CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 24-Jul-2015

Day Change Summary
	Previous	Current
	23-Jul-2015	24-Jul-2015	Change	Change %	Previous Week
Open	0.8070	0.8074	0.0004	0.0%	0.8061
High	0.8089	0.8095	0.0006	0.1%	0.8097
Low	0.8056	0.8062	0.0006	0.1%	0.8037
Close	0.8083	0.8085	0.0003	0.0%	0.8085
Range	0.0034	0.0034	0.0000	0.0%	0.0060
ATR	0.0239	0.0224	-0.0015	-6.1%	0.0000
Volume	77,553	67,092	-10,461	-13.5%	347,633

Daily Pivots for day following 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8181	0.8167	0.8103
R3	0.8148	0.8133	0.8094
R2	0.8114	0.8114	0.8091
R1	0.8100	0.8100	0.8088	0.8107
PP	0.8081	0.8081	0.8081	0.8084
S1	0.8066	0.8066	0.8082	0.8073
S2	0.8047	0.8047	0.8079
S3	0.8014	0.8033	0.8076
S4	0.7980	0.7999	0.8067

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8251	0.8228	0.8118
R3	0.8192	0.8168	0.8101
R2	0.8132	0.8132	0.8096
R1	0.8109	0.8109	0.8090	0.8121
PP	0.8073	0.8073	0.8073	0.8079
S1	0.8049	0.8049	0.8080	0.8061
S2	0.8013	0.8013	0.8074
S3	0.7954	0.7990	0.8069
S4	0.7894	0.7930	0.8052

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%	0.0036	0.4%	81%	False	False	69,526
10	0.8175	0.8037	0.0138	1.7%	0.0041	0.5%	35%	False	False	76,001
20	0.8313	0.8037	0.0276	3.4%	0.0058	0.7%	17%	False	False	105,108
40	0.8313	0.0810	0.7503	92.8%	0.0059	0.7%	97%	False	False	88,819
60	0.8455	0.0810	0.7645	94.6%	0.0057	0.7%	95%	False	False	59,505
80	0.8455	0.0810	0.7645	94.6%	0.0055	0.7%	95%	False	False	44,663
100	0.8470	0.0810	0.7660	94.7%	0.0054	0.7%	95%	False	False	35,746
120	0.8559	0.0810	0.7749	95.8%	0.0049	0.6%	94%	False	False	29,794

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0011

Fibonacci Retracements and Extensions
4.250	0.8237
2.618	0.8183
1.618	0.8149
1.000	0.8129
0.618	0.8116
HIGH	0.8095
0.618	0.8082
0.500	0.8078
0.382	0.8074
LOW	0.8062
0.618	0.8041
1.000	0.8028
1.618	0.8007
2.618	0.7974
4.250	0.7919

Fisher Pivots for day following 24-Jul-2015
Pivot	1 day	3 day
R1	0.8083	0.8082
PP	0.8081	0.8079
S1	0.8078	0.8076

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

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