CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 16-Jul-2015

Day Change Summary
	Previous	Current
	15-Jul-2015	16-Jul-2015	Change	Change %	Previous Week
Open	0.8111	0.8083	-0.0028	-0.3%	0.8205
High	0.8119	0.8087	-0.0032	-0.4%	0.8313
Low	0.8071	0.8058	-0.0014	-0.2%	0.8125
Close	0.8089	0.8061	-0.0028	-0.3%	0.8146
Range	0.0048	0.0029	-0.0019	-38.9%	0.0188
ATR	0.0354	0.0331	-0.0023	-6.5%	0.0000
Volume	87,134	74,198	-12,936	-14.8%	762,816

Daily Pivots for day following 16-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8155	0.8137	0.8076
R3	0.8126	0.8108	0.8068
R2	0.8097	0.8097	0.8066
R1	0.8079	0.8079	0.8063	0.8074
PP	0.8068	0.8068	0.8068	0.8066
S1	0.8050	0.8050	0.8058	0.8045
S2	0.8039	0.8039	0.8055
S3	0.8010	0.8021	0.8053
S4	0.7981	0.7992	0.8045

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	0.8241	0.8058	0.0183	2.3%	0.0061	0.8%	2%	False	True	100,475
10	0.8313	0.8058	0.0255	3.2%	0.0072	0.9%	1%	False	True	121,218
20	0.8313	0.0810	0.7503	93.1%	0.0058	0.7%	97%	False	False	112,902
40	0.8313	0.0810	0.7503	93.1%	0.0064	0.8%	97%	False	False	79,093
60	0.8455	0.0810	0.7645	94.8%	0.0058	0.7%	95%	False	False	52,826
80	0.8470	0.0810	0.7660	95.0%	0.0057	0.7%	95%	False	False	39,645
100	0.8470	0.0810	0.7660	95.0%	0.0052	0.7%	95%	False	False	31,727
120	0.8559	0.0810	0.7749	96.1%	0.0048	0.6%	94%	False	False	26,444

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	0.0010
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.8210
2.618	0.8162
1.618	0.8133
1.000	0.8116
0.618	0.8104
HIGH	0.8087
0.618	0.8075
0.500	0.8072
0.382	0.8069
LOW	0.8058
0.618	0.8040
1.000	0.8029
1.618	0.8011
2.618	0.7982
4.250	0.7934

Fisher Pivots for day following 16-Jul-2015
Pivot	1 day	3 day
R1	0.8072	0.8100
PP	0.8068	0.8087
S1	0.8064	0.8074

Download as Excel Spreadsheet

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

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