CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 02-Jul-2015

Day Change Summary
	Previous	Current
	01-Jul-2015	02-Jul-2015	Change	Change %	Previous Week
Open	0.8167	0.8125	-0.0042	-0.5%	0.8130
High	0.8175	0.8140	-0.0035	-0.4%	0.8130
Low	0.8120	0.8088	-0.0033	-0.4%	0.8048
Close	0.8127	0.8132	0.0005	0.1%	0.8083
Range	0.0055	0.0052	-0.0003	-4.6%	0.0082
ATR	0.0616	0.0576	-0.0040	-6.5%	0.0000
Volume	99,482	91,360	-8,122	-8.2%	398,714

Daily Pivots for day following 02-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8276	0.8256	0.8160
R3	0.8224	0.8204	0.8146
R2	0.8172	0.8172	0.8141
R1	0.8152	0.8152	0.8136	0.8162
PP	0.8120	0.8120	0.8120	0.8125
S1	0.8100	0.8100	0.8127	0.8110
S2	0.8068	0.8068	0.8122
S3	0.8016	0.8048	0.8117
S4	0.7964	0.7996	0.8103

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	0.8073	0.0136	1.7%	0.0057	0.7%	43%	False	False	115,866
10	0.8209	0.8048	0.0161	2.0%	0.0049	0.6%	52%	False	False	97,438
20	0.8209	0.0810	0.7399	91.0%	0.0058	0.7%	99%	False	False	98,955
40	0.8423	0.0810	0.7613	93.6%	0.0058	0.7%	96%	False	False	51,147
60	0.8455	0.0810	0.7645	94.0%	0.0055	0.7%	96%	False	False	34,166
80	0.8470	0.0810	0.7660	94.2%	0.0054	0.7%	96%	False	False	25,644
100	0.8470	0.0810	0.7660	94.2%	0.0049	0.6%	96%	False	False	20,519
120	0.8640	0.0810	0.7830	96.3%	0.0047	0.6%	94%	False	False	17,104

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8361
2.618	0.8276
1.618	0.8224
1.000	0.8192
0.618	0.8172
HIGH	0.8140
0.618	0.8120
0.500	0.8114
0.382	0.8107
LOW	0.8088
0.618	0.8055
1.000	0.8036
1.618	0.8003
2.618	0.7951
4.250	0.7867

Fisher Pivots for day following 02-Jul-2015
Pivot	1 day	3 day
R1	0.8126	0.8148
PP	0.8120	0.8143
S1	0.8114	0.8137

Download as Excel Spreadsheet

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

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