CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 20-Jul-2015

Day Change Summary
	Previous	Current
	17-Jul-2015	20-Jul-2015	Change	Change %	Previous Week
Open	0.8061	0.8061	0.0001	0.0%	0.8164
High	0.8075	0.8064	-0.0011	-0.1%	0.8175
Low	0.8054	0.8037	-0.0017	-0.2%	0.8054
Close	0.8063	0.8051	-0.0012	-0.1%	0.8063
Range	0.0021	0.0027	0.0006	29.3%	0.0121
ATR	0.0308	0.0288	-0.0020	-6.5%	0.0000
Volume	54,371	50,747	-3,624	-6.7%	412,382

Daily Pivots for day following 20-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8130	0.8117	0.8065
R3	0.8103	0.8090	0.8058
R2	0.8077	0.8077	0.8055
R1	0.8064	0.8064	0.8053	0.8057
PP	0.8050	0.8050	0.8050	0.8047
S1	0.8037	0.8037	0.8048	0.8031
S2	0.8024	0.8024	0.8046
S3	0.7997	0.8011	0.8043
S4	0.7971	0.7984	0.8036

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8459	0.8381	0.8129
R3	0.8338	0.8261	0.8096
R2	0.8218	0.8218	0.8085
R1	0.8140	0.8140	0.8074	0.8119
PP	0.8097	0.8097	0.8097	0.8086
S1	0.8020	0.8020	0.8051	0.7998
S2	0.7977	0.7977	0.8040
S3	0.7856	0.7899	0.8029
S4	0.7736	0.7779	0.7996

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8143	0.8037	0.0106	1.3%	0.0036	0.4%	13%	False	True	69,787
10	0.8313	0.8037	0.0276	3.4%	0.0063	0.8%	5%	False	True	107,168
20	0.8313	0.8037	0.0276	3.4%	0.0058	0.7%	5%	False	True	105,966
40	0.8313	0.0810	0.7503	93.2%	0.0063	0.8%	97%	False	False	81,671
60	0.8455	0.0810	0.7645	95.0%	0.0057	0.7%	95%	False	False	54,572
80	0.8455	0.0810	0.7645	95.0%	0.0056	0.7%	95%	False	False	40,958
100	0.8470	0.0810	0.7660	95.2%	0.0053	0.7%	95%	False	False	32,778
120	0.8559	0.0810	0.7749	96.3%	0.0048	0.6%	93%	False	False	27,320

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8176
2.618	0.8133
1.618	0.8106
1.000	0.8090
0.618	0.8080
HIGH	0.8064
0.618	0.8053
0.500	0.8050
0.382	0.8047
LOW	0.8037
0.618	0.8021
1.000	0.8011
1.618	0.7994
2.618	0.7968
4.250	0.7924

Fisher Pivots for day following 20-Jul-2015
Pivot	1 day	3 day
R1	0.8050	0.8062
PP	0.8050	0.8058
S1	0.8050	0.8054

Download as Excel Spreadsheet

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

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