1.618	0.8271
2.618	0.8217
4.250	0.8129

Fisher Pivots for day following 07-May-2015
Pivot	1 day	3 day
R1	0.8385	0.8362
PP	0.8377	0.8362
S1	0.8370	0.8362

Download as Excel Spreadsheet

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

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