CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 06-Jul-2015

Day Change Summary
	Previous	Current
	02-Jul-2015	06-Jul-2015	Change	Change %	Previous Week
Open	0.8125	0.8205	0.0080	1.0%	0.8149
High	0.8140	0.8215	0.0075	0.9%	0.8209
Low	0.8088	0.8125	0.0037	0.5%	0.8088
Close	0.8132	0.8175	0.0044	0.5%	0.8132
Range	0.0052	0.0090	0.0038	73.1%	0.0121
ATR	0.0576	0.0541	-0.0035	-6.0%	0.0000
Volume	91,360	154,256	62,896	68.8%	494,680

Daily Pivots for day following 06-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8441	0.8398	0.8225
R3	0.8351	0.8308	0.8200
R2	0.8261	0.8261	0.8192
R1	0.8218	0.8218	0.8183	0.8195
PP	0.8171	0.8171	0.8171	0.8160
S1	0.8128	0.8128	0.8167	0.8105
S2	0.8081	0.8081	0.8159
S3	0.7991	0.8038	0.8150
S4	0.7901	0.7948	0.8126

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8506	0.8440	0.8198
R3	0.8385	0.8319	0.8165
R2	0.8264	0.8264	0.8154
R1	0.8198	0.8198	0.8143	0.8170
PP	0.8143	0.8143	0.8143	0.8129
S1	0.8077	0.8077	0.8120	0.8049
S2	0.8022	0.8022	0.8109
S3	0.7901	0.7956	0.8098
S4	0.7780	0.7835	0.8065

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8215	0.8088	0.0127	1.6%	0.0064	0.8%	69%	True	False	129,787
10	0.8215	0.8048	0.0167	2.0%	0.0053	0.7%	76%	True	False	104,765
20	0.8215	0.0810	0.7405	90.6%	0.0058	0.7%	99%	True	False	105,802
40	0.8423	0.0810	0.7613	93.1%	0.0058	0.7%	97%	False	False	54,999
60	0.8455	0.0810	0.7645	93.5%	0.0055	0.7%	96%	False	False	36,735
80	0.8470	0.0810	0.7660	93.7%	0.0055	0.7%	96%	False	False	27,572
100	0.8470	0.0810	0.7660	93.7%	0.0050	0.6%	96%	False	False	22,061
120	0.8640	0.0810	0.7830	95.8%	0.0047	0.6%	94%	False	False	18,389

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.8597
2.618	0.8450
1.618	0.8360
1.000	0.8305
0.618	0.8270
HIGH	0.8215
0.618	0.8180
0.500	0.8170
0.382	0.8159
LOW	0.8125
0.618	0.8069
1.000	0.8035
1.618	0.7979
2.618	0.7889
4.250	0.7742

Fisher Pivots for day following 06-Jul-2015
Pivot	1 day	3 day
R1	0.8173	0.8167
PP	0.8171	0.8159
S1	0.8170	0.8151

Download as Excel Spreadsheet

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

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