CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 16-Jun-2015

Day Change Summary
	Previous	Current
	15-Jun-2015	16-Jun-2015	Change	Change %	Previous Week
Open	0.8123	0.8111	-0.0012	-0.1%	0.7969
High	0.8126	0.8121	-0.0005	-0.1%	0.8174
Low	0.8096	0.8085	-0.0011	-0.1%	0.7966
Close	0.8113	0.8115	0.0002	0.0%	0.8111
Range	0.0030	0.0036	0.0006	20.0%	0.0208
ATR	0.0066	0.0064	-0.0002	-3.2%	0.0000
Volume	80,982	76,292	-4,690	-5.8%	535,260

Daily Pivots for day following 16-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8215	0.8201	0.8135
R3	0.8179	0.8165	0.8125
R2	0.8143	0.8143	0.8122
R1	0.8129	0.8129	0.8118	0.8136
PP	0.8107	0.8107	0.8107	0.8111
S1	0.8093	0.8093	0.8112	0.8100
S2	0.8071	0.8071	0.8108
S3	0.8035	0.8057	0.8105
S4	0.7999	0.8021	0.8095

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8708	0.8617	0.8225
R3	0.8500	0.8409	0.8168
R2	0.8292	0.8292	0.8149
R1	0.8201	0.8201	0.8130	0.8247
PP	0.8084	0.8084	0.8084	0.8106
S1	0.7993	0.7993	0.8092	0.8039
S2	0.7876	0.7876	0.8073
S3	0.7668	0.7785	0.8054
S4	0.7460	0.7577	0.7997

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8174	0.8033	0.0141	1.7%	0.0069	0.9%	58%	False	False	111,123
10	0.8174	0.7956	0.0218	2.7%	0.0070	0.9%	73%	False	False	73,985
20	0.8355	0.7956	0.0399	4.9%	0.0069	0.9%	40%	False	False	38,696
40	0.8455	0.7956	0.0499	6.1%	0.0057	0.7%	32%	False	False	19,492
60	0.8470	0.7956	0.0514	6.3%	0.0055	0.7%	31%	False	False	13,027
80	0.8470	0.7956	0.0514	6.3%	0.0050	0.6%	31%	False	False	9,783
100	0.8559	0.7956	0.0603	7.4%	0.0045	0.6%	26%	False	False	7,832
120	0.8640	0.7956	0.0684	8.4%	0.0044	0.5%	23%	False	False	6,527

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8274
2.618	0.8215
1.618	0.8179
1.000	0.8157
0.618	0.8143
HIGH	0.8121
0.618	0.8107
0.500	0.8103
0.382	0.8099
LOW	0.8085
0.618	0.8063
1.000	0.8049
1.618	0.8027
2.618	0.7991
4.250	0.7932

Fisher Pivots for day following 16-Jun-2015
Pivot	1 day	3 day
R1	0.8111	0.8113
PP	0.8107	0.8110
S1	0.8103	0.8108

Download as Excel Spreadsheet

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

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