CME Japanese Yen Future March 2016

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	0.8115	0.8130	0.0015	0.2%	0.8140
High	0.8115	0.8130	0.0015	0.2%	0.8207
Low	0.8085	0.8130	0.0045	0.6%	0.8136
Close	0.8115	0.8130	0.0015	0.2%	0.8194
Range	0.0030	0.0000	-0.0030	-100.0%	0.0071
ATR
Volume

Daily Pivots for day following 25-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8130	0.8130	0.8130
R3	0.8130	0.8130	0.8130
R2	0.8130	0.8130	0.8130
R1	0.8130	0.8130	0.8130	0.8130
PP	0.8130	0.8130	0.8130	0.8130
S1	0.8130	0.8130	0.8130	0.8130
S2	0.8130	0.8130	0.8130
S3	0.8130	0.8130	0.8130
S4	0.8130	0.8130	0.8130

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8392	0.8364	0.8233
R3	0.8321	0.8293	0.8214
R2	0.8250	0.8250	0.8207
R1	0.8222	0.8222	0.8201	0.8236
PP	0.8179	0.8179	0.8179	0.8186
S1	0.8151	0.8151	0.8187	0.8165
S2	0.8108	0.8108	0.8181
S3	0.8037	0.8080	0.8174
S4	0.7966	0.8009	0.8155

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8207	0.8085	0.0122	1.5%	0.0017	0.2%	36%	False	False	6
10	0.8207	0.8085	0.0122	1.5%	0.0013	0.2%	36%	False	False	4

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	0.0000
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8130
2.618	0.8130
1.618	0.8130
1.000	0.8130
0.618	0.8130
HIGH	0.8130
0.618	0.8130
0.500	0.8130
0.382	0.8130
LOW	0.8130
0.618	0.8130
1.000	0.8130
1.618	0.8130
2.618	0.8130
4.250	0.8130

Fisher Pivots for day following 25-Jun-2015
Pivot	1 day	3 day
R1	0.8130	0.8122
PP	0.8130	0.8115
S1	0.8130	0.8107

Download as Excel Spreadsheet

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

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