CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 23-Jul-2015

Day Change Summary
	Previous	Current
	22-Jul-2015	23-Jul-2015	Change	Change %	Previous Week
Open	0.8076	0.8070	-0.0006	-0.1%	0.8164
High	0.8097	0.8089	-0.0008	-0.1%	0.8175
Low	0.8058	0.8056	-0.0002	0.0%	0.8054
Close	0.8064	0.8083	0.0019	0.2%	0.8063
Range	0.0039	0.0034	-0.0006	-14.1%	0.0121
ATR	0.0254	0.0239	-0.0016	-6.2%	0.0000
Volume	74,280	77,553	3,273	4.4%	412,382

Daily Pivots for day following 23-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8176	0.8163	0.8101
R3	0.8143	0.8129	0.8092
R2	0.8109	0.8109	0.8089
R1	0.8096	0.8096	0.8086	0.8103
PP	0.8076	0.8076	0.8076	0.8079
S1	0.8062	0.8062	0.8079	0.8069
S2	0.8042	0.8042	0.8076
S3	0.8009	0.8029	0.8073
S4	0.7975	0.7995	0.8064

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%	0.0033	0.4%	76%	False	False	66,982
10	0.8241	0.8037	0.0204	2.5%	0.0047	0.6%	22%	False	False	83,729
20	0.8313	0.8037	0.0276	3.4%	0.0058	0.7%	17%	False	False	105,600
40	0.8313	0.0810	0.7503	92.8%	0.0059	0.7%	97%	False	False	87,215
60	0.8455	0.0810	0.7645	94.6%	0.0058	0.7%	95%	False	False	58,390
80	0.8455	0.0810	0.7645	94.6%	0.0055	0.7%	95%	False	False	43,825
100	0.8470	0.0810	0.7660	94.8%	0.0053	0.7%	95%	False	False	35,075
120	0.8559	0.0810	0.7749	95.9%	0.0049	0.6%	94%	False	False	29,235

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8231
2.618	0.8177
1.618	0.8143
1.000	0.8123
0.618	0.8110
HIGH	0.8089
0.618	0.8076
0.500	0.8072
0.382	0.8068
LOW	0.8056
0.618	0.8035
1.000	0.8022
1.618	0.8001
2.618	0.7968
4.250	0.7913

Fisher Pivots for day following 23-Jul-2015
Pivot	1 day	3 day
R1	0.8079	0.8077
PP	0.8076	0.8072
S1	0.8072	0.8067

Download as Excel Spreadsheet

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

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