CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 29-Jul-2015

Day Change Summary
	Previous	Current
	28-Jul-2015	29-Jul-2015	Change	Change %	Previous Week
Open	0.8119	0.8096	-0.0023	-0.3%	0.8061
High	0.8130	0.8112	-0.0018	-0.2%	0.8097
Low	0.8082	0.8067	-0.0015	-0.2%	0.8037
Close	0.8093	0.8078	-0.0016	-0.2%	0.8085
Range	0.0048	0.0046	-0.0003	-5.2%	0.0060
ATR	0.0200	0.0189	-0.0011	-5.5%	0.0000
Volume	85,082	76,839	-8,243	-9.7%	347,633

Daily Pivots for day following 29-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8222	0.8195	0.8103
R3	0.8176	0.8150	0.8090
R2	0.8131	0.8131	0.8086
R1	0.8104	0.8104	0.8082	0.8095
PP	0.8085	0.8085	0.8085	0.8081
S1	0.8059	0.8059	0.8073	0.8049
S2	0.8040	0.8040	0.8069
S3	0.7994	0.8013	0.8065
S4	0.7949	0.7968	0.8052

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%	0.0043	0.5%	28%	False	False	83,898
10	0.8134	0.8037	0.0097	1.2%	0.0038	0.5%	42%	False	False	75,104
20	0.8313	0.8037	0.0276	3.4%	0.0056	0.7%	15%	False	False	99,425
40	0.8313	0.0810	0.7503	92.9%	0.0058	0.7%	97%	False	False	95,169
60	0.8423	0.0810	0.7613	94.3%	0.0057	0.7%	95%	False	False	64,068
80	0.8455	0.0810	0.7645	94.6%	0.0055	0.7%	95%	False	False	48,097
100	0.8470	0.0810	0.7660	94.8%	0.0054	0.7%	95%	False	False	38,493
120	0.8472	0.0810	0.7662	94.9%	0.0050	0.6%	95%	False	False	32,084

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8305
2.618	0.8231
1.618	0.8186
1.000	0.8158
0.618	0.8140
HIGH	0.8112
0.618	0.8095
0.500	0.8089
0.382	0.8084
LOW	0.8067
0.618	0.8038
1.000	0.8021
1.618	0.7993
2.618	0.7947
4.250	0.7873

Fisher Pivots for day following 29-Jul-2015
Pivot	1 day	3 day
R1	0.8089	0.8100
PP	0.8085	0.8093
S1	0.8081	0.8085

Download as Excel Spreadsheet

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

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