CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 31-Jul-2015

Day Change Summary
	Previous	Current
	30-Jul-2015	31-Jul-2015	Change	Change %	Previous Week
Open	0.8071	0.8056	-0.0015	-0.2%	0.8085
High	0.8076	0.8100	0.0024	0.3%	0.8134
Low	0.8030	0.8043	0.0013	0.2%	0.8030
Close	0.8052	0.8068	0.0016	0.2%	0.8068
Range	0.0046	0.0057	0.0011	24.2%	0.0104
ATR	0.0179	0.0170	-0.0009	-4.9%	0.0000
Volume	114,055	129,164	15,109	13.2%	518,065

Daily Pivots for day following 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8240	0.8210	0.8099
R3	0.8183	0.8154	0.8083
R2	0.8127	0.8127	0.8078
R1	0.8097	0.8097	0.8073	0.8112
PP	0.8070	0.8070	0.8070	0.8077
S1	0.8041	0.8041	0.8062	0.8055
S2	0.8014	0.8014	0.8057
S3	0.7957	0.7984	0.8052
S4	0.7901	0.7928	0.8036

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8389	0.8332	0.8125
R3	0.8285	0.8228	0.8096
R2	0.8181	0.8181	0.8087
R1	0.8124	0.8124	0.8077	0.8101
PP	0.8077	0.8077	0.8077	0.8065
S1	0.8020	0.8020	0.8058	0.7997
S2	0.7973	0.7973	0.8048
S3	0.7869	0.7916	0.8039
S4	0.7765	0.7812	0.8010

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%	0.0050	0.6%	36%	False	False	103,613
10	0.8134	0.8030	0.0104	1.3%	0.0043	0.5%	36%	False	False	86,569
20	0.8313	0.8030	0.0283	3.5%	0.0056	0.7%	13%	False	False	102,044
40	0.8313	0.0810	0.7503	93.0%	0.0057	0.7%	97%	False	False	100,500
60	0.8423	0.0810	0.7613	94.4%	0.0057	0.7%	95%	False	False	68,113
80	0.8455	0.0810	0.7645	94.8%	0.0055	0.7%	95%	False	False	51,136
100	0.8470	0.0810	0.7660	95.0%	0.0054	0.7%	95%	False	False	40,924
120	0.8470	0.0810	0.7660	95.0%	0.0050	0.6%	95%	False	False	34,106

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	0.0011
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.8340
2.618	0.8247
1.618	0.8191
1.000	0.8156
0.618	0.8134
HIGH	0.8100
0.618	0.8078
0.500	0.8071
0.382	0.8065
LOW	0.8043
0.618	0.8008
1.000	0.7987
1.618	0.7952
2.618	0.7895
4.250	0.7803

Fisher Pivots for day following 31-Jul-2015
Pivot	1 day	3 day
R1	0.8071	0.8071
PP	0.8070	0.8070
S1	0.8069	0.8069

Download as Excel Spreadsheet

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

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