CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 02-Jun-2015

Day Change Summary
	Previous	Current
	01-Jun-2015	02-Jun-2015	Change	Change %	Previous Week
Open	0.8076	0.8050	-0.0026	-0.3%	0.8230
High	0.8091	0.8100	0.0009	0.1%	0.8239
Low	0.8028	0.8036	0.0008	0.1%	0.8068
Close	0.8034	0.8084	0.0050	0.6%	0.8085
Range	0.0063	0.0064	0.0001	1.6%	0.0171
ATR	0.0043	0.0045	0.0002	3.7%	0.0000
Volume	66	53	-13	-19.7%	290

Daily Pivots for day following 02-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8265	0.8239	0.8119
R3	0.8201	0.8175	0.8102
R2	0.8137	0.8137	0.8096
R1	0.8111	0.8111	0.8090	0.8124
PP	0.8073	0.8073	0.8073	0.8080
S1	0.8047	0.8047	0.8078	0.8060
S2	0.8009	0.8009	0.8072
S3	0.7945	0.7983	0.8066
S4	0.7881	0.7919	0.8049

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8644	0.8535	0.8179
R3	0.8473	0.8364	0.8132
R2	0.8302	0.8302	0.8116
R1	0.8193	0.8193	0.8101	0.8162
PP	0.8131	0.8131	0.8131	0.8115
S1	0.8022	0.8022	0.8069	0.7991
S2	0.7960	0.7960	0.8054
S3	0.7789	0.7851	0.8038
S4	0.7618	0.7680	0.7991

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8156	0.8028	0.0128	1.6%	0.0050	0.6%	44%	False	False	79
10	0.8360	0.8028	0.0332	4.1%	0.0051	0.6%	17%	False	False	47
20	0.8434	0.8028	0.0406	5.0%	0.0037	0.5%	14%	False	False	42
40	0.8455	0.8028	0.0427	5.3%	0.0030	0.4%	13%	False	False	23
60	0.8470	0.8028	0.0442	5.5%	0.0031	0.4%	13%	False	False	18
80	0.8492	0.8028	0.0464	5.7%	0.0028	0.4%	12%	False	False	15

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8372
2.618	0.8268
1.618	0.8204
1.000	0.8164
0.618	0.8140
HIGH	0.8100
0.618	0.8076
0.500	0.8068
0.382	0.8060
LOW	0.8036
0.618	0.7996
1.000	0.7972
1.618	0.7932
2.618	0.7868
4.250	0.7764

Fisher Pivots for day following 02-Jun-2015
Pivot	1 day	3 day
R1	0.8079	0.8078
PP	0.8073	0.8073
S1	0.8068	0.8067

Download as Excel Spreadsheet

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

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