CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 18-Aug-2015

Day Change Summary
	Previous	Current
	17-Aug-2015	18-Aug-2015	Change	Change %	Previous Week
Open	0.8051	0.8051	0.0000	0.0%	0.8056
High	0.8063	0.8064	0.0001	0.0%	0.8089
Low	0.8044	0.8048	0.0004	0.0%	0.7997
Close	0.8052	0.8053	0.0002	0.0%	0.8063
Range	0.0019	0.0016	-0.0004	-18.4%	0.0092
ATR	0.0043	0.0041	-0.0002	-4.6%	0.0000
Volume	55	90	35	63.6%	5,076

Daily Pivots for day following 18-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8101	0.8093	0.8062
R3	0.8086	0.8077	0.8057
R2	0.8070	0.8070	0.8056
R1	0.8062	0.8062	0.8054	0.8066
PP	0.8055	0.8055	0.8055	0.8057
S1	0.8046	0.8046	0.8052	0.8051
S2	0.8039	0.8039	0.8050
S3	0.8024	0.8031	0.8049
S4	0.8008	0.8015	0.8044

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8324	0.8285	0.8113
R3	0.8233	0.8194	0.8088
R2	0.8141	0.8141	0.8080
R1	0.8102	0.8102	0.8071	0.8122
PP	0.8050	0.8050	0.8050	0.8059
S1	0.8011	0.8011	0.8055	0.8030
S2	0.7958	0.7958	0.8046
S3	0.7867	0.7919	0.8038
S4	0.7775	0.7828	0.8013

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8089	0.7997	0.0092	1.1%	0.0035	0.4%	61%	False	False	340
10	0.8089	0.7997	0.0092	1.1%	0.0040	0.5%	61%	False	False	580
20	0.8146	0.7997	0.0149	1.8%	0.0037	0.5%	38%	False	False	363
40	0.8320	0.7997	0.0323	4.0%	0.0043	0.5%	17%	False	False	285
60	0.8320	0.7977	0.0343	4.3%	0.0047	0.6%	22%	False	False	227
80	0.8454	0.7977	0.0477	5.9%	0.0042	0.5%	16%	False	False	176
100	0.8455	0.7977	0.0478	5.9%	0.0038	0.5%	16%	False	False	142
120	0.8470	0.7977	0.0493	6.1%	0.0037	0.5%	15%	False	False	119

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	0.8129
2.618	0.8104
1.618	0.8089
1.000	0.8079
0.618	0.8073
HIGH	0.8064
0.618	0.8058
0.500	0.8056
0.382	0.8054
LOW	0.8048
0.618	0.8038
1.000	0.8033
1.618	0.8023
2.618	0.8007
4.250	0.7982

Fisher Pivots for day following 18-Aug-2015
Pivot	1 day	3 day
R1	0.8056	0.8059
PP	0.8055	0.8057
S1	0.8054	0.8055

Download as Excel Spreadsheet

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

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