CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 24-Jun-2015

Day Change Summary
	Previous	Current
	23-Jun-2015	24-Jun-2015	Change	Change %	Previous Week
Open	0.8116	0.8084	-0.0033	-0.4%	0.8123
High	0.8117	0.8092	-0.0026	-0.3%	0.8169
Low	0.8060	0.8048	-0.0012	-0.1%	0.0810
Close	0.8077	0.8084	0.0007	0.1%	0.8161
Range	0.0057	0.0044	-0.0014	-23.7%	0.7359
ATR	0.0926	0.0863	-0.0063	-6.8%	0.0000
Volume	91,746	85,046	-6,700	-7.3%	533,138

Daily Pivots for day following 24-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8205	0.8188	0.8107
R3	0.8161	0.8144	0.8095
R2	0.8118	0.8118	0.8091
R1	0.8101	0.8101	0.8087	0.8105
PP	0.8074	0.8074	0.8074	0.8077
S1	0.8057	0.8057	0.8080	0.8062
S2	0.8031	0.8031	0.8076
S3	0.7987	0.8014	0.8072
S4	0.7944	0.7970	0.8060

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	91.0%	0.0034	0.4%	99%	False	False	96,186
10	0.8169	0.0810	0.7359	91.0%	0.0046	0.6%	99%	False	False	104,714
20	0.8174	0.0810	0.7364	91.1%	0.0061	0.8%	99%	False	False	68,830
40	0.8455	0.0810	0.7645	94.6%	0.0057	0.7%	95%	False	False	34,785
60	0.8455	0.0810	0.7645	94.6%	0.0055	0.7%	95%	False	False	23,233
80	0.8470	0.0810	0.7660	94.8%	0.0052	0.6%	95%	False	False	17,444
100	0.8559	0.0810	0.7749	95.9%	0.0047	0.6%	94%	False	False	13,961
120	0.8640	0.0810	0.7830	96.9%	0.0046	0.6%	93%	False	False	11,635

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8276
2.618	0.8205
1.618	0.8162
1.000	0.8135
0.618	0.8118
HIGH	0.8092
0.618	0.8075
0.500	0.8070
0.382	0.8065
LOW	0.8048
0.618	0.8021
1.000	0.8005
1.618	0.7978
2.618	0.7934
4.250	0.7863

Fisher Pivots for day following 24-Jun-2015
Pivot	1 day	3 day
R1	0.8079	0.8089
PP	0.8074	0.8087
S1	0.8070	0.8085

Download as Excel Spreadsheet

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

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