CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 14-May-2015

Day Change Summary
	Previous	Current
	13-May-2015	14-May-2015	Change	Change %	Previous Week
Open	0.8354	0.8406	0.0052	0.6%	0.8335
High	0.8414	0.8423	0.0009	0.1%	0.8412
Low	0.8353	0.8395	0.0042	0.5%	0.8312
Close	0.8409	0.8401	-0.0008	-0.1%	0.8360
Range	0.0061	0.0028	-0.0033	-54.1%	0.0100
ATR	0.0048	0.0046	-0.0001	-3.0%	0.0000
Volume	259	397	138	53.3%	1,379

Daily Pivots for day following 14-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8490	0.8474	0.8416
R3	0.8462	0.8446	0.8409
R2	0.8434	0.8434	0.8406
R1	0.8418	0.8418	0.8404	0.8412
PP	0.8406	0.8406	0.8406	0.8404
S1	0.8390	0.8390	0.8398	0.8384
S2	0.8378	0.8378	0.8396
S3	0.8350	0.8362	0.8393
S4	0.8322	0.8334	0.8386

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	0.8423	0.8327	0.0096	1.1%	0.0037	0.4%	77%	True	False	297
10	0.8423	0.8312	0.0111	1.3%	0.0041	0.5%	80%	True	False	303
20	0.8455	0.8312	0.0143	1.7%	0.0045	0.5%	62%	False	False	248
40	0.8470	0.8278	0.0192	2.3%	0.0049	0.6%	64%	False	False	172
60	0.8470	0.8217	0.0253	3.0%	0.0043	0.5%	73%	False	False	127
80	0.8559	0.8217	0.0342	4.1%	0.0039	0.5%	54%	False	False	103
100	0.8640	0.8217	0.0423	5.0%	0.0039	0.5%	43%	False	False	83
120	0.8640	0.8217	0.0423	5.0%	0.0036	0.4%	43%	False	False	69

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8542
2.618	0.8496
1.618	0.8468
1.000	0.8451
0.618	0.8440
HIGH	0.8423
0.618	0.8412
0.500	0.8409
0.382	0.8406
LOW	0.8395
0.618	0.8378
1.000	0.8367
1.618	0.8350
2.618	0.8322
4.250	0.8276

Fisher Pivots for day following 14-May-2015
Pivot	1 day	3 day
R1	0.8409	0.8392
PP	0.8406	0.8384
S1	0.8404	0.8375

Download as Excel Spreadsheet

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

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