CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 09-Jul-2015

Day Change Summary
	Previous	Current
	08-Jul-2015	09-Jul-2015	Change	Change %	Previous Week
Open	0.8173	0.8298	0.0125	1.5%	0.8149
High	0.8313	0.8308	-0.0005	-0.1%	0.8209
Low	0.8167	0.8232	0.0066	0.8%	0.8088
Close	0.8297	0.8249	-0.0049	-0.6%	0.8132
Range	0.0146	0.0076	-0.0071	-48.3%	0.0121
ATR	0.0481	0.0452	-0.0029	-6.0%	0.0000
Volume	215,599	127,240	-88,359	-41.0%	494,680

Daily Pivots for day following 09-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8489	0.8444	0.8290
R3	0.8414	0.8369	0.8269
R2	0.8338	0.8338	0.8262
R1	0.8293	0.8293	0.8255	0.8278
PP	0.8263	0.8263	0.8263	0.8255
S1	0.8218	0.8218	0.8242	0.8203
S2	0.8187	0.8187	0.8235
S3	0.8112	0.8142	0.8228
S4	0.8036	0.8067	0.8207

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	0.8313	0.8088	0.0225	2.7%	0.0084	1.0%	72%	False	False	141,961
10	0.8313	0.8073	0.0240	2.9%	0.0069	0.8%	73%	False	False	127,472
20	0.8313	0.0810	0.7503	91.0%	0.0058	0.7%	99%	False	False	116,093
40	0.8423	0.0810	0.7613	92.3%	0.0063	0.8%	98%	False	False	66,583
60	0.8455	0.0810	0.7645	92.7%	0.0057	0.7%	97%	False	False	44,464
80	0.8470	0.0810	0.7660	92.9%	0.0058	0.7%	97%	False	False	33,372
100	0.8470	0.0810	0.7660	92.9%	0.0050	0.6%	97%	False	False	26,703
120	0.8559	0.0810	0.7749	93.9%	0.0047	0.6%	96%	False	False	22,257

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	0.8628
2.618	0.8505
1.618	0.8430
1.000	0.8383
0.618	0.8354
HIGH	0.8308
0.618	0.8279
0.500	0.8270
0.382	0.8261
LOW	0.8232
0.618	0.8185
1.000	0.8157
1.618	0.8110
2.618	0.8034
4.250	0.7911

Fisher Pivots for day following 09-Jul-2015
Pivot	1 day	3 day
R1	0.8270	0.8242
PP	0.8263	0.8235
S1	0.8256	0.8229

Download as Excel Spreadsheet

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

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