CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 24-Aug-2015

Day Change Summary
	Previous	Current
	21-Aug-2015	24-Aug-2015	Change	Change %	Previous Week
Open	0.8118	0.8220	0.0102	1.3%	0.8051
High	0.8219	0.8604	0.0385	4.7%	0.8219
Low	0.8114	0.8214	0.0101	1.2%	0.8044
Close	0.8204	0.8458	0.0255	3.1%	0.8204
Range	0.0106	0.0390	0.0284	269.2%	0.0175
ATR	0.0047	0.0072	0.0025	53.9%	0.0000
Volume	546	1,217	671	122.9%	1,278

Daily Pivots for day following 24-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.9594	0.9415	0.8672
R3	0.9204	0.9026	0.8565
R2	0.8815	0.8815	0.8529
R1	0.8636	0.8636	0.8494	0.8726
PP	0.8425	0.8425	0.8425	0.8470
S1	0.8247	0.8247	0.8422	0.8336
S2	0.8036	0.8036	0.8387
S3	0.7646	0.7857	0.8351
S4	0.7257	0.7468	0.8244

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8681	0.8617	0.8300
R3	0.8506	0.8442	0.8252
R2	0.8331	0.8331	0.8236
R1	0.8267	0.8267	0.8220	0.8299
PP	0.8156	0.8156	0.8156	0.8171
S1	0.8092	0.8092	0.8187	0.8124
S2	0.7981	0.7981	0.8171
S3	0.7806	0.7917	0.8155
S4	0.7631	0.7742	0.8107

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8604	0.8048	0.0556	6.6%	0.0122	1.4%	74%	True	False	488
10	0.8604	0.7997	0.0607	7.2%	0.0081	1.0%	76%	True	False	653
20	0.8604	0.7997	0.0607	7.2%	0.0060	0.7%	76%	True	False	466
40	0.8604	0.7997	0.0607	7.2%	0.0054	0.6%	76%	True	False	338
60	0.8604	0.7977	0.0627	7.4%	0.0053	0.6%	77%	True	False	261
80	0.8604	0.7977	0.0627	7.4%	0.0048	0.6%	77%	True	False	205
100	0.8604	0.7977	0.0627	7.4%	0.0043	0.5%	77%	True	False	165
120	0.8604	0.7977	0.0627	7.4%	0.0042	0.5%	77%	True	False	139

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 147 trading days

Fibonacci Retracements and Extensions
4.250	1.0259
2.618	0.9623
1.618	0.9234
1.000	0.8993
0.618	0.8844
HIGH	0.8604
0.618	0.8455
0.500	0.8409
0.382	0.8363
LOW	0.8214
0.618	0.7973
1.000	0.7825
1.618	0.7584
2.618	0.7194
4.250	0.6559

Fisher Pivots for day following 24-Aug-2015
Pivot	1 day	3 day
R1	0.8442	0.8418
PP	0.8425	0.8377
S1	0.8409	0.8337

Download as Excel Spreadsheet

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

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