CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 11-Sep-2015

Day Change Summary
	Previous	Current
	10-Sep-2015	11-Sep-2015	Change	Change %	Previous Week
Open	0.8308	0.8286	-0.0022	-0.3%	0.8409
High	0.8336	0.8308	-0.0028	-0.3%	0.8418
Low	0.8239	0.8267	0.0029	0.3%	0.8239
Close	0.8292	0.8293	0.0001	0.0%	0.8293
Range	0.0097	0.0041	-0.0056	-57.7%	0.0180
ATR	0.0105	0.0100	-0.0005	-4.3%	0.0000
Volume	224,412	40,459	-183,953	-82.0%	774,990

Daily Pivots for day following 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8412	0.8393	0.8315
R3	0.8371	0.8352	0.8304
R2	0.8330	0.8330	0.8300
R1	0.8311	0.8311	0.8296	0.8321
PP	0.8289	0.8289	0.8289	0.8294
S1	0.8270	0.8270	0.8289	0.8280
S2	0.8248	0.8248	0.8285
S3	0.8207	0.8229	0.8281
S4	0.8166	0.8188	0.8270

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8855	0.8753	0.8391
R3	0.8675	0.8574	0.8342
R2	0.8496	0.8496	0.8325
R1	0.8394	0.8394	0.8309	0.8355
PP	0.8316	0.8316	0.8316	0.8297
S1	0.8215	0.8215	0.8276	0.8176
S2	0.8137	0.8137	0.8260
S3	0.7957	0.8035	0.8243
S4	0.7778	0.7856	0.8194

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8433	0.8239	0.0195	2.3%	0.0089	1.1%	28%	False	False	201,299
10	0.8433	0.8215	0.0219	2.6%	0.0086	1.0%	36%	False	False	183,903
20	0.8592	0.8029	0.0563	6.8%	0.0096	1.2%	47%	False	False	193,999
40	0.8592	0.7985	0.0607	7.3%	0.0070	0.8%	51%	False	False	146,967
60	0.8592	0.0810	0.7782	93.8%	0.0066	0.8%	96%	False	False	135,612
80	0.8592	0.0810	0.7782	93.8%	0.0067	0.8%	96%	False	False	113,030
100	0.8592	0.0810	0.7782	93.8%	0.0063	0.8%	96%	False	False	90,483
120	0.8592	0.0810	0.7782	93.8%	0.0061	0.7%	96%	False	False	75,419

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.8482
2.618	0.8415
1.618	0.8374
1.000	0.8349
0.618	0.8333
HIGH	0.8308
0.618	0.8292
0.500	0.8288
0.382	0.8283
LOW	0.8267
0.618	0.8242
1.000	0.8226
1.618	0.8201
2.618	0.8160
4.250	0.8093

Fisher Pivots for day following 11-Sep-2015
Pivot	1 day	3 day
R1	0.8291	0.8292
PP	0.8289	0.8292
S1	0.8288	0.8291

Download as Excel Spreadsheet

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

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