CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 22-Jun-2015

Day Change Summary
	Previous	Current
	19-Jun-2015	22-Jun-2015	Change	Change %	Previous Week
Open	0.8151	0.8166	0.0015	0.2%	0.8115
High	0.8179	0.8166	-0.0013	-0.2%	0.8180
Low	0.8140	0.8126	-0.0014	-0.2%	0.8070
Close	0.8173	0.8126	-0.0047	-0.6%	0.8173
Range	0.0039	0.0040	0.0001	2.6%	0.0110
ATR	0.0052	0.0051	0.0000	-0.6%	0.0000
Volume	80	58	-22	-27.5%	209

Daily Pivots for day following 22-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8259	0.8233	0.8148
R3	0.8219	0.8193	0.8137
R2	0.8179	0.8179	0.8133
R1	0.8153	0.8153	0.8130	0.8146
PP	0.8139	0.8139	0.8139	0.8136
S1	0.8113	0.8113	0.8122	0.8106
S2	0.8099	0.8099	0.8119
S3	0.8059	0.8073	0.8115
S4	0.8019	0.8033	0.8104

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8471	0.8432	0.8234
R3	0.8361	0.8322	0.8203
R2	0.8251	0.8251	0.8193
R1	0.8212	0.8212	0.8183	0.8232
PP	0.8141	0.8141	0.8141	0.8151
S1	0.8102	0.8102	0.8163	0.8122
S2	0.8031	0.8031	0.8153
S3	0.7921	0.7992	0.8143
S4	0.7811	0.7882	0.8113

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8180	0.8070	0.0110	1.4%	0.0043	0.5%	51%	False	False	51
10	0.8188	0.8037	0.0151	1.9%	0.0052	0.6%	59%	False	False	134
20	0.8239	0.7977	0.0262	3.2%	0.0055	0.7%	57%	False	False	111
40	0.8454	0.7977	0.0477	5.9%	0.0040	0.5%	31%	False	False	67
60	0.8455	0.7977	0.0478	5.9%	0.0035	0.4%	31%	False	False	46
80	0.8470	0.7977	0.0493	6.1%	0.0034	0.4%	30%	False	False	37
100	0.8598	0.7977	0.0621	7.6%	0.0031	0.4%	24%	False	False	31

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8336
2.618	0.8271
1.618	0.8231
1.000	0.8206
0.618	0.8191
HIGH	0.8166
0.618	0.8151
0.500	0.8146
0.382	0.8141
LOW	0.8126
0.618	0.8101
1.000	0.8086
1.618	0.8061
2.618	0.8021
4.250	0.7956

Fisher Pivots for day following 22-Jun-2015
Pivot	1 day	3 day
R1	0.8146	0.8146
PP	0.8139	0.8139
S1	0.8133	0.8133

Download as Excel Spreadsheet

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

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