CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 13-Jul-2015

Day Change Summary
	Previous	Current
	10-Jul-2015	13-Jul-2015	Change	Change %	Previous Week
Open	0.8241	0.8164	-0.0077	-0.9%	0.8205
High	0.8241	0.8175	-0.0066	-0.8%	0.8313
Low	0.8144	0.8100	-0.0044	-0.5%	0.8125
Close	0.8146	0.8106	-0.0040	-0.5%	0.8146
Range	0.0097	0.0075	-0.0022	-22.8%	0.0188
ATR	0.0427	0.0402	-0.0025	-5.9%	0.0000
Volume	144,368	114,191	-30,177	-20.9%	762,816

Daily Pivots for day following 13-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8350	0.8303	0.8147
R3	0.8276	0.8228	0.8126
R2	0.8201	0.8201	0.8120
R1	0.8154	0.8154	0.8113	0.8140
PP	0.8127	0.8127	0.8127	0.8120
S1	0.8079	0.8079	0.8099	0.8066
S2	0.8052	0.8052	0.8092
S3	0.7978	0.8005	0.8086
S4	0.7903	0.7930	0.8065

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	0.8100	0.0213	2.6%	0.0090	1.1%	3%	False	True	144,550
10	0.8313	0.8088	0.0225	2.8%	0.0077	1.0%	8%	False	False	137,168
20	0.8313	0.0810	0.7503	92.6%	0.0059	0.7%	97%	False	False	115,176
40	0.8400	0.0810	0.7590	93.6%	0.0065	0.8%	96%	False	False	73,031
60	0.8455	0.0810	0.7645	94.3%	0.0058	0.7%	95%	False	False	48,770
80	0.8470	0.0810	0.7660	94.5%	0.0057	0.7%	95%	False	False	36,602
100	0.8470	0.0810	0.7660	94.5%	0.0052	0.6%	95%	False	False	29,289
120	0.8559	0.0810	0.7749	95.6%	0.0048	0.6%	94%	False	False	24,412

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	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8491
2.618	0.8370
1.618	0.8295
1.000	0.8249
0.618	0.8221
HIGH	0.8175
0.618	0.8146
0.500	0.8137
0.382	0.8128
LOW	0.8100
0.618	0.8054
1.000	0.8026
1.618	0.7979
2.618	0.7905
4.250	0.7783

Fisher Pivots for day following 13-Jul-2015
Pivot	1 day	3 day
R1	0.8137	0.8204
PP	0.8127	0.8171
S1	0.8116	0.8139

Download as Excel Spreadsheet

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

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