CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 11-Jun-2015

Day Change Summary
	Previous	Current
	10-Jun-2015	11-Jun-2015	Change	Change %	Previous Week
Open	0.8052	0.8157	0.0105	1.3%	0.8062
High	0.8174	0.8159	-0.0015	-0.2%	0.8091
Low	0.8033	0.8064	0.0031	0.4%	0.7956
Close	0.8160	0.8112	-0.0048	-0.6%	0.7971
Range	0.0141	0.0095	-0.0046	-32.6%	0.0135
ATR	0.0068	0.0070	0.0002	2.9%	0.0000
Volume	121,448	123,155	1,707	1.4%	60,337

Daily Pivots for day following 11-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8397	0.8349	0.8164
R3	0.8302	0.8254	0.8138
R2	0.8207	0.8207	0.8129
R1	0.8159	0.8159	0.8121	0.8136
PP	0.8112	0.8112	0.8112	0.8100
S1	0.8064	0.8064	0.8103	0.8041
S2	0.8017	0.8017	0.8095
S3	0.7922	0.7969	0.8086
S4	0.7827	0.7874	0.8060

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%	0.0095	1.2%	72%	False	False	79,768
10	0.8174	0.7956	0.0218	2.7%	0.0078	1.0%	72%	False	False	44,969
20	0.8423	0.7956	0.0467	5.8%	0.0070	0.9%	33%	False	False	23,218
40	0.8455	0.7956	0.0499	6.2%	0.0057	0.7%	31%	False	False	11,724
60	0.8470	0.7956	0.0514	6.3%	0.0057	0.7%	30%	False	False	7,849
80	0.8470	0.7956	0.0514	6.3%	0.0049	0.6%	30%	False	False	5,895
100	0.8559	0.7956	0.0603	7.4%	0.0046	0.6%	26%	False	False	4,722
120	0.8640	0.7956	0.0684	8.4%	0.0044	0.5%	23%	False	False	3,935

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8563
2.618	0.8408
1.618	0.8313
1.000	0.8254
0.618	0.8218
HIGH	0.8159
0.618	0.8123
0.500	0.8112
0.382	0.8100
LOW	0.8064
0.618	0.8005
1.000	0.7969
1.618	0.7910
2.618	0.7815
4.250	0.7660

Fisher Pivots for day following 11-Jun-2015
Pivot	1 day	3 day
R1	0.8112	0.8108
PP	0.8112	0.8104
S1	0.8112	0.8101

Download as Excel Spreadsheet

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

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