CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 30-Jun-2015

Day Change Summary
	Previous	Current
	29-Jun-2015	30-Jun-2015	Change	Change %	Previous Week
Open	0.8149	0.8169	0.0020	0.2%	0.8130
High	0.8198	0.8209	0.0011	0.1%	0.8130
Low	0.8125	0.8156	0.0032	0.4%	0.8048
Close	0.8175	0.8183	0.0008	0.1%	0.8083
Range	0.0073	0.0053	-0.0021	-28.1%	0.0082
ATR	0.0705	0.0659	-0.0047	-6.6%	0.0000
Volume	165,291	138,547	-26,744	-16.2%	398,714

Daily Pivots for day following 30-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8340	0.8314	0.8211
R3	0.8287	0.8261	0.8197
R2	0.8235	0.8235	0.8192
R1	0.8209	0.8209	0.8187	0.8222
PP	0.8182	0.8182	0.8182	0.8189
S1	0.8156	0.8156	0.8178	0.8169
S2	0.8130	0.8130	0.8173
S3	0.8077	0.8104	0.8168
S4	0.8025	0.8051	0.8154

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	0.8209	0.8048	0.0161	2.0%	0.0052	0.6%	84%	True	False	110,096
10	0.8209	0.0810	0.7399	90.4%	0.0047	0.6%	100%	True	False	107,841
20	0.8209	0.0810	0.7399	90.4%	0.0059	0.7%	100%	True	False	90,913
40	0.8423	0.0810	0.7613	93.0%	0.0058	0.7%	97%	False	False	46,389
60	0.8455	0.0810	0.7645	93.4%	0.0055	0.7%	96%	False	False	30,987
80	0.8470	0.0810	0.7660	93.6%	0.0054	0.7%	96%	False	False	23,260
100	0.8472	0.0810	0.7662	93.6%	0.0049	0.6%	96%	False	False	18,616
120	0.8640	0.0810	0.7830	95.7%	0.0047	0.6%	94%	False	False	15,514

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8432
2.618	0.8346
1.618	0.8293
1.000	0.8261
0.618	0.8241
HIGH	0.8209
0.618	0.8188
0.500	0.8182
0.382	0.8176
LOW	0.8156
0.618	0.8124
1.000	0.8104
1.618	0.8071
2.618	0.8019
4.250	0.7933

Fisher Pivots for day following 30-Jun-2015
Pivot	1 day	3 day
R1	0.8182	0.8169
PP	0.8182	0.8155
S1	0.8182	0.8141

Download as Excel Spreadsheet

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

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