CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 22-May-2015

Day Change Summary
	Previous	Current
	21-May-2015	22-May-2015	Change	Change %	Previous Week
Open	0.8260	0.8271	0.0011	0.1%	0.8389
High	0.8287	0.8300	0.0013	0.2%	0.8390
Low	0.8258	0.8236	-0.0022	-0.3%	0.8236
Close	0.8279	0.8242	-0.0037	-0.4%	0.8242
Range	0.0029	0.0064	0.0035	120.7%	0.0154
ATR	0.0048	0.0049	0.0001	2.4%	0.0000
Volume	1,184	439	-745	-62.9%	3,069

Daily Pivots for day following 22-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8451	0.8411	0.8277
R3	0.8387	0.8347	0.8260
R2	0.8323	0.8323	0.8254
R1	0.8283	0.8283	0.8248	0.8271
PP	0.8259	0.8259	0.8259	0.8254
S1	0.8219	0.8219	0.8236	0.8207
S2	0.8195	0.8195	0.8230
S3	0.8131	0.8155	0.8224
S4	0.8067	0.8091	0.8207

Weekly Pivots for week ending 22-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8751	0.8651	0.8327
R3	0.8597	0.8497	0.8284
R2	0.8443	0.8443	0.8270
R1	0.8343	0.8343	0.8256	0.8316
PP	0.8289	0.8289	0.8289	0.8276
S1	0.8189	0.8189	0.8228	0.8162
S2	0.8135	0.8135	0.8214
S3	0.7981	0.8035	0.8200
S4	0.7827	0.7881	0.8157

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8390	0.8236	0.0154	1.9%	0.0053	0.6%	4%	False	True	613
10	0.8423	0.8236	0.0187	2.3%	0.0046	0.6%	3%	False	True	488
20	0.8455	0.8236	0.0219	2.7%	0.0047	0.6%	3%	False	True	392
40	0.8455	0.8236	0.0219	2.7%	0.0049	0.6%	3%	False	True	252
60	0.8470	0.8217	0.0253	3.1%	0.0046	0.6%	10%	False	False	190
80	0.8559	0.8217	0.0342	4.1%	0.0042	0.5%	7%	False	False	150
100	0.8640	0.8217	0.0423	5.1%	0.0041	0.5%	6%	False	False	120
120	0.8640	0.8217	0.0423	5.1%	0.0039	0.5%	6%	False	False	101

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.8572
2.618	0.8468
1.618	0.8404
1.000	0.8364
0.618	0.8340
HIGH	0.8300
0.618	0.8276
0.500	0.8268
0.382	0.8260
LOW	0.8236
0.618	0.8196
1.000	0.8172
1.618	0.8132
2.618	0.8068
4.250	0.7964

Fisher Pivots for day following 22-May-2015
Pivot	1 day	3 day
R1	0.8268	0.8270
PP	0.8259	0.8261
S1	0.8251	0.8251

Download as Excel Spreadsheet

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

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