CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 02-Jun-2015

Day Change Summary
	Previous	Current
	01-Jun-2015	02-Jun-2015	Change	Change %	Previous Week
Open	0.8062	0.8024	-0.0038	-0.5%	0.8235
High	0.8084	0.8091	0.0007	0.1%	0.8244
Low	0.8015	0.8006	-0.0009	-0.1%	0.8045
Close	0.8021	0.8071	0.0050	0.6%	0.8072
Range	0.0069	0.0085	0.0016	23.2%	0.0199
ATR	0.0056	0.0059	0.0002	3.6%	0.0000
Volume	5,001	8,020	3,019	60.4%	18,329

Daily Pivots for day following 02-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8311	0.8276	0.8118
R3	0.8226	0.8191	0.8094
R2	0.8141	0.8141	0.8087
R1	0.8106	0.8106	0.8079	0.8124
PP	0.8056	0.8056	0.8056	0.8065
S1	0.8021	0.8021	0.8063	0.8039
S2	0.7971	0.7971	0.8055
S3	0.7886	0.7936	0.8048
S4	0.7801	0.7851	0.8024

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8717	0.8594	0.8181
R3	0.8518	0.8395	0.8127
R2	0.8319	0.8319	0.8108
R1	0.8196	0.8196	0.8090	0.8158
PP	0.8120	0.8120	0.8120	0.8102
S1	0.7997	0.7997	0.8054	0.7959
S2	0.7921	0.7921	0.8036
S3	0.7722	0.7798	0.8017
S4	0.7523	0.7599	0.7963

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8154	0.8006	0.0148	1.8%	0.0068	0.8%	44%	False	True	5,732
10	0.8355	0.8006	0.0349	4.3%	0.0068	0.8%	19%	False	True	3,408
20	0.8423	0.8006	0.0417	5.2%	0.0056	0.7%	16%	False	True	1,865
40	0.8455	0.8006	0.0449	5.6%	0.0053	0.7%	14%	False	True	1,024
60	0.8470	0.8006	0.0464	5.7%	0.0052	0.6%	14%	False	True	709
80	0.8472	0.8006	0.0466	5.8%	0.0046	0.6%	14%	False	True	541
100	0.8640	0.8006	0.0634	7.9%	0.0044	0.6%	10%	False	True	434
120	0.8640	0.8006	0.0634	7.9%	0.0042	0.5%	10%	False	True	362

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8452
2.618	0.8314
1.618	0.8229
1.000	0.8176
0.618	0.8144
HIGH	0.8091
0.618	0.8059
0.500	0.8049
0.382	0.8038
LOW	0.8006
0.618	0.7953
1.000	0.7921
1.618	0.7868
2.618	0.7783
4.250	0.7645

Fisher Pivots for day following 02-Jun-2015
Pivot	1 day	3 day
R1	0.8064	0.8065
PP	0.8056	0.8059
S1	0.8049	0.8054

Download as Excel Spreadsheet

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

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