CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 15-Jul-2015

Day Change Summary
	Previous	Current
	14-Jul-2015	15-Jul-2015	Change	Change %	Previous Week
Open	0.8107	0.8111	0.0004	0.0%	0.8205
High	0.8143	0.8119	-0.0024	-0.3%	0.8313
Low	0.8088	0.8071	-0.0017	-0.2%	0.8125
Close	0.8113	0.8089	-0.0025	-0.3%	0.8146
Range	0.0055	0.0048	-0.0008	-13.6%	0.0188
ATR	0.0377	0.0354	-0.0024	-6.2%	0.0000
Volume	82,488	87,134	4,646	5.6%	762,816

Daily Pivots for day following 15-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8235	0.8209	0.8115
R3	0.8188	0.8162	0.8102
R2	0.8140	0.8140	0.8097
R1	0.8114	0.8114	0.8093	0.8104
PP	0.8093	0.8093	0.8093	0.8087
S1	0.8067	0.8067	0.8084	0.8056
S2	0.8045	0.8045	0.8080
S3	0.7998	0.8019	0.8075
S4	0.7950	0.7972	0.8062

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	0.8308	0.8071	0.0237	2.9%	0.0070	0.9%	7%	False	True	111,084
10	0.8313	0.8071	0.0242	3.0%	0.0075	0.9%	7%	False	True	123,747
20	0.8313	0.0810	0.7503	92.8%	0.0061	0.8%	97%	False	False	115,794
40	0.8355	0.0810	0.7545	93.3%	0.0065	0.8%	96%	False	False	77,245
60	0.8455	0.0810	0.7645	94.5%	0.0058	0.7%	95%	False	False	51,592
80	0.8470	0.0810	0.7660	94.7%	0.0057	0.7%	95%	False	False	38,718
100	0.8470	0.0810	0.7660	94.7%	0.0052	0.6%	95%	False	False	30,985
120	0.8559	0.0810	0.7749	95.8%	0.0048	0.6%	94%	False	False	25,826

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0011
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.8320
2.618	0.8243
1.618	0.8195
1.000	0.8166
0.618	0.8148
HIGH	0.8119
0.618	0.8100
0.500	0.8095
0.382	0.8089
LOW	0.8071
0.618	0.8042
1.000	0.8024
1.618	0.7994
2.618	0.7947
4.250	0.7869

Fisher Pivots for day following 15-Jul-2015
Pivot	1 day	3 day
R1	0.8095	0.8123
PP	0.8093	0.8111
S1	0.8091	0.8100

Download as Excel Spreadsheet

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

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