CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 13-May-2015

Day Change Summary
	Previous	Current
	12-May-2015	13-May-2015	Change	Change %	Previous Week
Open	0.8335	0.8354	0.0019	0.2%	0.8335
High	0.8360	0.8414	0.0054	0.6%	0.8412
Low	0.8327	0.8353	0.0026	0.3%	0.8312
Close	0.8355	0.8409	0.0054	0.6%	0.8360
Range	0.0033	0.0061	0.0028	84.8%	0.0100
ATR	0.0047	0.0048	0.0001	2.2%	0.0000
Volume	71	259	188	264.8%	1,379

Daily Pivots for day following 13-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8575	0.8553	0.8443
R3	0.8514	0.8492	0.8426
R2	0.8453	0.8453	0.8420
R1	0.8431	0.8431	0.8415	0.8442
PP	0.8392	0.8392	0.8392	0.8398
S1	0.8370	0.8370	0.8403	0.8381
S2	0.8331	0.8331	0.8398
S3	0.8270	0.8309	0.8392
S4	0.8209	0.8248	0.8375

Weekly Pivots for week ending 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8661	0.8611	0.8415
R3	0.8561	0.8511	0.8388
R2	0.8461	0.8461	0.8378
R1	0.8411	0.8411	0.8369	0.8436
PP	0.8361	0.8361	0.8361	0.8374
S1	0.8311	0.8311	0.8351	0.8336
S2	0.8261	0.8261	0.8342
S3	0.8161	0.8211	0.8333
S4	0.8061	0.8111	0.8305

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8414	0.8327	0.0087	1.0%	0.0043	0.5%	94%	True	False	254
10	0.8455	0.8312	0.0143	1.7%	0.0049	0.6%	68%	False	False	285
20	0.8455	0.8312	0.0143	1.7%	0.0045	0.5%	68%	False	False	230
40	0.8470	0.8278	0.0192	2.3%	0.0050	0.6%	68%	False	False	165
60	0.8470	0.8217	0.0253	3.0%	0.0042	0.5%	76%	False	False	121
80	0.8559	0.8217	0.0342	4.1%	0.0040	0.5%	56%	False	False	98
100	0.8640	0.8217	0.0423	5.0%	0.0039	0.5%	45%	False	False	79
120	0.8640	0.8217	0.0423	5.0%	0.0036	0.4%	45%	False	False	66

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8673
2.618	0.8574
1.618	0.8513
1.000	0.8475
0.618	0.8452
HIGH	0.8414
0.618	0.8391
0.500	0.8384
0.382	0.8376
LOW	0.8353
0.618	0.8315
1.000	0.8292
1.618	0.8254
2.618	0.8193
4.250	0.8094

Fisher Pivots for day following 13-May-2015
Pivot	1 day	3 day
R1	0.8401	0.8396
PP	0.8392	0.8383
S1	0.8384	0.8371

Download as Excel Spreadsheet

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

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