CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 08-Jun-2015

Day Change Summary
	Previous	Current
	05-Jun-2015	08-Jun-2015	Change	Change %	Previous Week
Open	0.8046	0.7969	-0.0077	-1.0%	0.8062
High	0.8051	0.8056	0.0005	0.1%	0.8091
Low	0.7956	0.7966	0.0010	0.1%	0.7956
Close	0.7971	0.8035	0.0064	0.8%	0.7971
Range	0.0095	0.0090	-0.0005	-5.3%	0.0135
ATR	0.0061	0.0063	0.0002	3.4%	0.0000
Volume	17,323	64,308	46,985	271.2%	60,337

Daily Pivots for day following 08-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8289	0.8252	0.8085
R3	0.8199	0.8162	0.8060
R2	0.8109	0.8109	0.8052
R1	0.8072	0.8072	0.8043	0.8091
PP	0.8019	0.8019	0.8019	0.8028
S1	0.7982	0.7982	0.8027	0.8001
S2	0.7929	0.7929	0.8019
S3	0.7839	0.7892	0.8010
S4	0.7749	0.7802	0.7986

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%	0.0077	1.0%	59%	False	False	23,928
10	0.8244	0.7956	0.0288	3.6%	0.0076	0.9%	27%	False	False	14,297
20	0.8423	0.7956	0.0467	5.8%	0.0061	0.8%	17%	False	False	7,392
40	0.8455	0.7956	0.0499	6.2%	0.0055	0.7%	16%	False	False	3,806
60	0.8470	0.7956	0.0514	6.4%	0.0055	0.7%	15%	False	False	2,566
80	0.8470	0.7956	0.0514	6.4%	0.0047	0.6%	15%	False	False	1,930
100	0.8640	0.7956	0.0684	8.5%	0.0045	0.6%	12%	False	False	1,550
120	0.8640	0.7956	0.0684	8.5%	0.0043	0.5%	12%	False	False	1,292

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8439
2.618	0.8292
1.618	0.8202
1.000	0.8146
0.618	0.8112
HIGH	0.8056
0.618	0.8022
0.500	0.8011
0.382	0.8000
LOW	0.7966
0.618	0.7910
1.000	0.7876
1.618	0.7820
2.618	0.7730
4.250	0.7584

Fisher Pivots for day following 08-Jun-2015
Pivot	1 day	3 day
R1	0.8027	0.8031
PP	0.8019	0.8026
S1	0.8011	0.8022

Download as Excel Spreadsheet

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

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