CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 26-Jun-2015

Day Change Summary
	Previous	Current
	25-Jun-2015	26-Jun-2015	Change	Change %	Previous Week
Open	0.8079	0.8096	0.0018	0.2%	0.8130
High	0.8117	0.8123	0.0006	0.1%	0.8130
Low	0.8075	0.8073	-0.0003	0.0%	0.8048
Close	0.8098	0.8083	-0.0015	-0.2%	0.8083
Range	0.0042	0.0051	0.0009	20.2%	0.0082
ATR	0.0805	0.0751	-0.0054	-6.7%	0.0000
Volume	76,946	84,653	7,707	10.0%	398,714

Daily Pivots for day following 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8244	0.8214	0.8111
R3	0.8194	0.8164	0.8097
R2	0.8143	0.8143	0.8092
R1	0.8113	0.8113	0.8088	0.8103
PP	0.8093	0.8093	0.8093	0.8088
S1	0.8063	0.8063	0.8078	0.8053
S2	0.8042	0.8042	0.8074
S3	0.7992	0.8012	0.8069
S4	0.7941	0.7962	0.8055

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8333	0.8290	0.8128
R3	0.8251	0.8208	0.8106
R2	0.8169	0.8169	0.8098
R1	0.8126	0.8126	0.8091	0.8107
PP	0.8087	0.8087	0.8087	0.8077
S1	0.8044	0.8044	0.8075	0.8025
S2	0.8005	0.8005	0.8068
S3	0.7923	0.7962	0.8060
S4	0.7841	0.7880	0.8038

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8130	0.8048	0.0082	1.0%	0.0042	0.5%	43%	False	False	79,742
10	0.8169	0.0810	0.7359	91.0%	0.0041	0.5%	99%	False	False	93,185
20	0.8174	0.0810	0.7364	91.1%	0.0060	0.7%	99%	False	False	76,372
40	0.8423	0.0810	0.7613	94.2%	0.0056	0.7%	96%	False	False	38,815
60	0.8455	0.0810	0.7645	94.6%	0.0055	0.7%	95%	False	False	25,925
80	0.8470	0.0810	0.7660	94.8%	0.0053	0.7%	95%	False	False	19,463
100	0.8532	0.0810	0.7722	95.5%	0.0048	0.6%	94%	False	False	15,577
120	0.8640	0.0810	0.7830	96.9%	0.0046	0.6%	93%	False	False	12,982

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8338
2.618	0.8255
1.618	0.8205
1.000	0.8174
0.618	0.8154
HIGH	0.8123
0.618	0.8104
0.500	0.8098
0.382	0.8092
LOW	0.8073
0.618	0.8041
1.000	0.8022
1.618	0.7991
2.618	0.7940
4.250	0.7858

Fisher Pivots for day following 26-Jun-2015
Pivot	1 day	3 day
R1	0.8098	0.8086
PP	0.8093	0.8085
S1	0.8088	0.8084

Download as Excel Spreadsheet

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

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