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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |