CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 09-Jun-2015

Day Change Summary
	Previous	Current
	08-Jun-2015	09-Jun-2015	Change	Change %	Previous Week
Open	0.7989	0.8037	0.0048	0.6%	0.8076
High	0.8054	0.8095	0.0041	0.5%	0.8100
Low	0.7977	0.8037	0.0060	0.8%	0.7980
Close	0.8049	0.8064	0.0015	0.2%	0.7985
Range	0.0077	0.0058	-0.0019	-24.7%	0.0120
ATR	0.0051	0.0051	0.0001	1.0%	0.0000
Volume	148	637	489	330.4%	455

Daily Pivots for day following 09-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8239	0.8210	0.8096
R3	0.8181	0.8152	0.8080
R2	0.8123	0.8123	0.8075
R1	0.8094	0.8094	0.8069	0.8109
PP	0.8065	0.8065	0.8065	0.8073
S1	0.8036	0.8036	0.8059	0.8051
S2	0.8007	0.8007	0.8053
S3	0.7949	0.7978	0.8048
S4	0.7891	0.7920	0.8032

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8382	0.8303	0.8051
R3	0.8262	0.8183	0.8018
R2	0.8142	0.8142	0.8007
R1	0.8063	0.8063	0.7996	0.8043
PP	0.8022	0.8022	0.8022	0.8011
S1	0.7943	0.7943	0.7974	0.7923
S2	0.7902	0.7902	0.7963
S3	0.7782	0.7823	0.7952
S4	0.7662	0.7703	0.7919

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8099	0.7977	0.0122	1.5%	0.0057	0.7%	71%	False	False	224
10	0.8156	0.7977	0.0179	2.2%	0.0053	0.7%	49%	False	False	152
20	0.8434	0.7977	0.0457	5.7%	0.0046	0.6%	19%	False	False	81
40	0.8455	0.7977	0.0478	5.9%	0.0035	0.4%	18%	False	False	51
60	0.8470	0.7977	0.0493	6.1%	0.0034	0.4%	18%	False	False	36
80	0.8492	0.7977	0.0515	6.4%	0.0030	0.4%	17%	False	False	28

Crabel Price Patterns
NR	True
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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8342
2.618	0.8247
1.618	0.8189
1.000	0.8153
0.618	0.8131
HIGH	0.8095
0.618	0.8073
0.500	0.8066
0.382	0.8059
LOW	0.8037
0.618	0.8001
1.000	0.7979
1.618	0.7943
2.618	0.7885
4.250	0.7791

Fisher Pivots for day following 09-Jun-2015
Pivot	1 day	3 day
R1	0.8066	0.8055
PP	0.8065	0.8045
S1	0.8065	0.8036

Download as Excel Spreadsheet

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

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