CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 23-Jun-2015

Day Change Summary
	Previous	Current
	22-Jun-2015	23-Jun-2015	Change	Change %	Previous Week
Open	0.8130	0.8116	-0.0014	-0.2%	0.8123
High	0.8130	0.8117	-0.0013	-0.2%	0.8169
Low	0.8114	0.8060	-0.0054	-0.7%	0.0810
Close	0.8114	0.8077	-0.0037	-0.5%	0.8161
Range	0.0017	0.0057	0.0041	245.5%	0.7359
ATR	0.0993	0.0926	-0.0067	-6.7%	0.0000
Volume	60,323	91,746	31,423	52.1%	533,138

Daily Pivots for day following 23-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8256	0.8223	0.8108
R3	0.8199	0.8166	0.8092
R2	0.8142	0.8142	0.8087
R1	0.8109	0.8109	0.8082	0.8097
PP	0.8085	0.8085	0.8085	0.8078
S1	0.8052	0.8052	0.8071	0.8040
S2	0.8028	0.8028	0.8066
S3	0.7971	0.7995	0.8061
S4	0.7914	0.7938	0.8045

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	91.1%	0.0042	0.5%	99%	False	False	105,586
10	0.8174	0.0810	0.7364	91.2%	0.0056	0.7%	99%	False	False	108,355
20	0.8174	0.0810	0.7364	91.2%	0.0063	0.8%	99%	False	False	64,822
40	0.8455	0.0810	0.7645	94.7%	0.0057	0.7%	95%	False	False	32,669
60	0.8455	0.0810	0.7645	94.7%	0.0054	0.7%	95%	False	False	21,817
80	0.8470	0.0810	0.7660	94.8%	0.0052	0.6%	95%	False	False	16,381
100	0.8559	0.0810	0.7749	95.9%	0.0047	0.6%	94%	False	False	13,111
120	0.8640	0.0810	0.7830	96.9%	0.0046	0.6%	93%	False	False	10,926

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8359
2.618	0.8266
1.618	0.8209
1.000	0.8174
0.618	0.8152
HIGH	0.8117
0.618	0.8095
0.500	0.8089
0.382	0.8082
LOW	0.8060
0.618	0.8025
1.000	0.8003
1.618	0.7968
2.618	0.7911
4.250	0.7818

Fisher Pivots for day following 23-Jun-2015
Pivot	1 day	3 day
R1	0.8089	0.8115
PP	0.8085	0.8102
S1	0.8081	0.8089

Download as Excel Spreadsheet

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

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