CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 17-Jun-2015

Day Change Summary
	Previous	Current
	16-Jun-2015	17-Jun-2015	Change	Change %	Previous Week
Open	0.8111	0.8114	0.0003	0.0%	0.7969
High	0.8121	0.8128	0.0007	0.1%	0.8174
Low	0.8085	0.8043	-0.0042	-0.5%	0.7966
Close	0.8115	0.8113	-0.0002	0.0%	0.8111
Range	0.0036	0.0085	0.0049	136.1%	0.0208
ATR	0.0064	0.0065	0.0002	2.4%	0.0000
Volume	76,292	132,045	55,753	73.1%	535,260

Daily Pivots for day following 17-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8350	0.8316	0.8160
R3	0.8265	0.8231	0.8136
R2	0.8180	0.8180	0.8129
R1	0.8146	0.8146	0.8121	0.8121
PP	0.8095	0.8095	0.8095	0.8082
S1	0.8061	0.8061	0.8105	0.8036
S2	0.8010	0.8010	0.8097
S3	0.7925	0.7976	0.8090
S4	0.7840	0.7891	0.8066

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	0.8159	0.8043	0.0116	1.4%	0.0058	0.7%	60%	False	True	113,242
10	0.8174	0.7956	0.0218	2.7%	0.0073	0.9%	72%	False	False	85,178
20	0.8304	0.7956	0.0348	4.3%	0.0070	0.9%	45%	False	False	45,285
40	0.8455	0.7956	0.0499	6.2%	0.0058	0.7%	31%	False	False	22,789
60	0.8470	0.7956	0.0514	6.3%	0.0056	0.7%	31%	False	False	15,226
80	0.8470	0.7956	0.0514	6.3%	0.0051	0.6%	31%	False	False	11,433
100	0.8559	0.7956	0.0603	7.4%	0.0046	0.6%	26%	False	False	9,152
120	0.8640	0.7956	0.0684	8.4%	0.0045	0.6%	23%	False	False	7,627

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8489
2.618	0.8351
1.618	0.8266
1.000	0.8213
0.618	0.8181
HIGH	0.8128
0.618	0.8096
0.500	0.8086
0.382	0.8075
LOW	0.8043
0.618	0.7990
1.000	0.7958
1.618	0.7905
2.618	0.7820
4.250	0.7682

Fisher Pivots for day following 17-Jun-2015
Pivot	1 day	3 day
R1	0.8104	0.8104
PP	0.8095	0.8095
S1	0.8086	0.8086

Download as Excel Spreadsheet

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

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