CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 21-Jul-2015

Day Change Summary
	Previous	Current
	20-Jul-2015	21-Jul-2015	Change	Change %	Previous Week
Open	0.8061	0.8050	-0.0011	-0.1%	0.8164
High	0.8064	0.8084	0.0021	0.3%	0.8175
Low	0.8037	0.8038	0.0001	0.0%	0.8054
Close	0.8051	0.8072	0.0022	0.3%	0.8063
Range	0.0027	0.0046	0.0020	73.6%	0.0121
ATR	0.0288	0.0271	-0.0017	-6.0%	0.0000
Volume	50,747	77,961	27,214	53.6%	412,382

Daily Pivots for day following 21-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8203	0.8183	0.8097
R3	0.8157	0.8137	0.8085
R2	0.8111	0.8111	0.8080
R1	0.8091	0.8091	0.8076	0.8101
PP	0.8065	0.8065	0.8065	0.8070
S1	0.8045	0.8045	0.8068	0.8055
S2	0.8019	0.8019	0.8064
S3	0.7973	0.7999	0.8059
S4	0.7927	0.7953	0.8047

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	0.8119	0.8037	0.0082	1.0%	0.0034	0.4%	43%	False	False	68,882
10	0.8313	0.8037	0.0276	3.4%	0.0062	0.8%	13%	False	False	102,829
20	0.8313	0.8037	0.0276	3.4%	0.0060	0.7%	13%	False	False	106,848
40	0.8313	0.0810	0.7503	92.9%	0.0063	0.8%	97%	False	False	83,609
60	0.8455	0.0810	0.7645	94.7%	0.0057	0.7%	95%	False	False	55,870
80	0.8455	0.0810	0.7645	94.7%	0.0056	0.7%	95%	False	False	41,930
100	0.8470	0.0810	0.7660	94.9%	0.0053	0.7%	95%	False	False	33,557
120	0.8559	0.0810	0.7749	96.0%	0.0049	0.6%	94%	False	False	27,969

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8280
2.618	0.8204
1.618	0.8158
1.000	0.8130
0.618	0.8112
HIGH	0.8084
0.618	0.8066
0.500	0.8061
0.382	0.8056
LOW	0.8038
0.618	0.8010
1.000	0.7992
1.618	0.7964
2.618	0.7918
4.250	0.7843

Fisher Pivots for day following 21-Jul-2015
Pivot	1 day	3 day
R1	0.8068	0.8068
PP	0.8065	0.8064
S1	0.8061	0.8061

Download as Excel Spreadsheet

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

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