CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 28-Jul-2015

Day Change Summary
	Previous	Current
	27-Jul-2015	28-Jul-2015	Change	Change %	Previous Week
Open	0.8085	0.8119	0.0034	0.4%	0.8061
High	0.8134	0.8130	-0.0005	-0.1%	0.8097
Low	0.8079	0.8082	0.0003	0.0%	0.8037
Close	0.8119	0.8093	-0.0026	-0.3%	0.8085
Range	0.0056	0.0048	-0.0008	-13.5%	0.0060
ATR	0.0212	0.0200	-0.0012	-5.5%	0.0000
Volume	112,925	85,082	-27,843	-24.7%	347,633

Daily Pivots for day following 28-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8245	0.8217	0.8119
R3	0.8197	0.8169	0.8106
R2	0.8149	0.8149	0.8102
R1	0.8121	0.8121	0.8097	0.8111
PP	0.8101	0.8101	0.8101	0.8096
S1	0.8073	0.8073	0.8089	0.8063
S2	0.8053	0.8053	0.8084
S3	0.8005	0.8025	0.8080
S4	0.7957	0.7977	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	0.8134	0.8056	0.0079	1.0%	0.0042	0.5%	48%	False	False	83,386
10	0.8134	0.8037	0.0097	1.2%	0.0038	0.5%	58%	False	False	76,134
20	0.8313	0.8037	0.0276	3.4%	0.0057	0.7%	20%	False	False	102,511
40	0.8313	0.0810	0.7503	92.7%	0.0059	0.7%	97%	False	False	93,449
60	0.8423	0.0810	0.7613	94.1%	0.0057	0.7%	96%	False	False	62,792
80	0.8455	0.0810	0.7645	94.5%	0.0055	0.7%	95%	False	False	47,137
100	0.8470	0.0810	0.7660	94.7%	0.0054	0.7%	95%	False	False	37,725
120	0.8472	0.0810	0.7662	94.7%	0.0050	0.6%	95%	False	False	31,444

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

Fibonacci Retracements and Extensions
4.250	0.8334
2.618	0.8255
1.618	0.8207
1.000	0.8178
0.618	0.8159
HIGH	0.8130
0.618	0.8111
0.500	0.8106
0.382	0.8100
LOW	0.8082
0.618	0.8052
1.000	0.8034
1.618	0.8004
2.618	0.7956
4.250	0.7878

Fisher Pivots for day following 28-Jul-2015
Pivot	1 day	3 day
R1	0.8106	0.8098
PP	0.8101	0.8096
S1	0.8097	0.8095

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

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