CME Japanese Yen Future September 2015

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

Day Change Summary
	Previous	Current
	19-Jun-2015	22-Jun-2015	Change	Change %	Previous Week
Open	0.8141	0.8130	-0.0011	-0.1%	0.8123
High	0.8169	0.8130	-0.0039	-0.5%	0.8169
Low	0.8124	0.8114	-0.0011	-0.1%	0.0810
Close	0.8161	0.8114	-0.0048	-0.6%	0.8161
Range	0.0045	0.0017	-0.0029	-63.3%	0.7359
ATR	0.1066	0.0993	-0.0073	-6.8%	0.0000
Volume	80,995	60,323	-20,672	-25.5%	533,138

Daily Pivots for day following 22-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8169	0.8158	0.8123
R3	0.8152	0.8141	0.8118
R2	0.8136	0.8136	0.8117
R1	0.8125	0.8125	0.8115	0.8122
PP	0.8119	0.8119	0.8119	0.8118
S1	0.8108	0.8108	0.8112	0.8105
S2	0.8103	0.8103	0.8110
S3	0.8086	0.8092	0.8109
S4	0.8070	0.8075	0.8104

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.7791	2.5335	1.2209
R3	2.0432	1.7976	1.0185
R2	1.3072	1.3072	0.9510
R1	1.0617	1.0617	0.8836	1.1845
PP	0.5713	0.5713	0.5713	0.6327
S1	0.3258	0.3258	0.7486	0.4485
S2	-0.1646	-0.1646	0.6812
S3	-0.9005	-0.4102	0.6137
S4	-1.6364	-1.1461	0.4113

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8169	0.0810	0.7359	90.7%	0.0038	0.5%	99%	False	False	102,495
10	0.8174	0.0810	0.7364	90.8%	0.0056	0.7%	99%	False	False	106,441
20	0.8244	0.0810	0.7434	91.6%	0.0066	0.8%	98%	False	False	60,369
40	0.8455	0.0810	0.7645	94.2%	0.0056	0.7%	96%	False	False	30,381
60	0.8455	0.0810	0.7645	94.2%	0.0055	0.7%	96%	False	False	20,291
80	0.8470	0.0810	0.7660	94.4%	0.0051	0.6%	95%	False	False	15,235
100	0.8559	0.0810	0.7749	95.5%	0.0047	0.6%	94%	False	False	12,194
120	0.8640	0.0810	0.7830	96.5%	0.0045	0.6%	93%	False	False	10,162

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

Fibonacci Retracements and Extensions
4.250	0.8200
2.618	0.8173
1.618	0.8157
1.000	0.8147
0.618	0.8140
HIGH	0.8130
0.618	0.8124
0.500	0.8122
0.382	0.8120
LOW	0.8114
0.618	0.8103
1.000	0.8097
1.618	0.8087
2.618	0.8070
4.250	0.8043

Fisher Pivots for day following 22-Jun-2015
Pivot	1 day	3 day
R1	0.8122	0.6905
PP	0.8119	0.5697
S1	0.8116	0.4489

Download as Excel Spreadsheet

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

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