CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 15-May-2015

Day Change Summary
	Previous	Current
	14-May-2015	15-May-2015	Change	Change %	Previous Week
Open	0.8406	0.8394	-0.0012	-0.1%	0.8363
High	0.8423	0.8400	-0.0023	-0.3%	0.8423
Low	0.8395	0.8350	-0.0045	-0.5%	0.8327
Close	0.8401	0.8397	-0.0004	0.0%	0.8397
Range	0.0028	0.0050	0.0022	78.6%	0.0096
ATR	0.0046	0.0047	0.0000	0.7%	0.0000
Volume	397	717	320	80.6%	1,811

Daily Pivots for day following 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8532	0.8515	0.8425
R3	0.8482	0.8465	0.8411
R2	0.8432	0.8432	0.8406
R1	0.8415	0.8415	0.8402	0.8424
PP	0.8382	0.8382	0.8382	0.8387
S1	0.8365	0.8365	0.8392	0.8374
S2	0.8332	0.8332	0.8388
S3	0.8282	0.8315	0.8383
S4	0.8232	0.8265	0.8370

Weekly Pivots for week ending 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8670	0.8630	0.8450
R3	0.8574	0.8534	0.8423
R2	0.8478	0.8478	0.8415
R1	0.8438	0.8438	0.8406	0.8458
PP	0.8382	0.8382	0.8382	0.8393
S1	0.8342	0.8342	0.8388	0.8362
S2	0.8286	0.8286	0.8379
S3	0.8190	0.8246	0.8371
S4	0.8094	0.8150	0.8344

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8423	0.8327	0.0096	1.1%	0.0040	0.5%	73%	False	False	362
10	0.8423	0.8312	0.0111	1.3%	0.0041	0.5%	77%	False	False	319
20	0.8455	0.8312	0.0143	1.7%	0.0045	0.5%	59%	False	False	281
40	0.8470	0.8295	0.0175	2.1%	0.0048	0.6%	58%	False	False	186
60	0.8470	0.8217	0.0253	3.0%	0.0044	0.5%	71%	False	False	139
80	0.8559	0.8217	0.0342	4.1%	0.0040	0.5%	53%	False	False	112
100	0.8640	0.8217	0.0423	5.0%	0.0039	0.5%	43%	False	False	90
120	0.8640	0.8217	0.0423	5.0%	0.0037	0.4%	43%	False	False	75

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8613
2.618	0.8531
1.618	0.8481
1.000	0.8450
0.618	0.8431
HIGH	0.8400
0.618	0.8381
0.500	0.8375
0.382	0.8369
LOW	0.8350
0.618	0.8319
1.000	0.8300
1.618	0.8269
2.618	0.8219
4.250	0.8138

Fisher Pivots for day following 15-May-2015
Pivot	1 day	3 day
R1	0.8390	0.8394
PP	0.8382	0.8390
S1	0.8375	0.8387

Download as Excel Spreadsheet

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

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