CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 12-Jun-2015

Day Change Summary
	Previous	Current
	11-Jun-2015	12-Jun-2015	Change	Change %	Previous Week
Open	0.8157	0.8107	-0.0050	-0.6%	0.7969
High	0.8159	0.8130	-0.0029	-0.4%	0.8174
Low	0.8064	0.8085	0.0021	0.3%	0.7966
Close	0.8112	0.8111	-0.0001	0.0%	0.8111
Range	0.0095	0.0045	-0.0050	-52.6%	0.0208
ATR	0.0070	0.0068	-0.0002	-2.6%	0.0000
Volume	123,155	153,740	30,585	24.8%	535,260

Daily Pivots for day following 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8244	0.8222	0.8136
R3	0.8199	0.8177	0.8123
R2	0.8154	0.8154	0.8119
R1	0.8132	0.8132	0.8115	0.8143
PP	0.8109	0.8109	0.8109	0.8114
S1	0.8087	0.8087	0.8107	0.8098
S2	0.8064	0.8064	0.8103
S3	0.8019	0.8042	0.8099
S4	0.7974	0.7997	0.8086

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8708	0.8617	0.8225
R3	0.8500	0.8409	0.8168
R2	0.8292	0.8292	0.8149
R1	0.8201	0.8201	0.8130	0.8247
PP	0.8084	0.8084	0.8084	0.8106
S1	0.7993	0.7993	0.8092	0.8039
S2	0.7876	0.7876	0.8073
S3	0.7668	0.7785	0.8054
S4	0.7460	0.7577	0.7997

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8174	0.7966	0.0208	2.6%	0.0085	1.1%	70%	False	False	107,052
10	0.8174	0.7956	0.0218	2.7%	0.0079	1.0%	71%	False	False	59,559
20	0.8400	0.7956	0.0444	5.5%	0.0071	0.9%	35%	False	False	30,885
40	0.8455	0.7956	0.0499	6.2%	0.0058	0.7%	31%	False	False	15,566
60	0.8470	0.7956	0.0514	6.3%	0.0056	0.7%	30%	False	False	10,410
80	0.8470	0.7956	0.0514	6.3%	0.0050	0.6%	30%	False	False	7,817
100	0.8559	0.7956	0.0603	7.4%	0.0045	0.6%	26%	False	False	6,259
120	0.8640	0.7956	0.0684	8.4%	0.0044	0.5%	23%	False	False	5,217

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8321
2.618	0.8248
1.618	0.8203
1.000	0.8175
0.618	0.8158
HIGH	0.8130
0.618	0.8113
0.500	0.8108
0.382	0.8102
LOW	0.8085
0.618	0.8057
1.000	0.8040
1.618	0.8012
2.618	0.7967
4.250	0.7894

Fisher Pivots for day following 12-Jun-2015
Pivot	1 day	3 day
R1	0.8110	0.8109
PP	0.8109	0.8106
S1	0.8108	0.8104

Download as Excel Spreadsheet

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

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