CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 27-Jul-2015

Day Change Summary
	Previous	Current
	24-Jul-2015	27-Jul-2015	Change	Change %	Previous Week
Open	0.8074	0.8085	0.0011	0.1%	0.8061
High	0.8095	0.8134	0.0039	0.5%	0.8097
Low	0.8062	0.8079	0.0017	0.2%	0.8037
Close	0.8085	0.8119	0.0034	0.4%	0.8085
Range	0.0034	0.0056	0.0022	65.7%	0.0060
ATR	0.0224	0.0212	-0.0012	-5.4%	0.0000
Volume	67,092	112,925	45,833	68.3%	347,633

Daily Pivots for day following 27-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8277	0.8253	0.8149
R3	0.8221	0.8198	0.8134
R2	0.8166	0.8166	0.8129
R1	0.8142	0.8142	0.8124	0.8154
PP	0.8110	0.8110	0.8110	0.8116
S1	0.8087	0.8087	0.8113	0.8099
S2	0.8055	0.8055	0.8108
S3	0.7999	0.8031	0.8103
S4	0.7944	0.7976	0.8088

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	0.8134	0.8038	0.0096	1.2%	0.0042	0.5%	84%	True	False	81,962
10	0.8143	0.8037	0.0106	1.3%	0.0039	0.5%	77%	False	False	75,874
20	0.8313	0.8037	0.0276	3.4%	0.0058	0.7%	30%	False	False	106,521
40	0.8313	0.0810	0.7503	92.4%	0.0059	0.7%	97%	False	False	91,447
60	0.8423	0.0810	0.7613	93.8%	0.0057	0.7%	96%	False	False	61,383
80	0.8455	0.0810	0.7645	94.2%	0.0056	0.7%	96%	False	False	46,074
100	0.8470	0.0810	0.7660	94.4%	0.0054	0.7%	95%	False	False	36,874
120	0.8532	0.0810	0.7722	95.1%	0.0049	0.6%	95%	False	False	30,735

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8370
2.618	0.8279
1.618	0.8224
1.000	0.8190
0.618	0.8168
HIGH	0.8134
0.618	0.8113
0.500	0.8106
0.382	0.8100
LOW	0.8079
0.618	0.8044
1.000	0.8023
1.618	0.7989
2.618	0.7933
4.250	0.7843

Fisher Pivots for day following 27-Jul-2015
Pivot	1 day	3 day
R1	0.8114	0.8111
PP	0.8110	0.8103
S1	0.8106	0.8095

Download as Excel Spreadsheet

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

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