CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 20-Feb-2015

Day Change Summary
	Previous	Current
	19-Feb-2015	20-Feb-2015	Change	Change %	Previous Week
Open	0.8446	0.8443	-0.0003	0.0%	0.8492
High	0.8446	0.8443	-0.0003	0.0%	0.8492
Low	0.8446	0.8443	-0.0003	0.0%	0.8427
Close	0.8446	0.8443	-0.0003	0.0%	0.8443
Range
ATR	0.0049	0.0046	-0.0003	-6.7%	0.0000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8443	0.8443	0.8443
R3	0.8443	0.8443	0.8443
R2	0.8443	0.8443	0.8443
R1	0.8443	0.8443	0.8443	0.8443
PP	0.8443	0.8443	0.8443	0.8443
S1	0.8443	0.8443	0.8443	0.8443
S2	0.8443	0.8443	0.8443
S3	0.8443	0.8443	0.8443
S4	0.8443	0.8443	0.8443

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8649	0.8611	0.8479
R3	0.8584	0.8546	0.8461
R2	0.8519	0.8519	0.8455
R1	0.8481	0.8481	0.8449	0.8468
PP	0.8454	0.8454	0.8454	0.8447
S1	0.8416	0.8416	0.8437	0.8403
S2	0.8389	0.8389	0.8431
S3	0.8324	0.8351	0.8425
S4	0.8259	0.8286	0.8407

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8492	0.8427	0.0065	0.8%	0.0021	0.2%	25%	False	False	4
10	0.8492	0.8343	0.0149	1.8%	0.0024	0.3%	67%	False	False	7

Crabel Price Patterns
NR	False
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	0.0001

Fibonacci Retracements and Extensions
4.250	0.8443
2.618	0.8443
1.618	0.8443
1.000	0.8443
0.618	0.8443
HIGH	0.8443
0.618	0.8443
0.500	0.8443
0.382	0.8443
LOW	0.8443
0.618	0.8443
1.000	0.8443
1.618	0.8443
2.618	0.8443
4.250	0.8443

Fisher Pivots for day following 20-Feb-2015
Pivot	1 day	3 day
R1	0.8443	0.8454
PP	0.8443	0.8450
S1	0.8443	0.8447

Download as Excel Spreadsheet

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

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