CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 25-Jun-2015

Day Change Summary
	Previous	Current
	24-Jun-2015	25-Jun-2015	Change	Change %	Previous Week
Open	0.8092	0.8093	0.0002	0.0%	0.8115
High	0.8099	0.8118	0.0020	0.2%	0.8180
Low	0.8061	0.8086	0.0025	0.3%	0.8070
Close	0.8096	0.8110	0.0014	0.2%	0.8173
Range	0.0038	0.0032	-0.0006	-14.7%	0.0110
ATR	0.0050	0.0049	-0.0001	-2.6%	0.0000
Volume	63	76	13	20.6%	209

Daily Pivots for day following 25-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8201	0.8187	0.8127
R3	0.8169	0.8155	0.8118
R2	0.8137	0.8137	0.8115
R1	0.8123	0.8123	0.8112	0.8130
PP	0.8105	0.8105	0.8105	0.8108
S1	0.8091	0.8091	0.8107	0.8098
S2	0.8073	0.8073	0.8104
S3	0.8041	0.8059	0.8101
S4	0.8009	0.8027	0.8092

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	0.8179	0.8061	0.0118	1.5%	0.0038	0.5%	41%	False	False	57
10	0.8180	0.8061	0.0119	1.5%	0.0036	0.4%	41%	False	False	45
20	0.8188	0.7977	0.0211	2.6%	0.0050	0.6%	63%	False	False	111
40	0.8434	0.7977	0.0457	5.6%	0.0041	0.5%	29%	False	False	70
60	0.8455	0.7977	0.0478	5.9%	0.0035	0.4%	28%	False	False	48
80	0.8470	0.7977	0.0493	6.1%	0.0035	0.4%	27%	False	False	38
100	0.8565	0.7977	0.0588	7.3%	0.0031	0.4%	23%	False	False	32

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0004
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8254
2.618	0.8202
1.618	0.8170
1.000	0.8150
0.618	0.8138
HIGH	0.8118
0.618	0.8106
0.500	0.8102
0.382	0.8098
LOW	0.8086
0.618	0.8066
1.000	0.8054
1.618	0.8034
2.618	0.8002
4.250	0.7950

Fisher Pivots for day following 25-Jun-2015
Pivot	1 day	3 day
R1	0.8107	0.8103
PP	0.8105	0.8096
S1	0.8102	0.8090

Download as Excel Spreadsheet

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

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