CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 10-Jun-2015

Day Change Summary
	Previous	Current
	09-Jun-2015	10-Jun-2015	Change	Change %	Previous Week
Open	0.8038	0.8052	0.0014	0.2%	0.8062
High	0.8083	0.8174	0.0091	1.1%	0.8091
Low	0.8027	0.8033	0.0006	0.1%	0.7956
Close	0.8050	0.8160	0.0110	1.4%	0.7971
Range	0.0056	0.0141	0.0085	151.8%	0.0135
ATR	0.0063	0.0068	0.0006	8.9%	0.0000
Volume	72,609	121,448	48,839	67.3%	60,337

Daily Pivots for day following 10-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8545	0.8494	0.8238
R3	0.8404	0.8353	0.8199
R2	0.8263	0.8263	0.8186
R1	0.8212	0.8212	0.8173	0.8238
PP	0.8122	0.8122	0.8122	0.8135
S1	0.8071	0.8071	0.8147	0.8097
S2	0.7981	0.7981	0.8134
S3	0.7840	0.7930	0.8121
S4	0.7699	0.7789	0.8082

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	0.8174	0.7956	0.0218	2.7%	0.0088	1.1%	94%	True	False	57,113
10	0.8174	0.7956	0.0218	2.7%	0.0075	0.9%	94%	True	False	32,947
20	0.8423	0.7956	0.0467	5.7%	0.0068	0.8%	44%	False	False	17,073
40	0.8455	0.7956	0.0499	6.1%	0.0057	0.7%	41%	False	False	8,649
60	0.8470	0.7956	0.0514	6.3%	0.0058	0.7%	40%	False	False	5,798
80	0.8470	0.7956	0.0514	6.3%	0.0049	0.6%	40%	False	False	4,356
100	0.8559	0.7956	0.0603	7.4%	0.0045	0.6%	34%	False	False	3,490
120	0.8640	0.7956	0.0684	8.4%	0.0043	0.5%	30%	False	False	2,909

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	0.0015
Widest range in 158 trading days

Fibonacci Retracements and Extensions
4.250	0.8773
2.618	0.8543
1.618	0.8402
1.000	0.8315
0.618	0.8261
HIGH	0.8174
0.618	0.8120
0.500	0.8104
0.382	0.8087
LOW	0.8033
0.618	0.7946
1.000	0.7892
1.618	0.7805
2.618	0.7664
4.250	0.7434

Fisher Pivots for day following 10-Jun-2015
Pivot	1 day	3 day
R1	0.8141	0.8130
PP	0.8122	0.8100
S1	0.8104	0.8070

Download as Excel Spreadsheet

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

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