CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 07-Jul-2015

Day Change Summary
	Previous	Current
	06-Jul-2015	07-Jul-2015	Change	Change %	Previous Week
Open	0.8205	0.8167	-0.0038	-0.5%	0.8149
High	0.8215	0.8203	-0.0012	-0.1%	0.8209
Low	0.8125	0.8145	0.0021	0.3%	0.8088
Close	0.8175	0.8175	-0.0001	0.0%	0.8132
Range	0.0090	0.0058	-0.0032	-35.6%	0.0121
ATR	0.0541	0.0507	-0.0035	-6.4%	0.0000
Volume	154,256	121,353	-32,903	-21.3%	494,680

Daily Pivots for day following 07-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8348	0.8319	0.8206
R3	0.8290	0.8261	0.8190
R2	0.8232	0.8232	0.8185
R1	0.8203	0.8203	0.8180	0.8218
PP	0.8174	0.8174	0.8174	0.8181
S1	0.8145	0.8145	0.8169	0.8160
S2	0.8116	0.8116	0.8164
S3	0.8058	0.8087	0.8159
S4	0.8000	0.8029	0.8143

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%	0.0061	0.8%	69%	False	False	120,999
10	0.8215	0.8048	0.0167	2.0%	0.0057	0.7%	76%	False	False	110,868
20	0.8215	0.0810	0.7405	90.6%	0.0057	0.7%	99%	False	False	108,654
40	0.8423	0.0810	0.7613	93.1%	0.0059	0.7%	97%	False	False	58,023
60	0.8455	0.0810	0.7645	93.5%	0.0056	0.7%	96%	False	False	38,756
80	0.8470	0.0810	0.7660	93.7%	0.0055	0.7%	96%	False	False	29,088
100	0.8470	0.0810	0.7660	93.7%	0.0049	0.6%	96%	False	False	23,275
120	0.8640	0.0810	0.7830	95.8%	0.0047	0.6%	94%	False	False	19,401

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8450
2.618	0.8355
1.618	0.8297
1.000	0.8261
0.618	0.8239
HIGH	0.8203
0.618	0.8181
0.500	0.8174
0.382	0.8167
LOW	0.8145
0.618	0.8109
1.000	0.8087
1.618	0.8051
2.618	0.7993
4.250	0.7899

Fisher Pivots for day following 07-Jul-2015
Pivot	1 day	3 day
R1	0.8174	0.8167
PP	0.8174	0.8159
S1	0.8174	0.8151

Download as Excel Spreadsheet

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

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