CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 30-Jul-2015

Day Change Summary
	Previous	Current
	29-Jul-2015	30-Jul-2015	Change	Change %	Previous Week
Open	0.8096	0.8071	-0.0026	-0.3%	0.8061
High	0.8112	0.8076	-0.0037	-0.4%	0.8097
Low	0.8067	0.8030	-0.0037	-0.5%	0.8037
Close	0.8078	0.8052	-0.0026	-0.3%	0.8085
Range	0.0046	0.0046	0.0000	0.0%	0.0060
ATR	0.0189	0.0179	-0.0010	-5.3%	0.0000
Volume	76,839	114,055	37,216	48.4%	347,633

Daily Pivots for day following 30-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8189	0.8166	0.8077
R3	0.8144	0.8121	0.8065
R2	0.8098	0.8098	0.8060
R1	0.8075	0.8075	0.8056	0.8064
PP	0.8053	0.8053	0.8053	0.8047
S1	0.8030	0.8030	0.8048	0.8018
S2	0.8007	0.8007	0.8044
S3	0.7962	0.7984	0.8039
S4	0.7916	0.7939	0.8027

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	0.8030	0.0104	1.3%	0.0046	0.6%	21%	False	True	91,198
10	0.8134	0.8030	0.0104	1.3%	0.0039	0.5%	21%	False	True	79,090
20	0.8313	0.8030	0.0283	3.5%	0.0056	0.7%	8%	False	True	100,154
40	0.8313	0.0810	0.7503	93.2%	0.0057	0.7%	97%	False	False	97,518
60	0.8423	0.0810	0.7613	94.5%	0.0057	0.7%	95%	False	False	65,963
80	0.8455	0.0810	0.7645	94.9%	0.0055	0.7%	95%	False	False	49,522
100	0.8470	0.0810	0.7660	95.1%	0.0054	0.7%	95%	False	False	39,634
120	0.8470	0.0810	0.7660	95.1%	0.0050	0.6%	95%	False	False	33,034

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010

Fibonacci Retracements and Extensions
4.250	0.8269
2.618	0.8195
1.618	0.8149
1.000	0.8121
0.618	0.8104
HIGH	0.8076
0.618	0.8058
0.500	0.8053
0.382	0.8047
LOW	0.8030
0.618	0.8002
1.000	0.7985
1.618	0.7956
2.618	0.7911
4.250	0.7837

Fisher Pivots for day following 30-Jul-2015
Pivot	1 day	3 day
R1	0.8053	0.8080
PP	0.8053	0.8071
S1	0.8052	0.8061

Download as Excel Spreadsheet

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

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