CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 03-Jun-2015

Day Change Summary
	Previous	Current
	02-Jun-2015	03-Jun-2015	Change	Change %	Previous Week
Open	0.8024	0.8066	0.0042	0.5%	0.8235
High	0.8091	0.8089	-0.0002	0.0%	0.8244
Low	0.8006	0.8031	0.0025	0.3%	0.8045
Close	0.8071	0.8052	-0.0019	-0.2%	0.8072
Range	0.0085	0.0058	-0.0027	-31.8%	0.0199
ATR	0.0059	0.0058	0.0000	-0.1%	0.0000
Volume	8,020	20,112	12,092	150.8%	18,329

Daily Pivots for day following 03-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8231	0.8200	0.8084
R3	0.8173	0.8142	0.8068
R2	0.8115	0.8115	0.8063
R1	0.8084	0.8084	0.8057	0.8071
PP	0.8057	0.8057	0.8057	0.8051
S1	0.8026	0.8026	0.8047	0.8013
S2	0.7999	0.7999	0.8041
S3	0.7941	0.7968	0.8036
S4	0.7883	0.7910	0.8020

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	0.8109	0.8006	0.0103	1.3%	0.0062	0.8%	45%	False	False	8,780
10	0.8304	0.8006	0.0298	3.7%	0.0068	0.8%	15%	False	False	5,392
20	0.8423	0.8006	0.0417	5.2%	0.0056	0.7%	11%	False	False	2,855
40	0.8455	0.8006	0.0449	5.6%	0.0052	0.7%	10%	False	False	1,527
60	0.8470	0.8006	0.0464	5.8%	0.0052	0.6%	10%	False	False	1,044
80	0.8470	0.8006	0.0464	5.8%	0.0047	0.6%	10%	False	False	793
100	0.8640	0.8006	0.0634	7.9%	0.0045	0.6%	7%	False	False	635
120	0.8640	0.8006	0.0634	7.9%	0.0042	0.5%	7%	False	False	530

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8336
2.618	0.8241
1.618	0.8183
1.000	0.8147
0.618	0.8125
HIGH	0.8089
0.618	0.8067
0.500	0.8060
0.382	0.8053
LOW	0.8031
0.618	0.7995
1.000	0.7973
1.618	0.7937
2.618	0.7879
4.250	0.7785

Fisher Pivots for day following 03-Jun-2015
Pivot	1 day	3 day
R1	0.8060	0.8051
PP	0.8057	0.8050
S1	0.8055	0.8049

Download as Excel Spreadsheet

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

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