CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 05-Jun-2015

Day Change Summary
	Previous	Current
	04-Jun-2015	05-Jun-2015	Change	Change %	Previous Week
Open	0.8056	0.8046	-0.0010	-0.1%	0.8062
High	0.8088	0.8051	-0.0037	-0.5%	0.8091
Low	0.8030	0.7956	-0.0074	-0.9%	0.7956
Close	0.8050	0.7971	-0.0079	-1.0%	0.7971
Range	0.0058	0.0095	0.0037	63.8%	0.0135
ATR	0.0058	0.0061	0.0003	4.5%	0.0000
Volume	9,881	17,323	7,442	75.3%	60,337

Daily Pivots for day following 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8278	0.8219	0.8023
R3	0.8183	0.8124	0.7997
R2	0.8088	0.8088	0.7988
R1	0.8029	0.8029	0.7980	0.8011
PP	0.7993	0.7993	0.7993	0.7984
S1	0.7934	0.7934	0.7962	0.7916
S2	0.7898	0.7898	0.7954
S3	0.7803	0.7839	0.7945
S4	0.7708	0.7744	0.7919

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8411	0.8326	0.8045
R3	0.8276	0.8191	0.8008
R2	0.8141	0.8141	0.7996
R1	0.8056	0.8056	0.7983	0.8031
PP	0.8006	0.8006	0.8006	0.7994
S1	0.7921	0.7921	0.7959	0.7896
S2	0.7871	0.7871	0.7946
S3	0.7736	0.7786	0.7934
S4	0.7601	0.7651	0.7897

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8091	0.7956	0.0135	1.7%	0.0073	0.9%	11%	False	True	12,067
10	0.8300	0.7956	0.0344	4.3%	0.0074	0.9%	4%	False	True	7,910
20	0.8423	0.7956	0.0467	5.9%	0.0059	0.7%	3%	False	True	4,196
40	0.8455	0.7956	0.0499	6.3%	0.0054	0.7%	3%	False	True	2,201
60	0.8470	0.7956	0.0514	6.4%	0.0053	0.7%	3%	False	True	1,495
80	0.8470	0.7956	0.0514	6.4%	0.0047	0.6%	3%	False	True	1,126
100	0.8640	0.7956	0.0684	8.6%	0.0045	0.6%	2%	False	True	907
120	0.8640	0.7956	0.0684	8.6%	0.0042	0.5%	2%	False	True	756

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	0.0017
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8455
2.618	0.8300
1.618	0.8205
1.000	0.8146
0.618	0.8110
HIGH	0.8051
0.618	0.8015
0.500	0.8004
0.382	0.7992
LOW	0.7956
0.618	0.7897
1.000	0.7861
1.618	0.7802
2.618	0.7707
4.250	0.7552

Fisher Pivots for day following 05-Jun-2015
Pivot	1 day	3 day
R1	0.8004	0.8023
PP	0.7993	0.8005
S1	0.7982	0.7988

Download as Excel Spreadsheet

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

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