CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 25-Jun-2015

Day Change Summary
	Previous	Current
	24-Jun-2015	25-Jun-2015	Change	Change %	Previous Week
Open	0.8084	0.8079	-0.0005	-0.1%	0.8123
High	0.8092	0.8117	0.0026	0.3%	0.8169
Low	0.8048	0.8075	0.0027	0.3%	0.0810
Close	0.8084	0.8098	0.0014	0.2%	0.8161
Range	0.0044	0.0042	-0.0002	-3.4%	0.7359
ATR	0.0863	0.0805	-0.0059	-6.8%	0.0000
Volume	85,046	76,946	-8,100	-9.5%	533,138

Daily Pivots for day following 25-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8223	0.8202	0.8121
R3	0.8181	0.8160	0.8109
R2	0.8139	0.8139	0.8105
R1	0.8118	0.8118	0.8101	0.8128
PP	0.8097	0.8097	0.8097	0.8102
S1	0.8076	0.8076	0.8094	0.8086
S2	0.8055	0.8055	0.8090
S3	0.8013	0.8034	0.8086
S4	0.7971	0.7992	0.8074

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	0.8048	0.0121	1.5%	0.0041	0.5%	41%	False	False	79,011
10	0.8169	0.0810	0.7359	90.9%	0.0041	0.5%	99%	False	False	100,093
20	0.8174	0.0810	0.7364	90.9%	0.0060	0.7%	99%	False	False	72,531
40	0.8455	0.0810	0.7645	94.4%	0.0057	0.7%	95%	False	False	36,704
60	0.8455	0.0810	0.7645	94.4%	0.0054	0.7%	95%	False	False	24,515
80	0.8470	0.0810	0.7660	94.6%	0.0053	0.7%	95%	False	False	18,405
100	0.8559	0.0810	0.7749	95.7%	0.0048	0.6%	94%	False	False	14,731
120	0.8640	0.0810	0.7830	96.7%	0.0046	0.6%	93%	False	False	12,276

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8296
2.618	0.8227
1.618	0.8185
1.000	0.8159
0.618	0.8143
HIGH	0.8117
0.618	0.8101
0.500	0.8096
0.382	0.8091
LOW	0.8075
0.618	0.8049
1.000	0.8033
1.618	0.8007
2.618	0.7965
4.250	0.7897

Fisher Pivots for day following 25-Jun-2015
Pivot	1 day	3 day
R1	0.8097	0.8093
PP	0.8097	0.8088
S1	0.8096	0.8083

Download as Excel Spreadsheet

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

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