CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 22-Jul-2015

Day Change Summary
	Previous	Current
	21-Jul-2015	22-Jul-2015	Change	Change %	Previous Week
Open	0.8050	0.8076	0.0026	0.3%	0.8164
High	0.8084	0.8097	0.0013	0.2%	0.8175
Low	0.8038	0.8058	0.0020	0.2%	0.8054
Close	0.8072	0.8064	-0.0009	-0.1%	0.8063
Range	0.0046	0.0039	-0.0007	-15.2%	0.0121
ATR	0.0271	0.0254	-0.0017	-6.1%	0.0000
Volume	77,961	74,280	-3,681	-4.7%	412,382

Daily Pivots for day following 22-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8190	0.8166	0.8085
R3	0.8151	0.8127	0.8074
R2	0.8112	0.8112	0.8071
R1	0.8088	0.8088	0.8067	0.8080
PP	0.8073	0.8073	0.8073	0.8069
S1	0.8049	0.8049	0.8060	0.8041
S2	0.8034	0.8034	0.8056
S3	0.7995	0.8010	0.8053
S4	0.7956	0.7971	0.8042

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	0.8097	0.8037	0.0060	0.7%	0.0032	0.4%	45%	True	False	66,311
10	0.8308	0.8037	0.0271	3.4%	0.0051	0.6%	10%	False	False	88,697
20	0.8313	0.8037	0.0276	3.4%	0.0059	0.7%	10%	False	False	105,975
40	0.8313	0.0810	0.7503	93.0%	0.0061	0.8%	97%	False	False	85,398
60	0.8455	0.0810	0.7645	94.8%	0.0057	0.7%	95%	False	False	57,105
80	0.8455	0.0810	0.7645	94.8%	0.0055	0.7%	95%	False	False	42,857
100	0.8470	0.0810	0.7660	95.0%	0.0053	0.7%	95%	False	False	34,300
120	0.8559	0.0810	0.7749	96.1%	0.0049	0.6%	94%	False	False	28,588

Crabel Price Patterns
NR	True
NR4	False
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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8262
2.618	0.8199
1.618	0.8160
1.000	0.8136
0.618	0.8121
HIGH	0.8097
0.618	0.8082
0.500	0.8077
0.382	0.8072
LOW	0.8058
0.618	0.8033
1.000	0.8019
1.618	0.7994
2.618	0.7955
4.250	0.7892

Fisher Pivots for day following 22-Jul-2015
Pivot	1 day	3 day
R1	0.8077	0.8067
PP	0.8073	0.8066
S1	0.8068	0.8065

Download as Excel Spreadsheet

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

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