CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 10-Jul-2015

Day Change Summary
	Previous	Current
	09-Jul-2015	10-Jul-2015	Change	Change %	Previous Week
Open	0.8298	0.8241	-0.0058	-0.7%	0.8205
High	0.8308	0.8241	-0.0067	-0.8%	0.8313
Low	0.8232	0.8144	-0.0088	-1.1%	0.8125
Close	0.8249	0.8146	-0.0103	-1.2%	0.8146
Range	0.0076	0.0097	0.0021	27.8%	0.0188
ATR	0.0452	0.0427	-0.0025	-5.5%	0.0000
Volume	127,240	144,368	17,128	13.5%	762,816

Daily Pivots for day following 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8466	0.8403	0.8199
R3	0.8370	0.8306	0.8173
R2	0.8273	0.8273	0.8164
R1	0.8210	0.8210	0.8155	0.8193
PP	0.8177	0.8177	0.8177	0.8169
S1	0.8113	0.8113	0.8137	0.8097
S2	0.8080	0.8080	0.8128
S3	0.7984	0.8017	0.8119
S4	0.7887	0.7920	0.8093

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8758	0.8640	0.8249
R3	0.8570	0.8452	0.8198
R2	0.8382	0.8382	0.8180
R1	0.8264	0.8264	0.8163	0.8229
PP	0.8194	0.8194	0.8194	0.8177
S1	0.8076	0.8076	0.8129	0.8041
S2	0.8006	0.8006	0.8112
S3	0.7818	0.7888	0.8094
S4	0.7630	0.7700	0.8043

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8313	0.8125	0.0188	2.3%	0.0093	1.1%	11%	False	False	152,563
10	0.8313	0.8073	0.0240	2.9%	0.0075	0.9%	31%	False	False	134,214
20	0.8313	0.0810	0.7503	92.1%	0.0058	0.7%	98%	False	False	117,154
40	0.8423	0.0810	0.7613	93.5%	0.0064	0.8%	96%	False	False	70,186
60	0.8455	0.0810	0.7645	93.9%	0.0058	0.7%	96%	False	False	46,867
80	0.8470	0.0810	0.7660	94.0%	0.0057	0.7%	96%	False	False	35,175
100	0.8470	0.0810	0.7660	94.0%	0.0051	0.6%	96%	False	False	28,147
120	0.8559	0.0810	0.7749	95.1%	0.0048	0.6%	95%	False	False	23,461

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8651
2.618	0.8493
1.618	0.8397
1.000	0.8337
0.618	0.8300
HIGH	0.8241
0.618	0.8204
0.500	0.8192
0.382	0.8181
LOW	0.8144
0.618	0.8084
1.000	0.8048
1.618	0.7988
2.618	0.7891
4.250	0.7734

Fisher Pivots for day following 10-Jul-2015
Pivot	1 day	3 day
R1	0.8192	0.8228
PP	0.8177	0.8201
S1	0.8161	0.8173

Download as Excel Spreadsheet

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

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