CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 03-Aug-2015

Day Change Summary
	Previous	Current
	31-Jul-2015	03-Aug-2015	Change	Change %	Previous Week
Open	0.8056	0.8074	0.0019	0.2%	0.8085
High	0.8100	0.8077	-0.0023	-0.3%	0.8134
Low	0.8043	0.8050	0.0007	0.1%	0.8030
Close	0.8068	0.8071	0.0004	0.0%	0.8068
Range	0.0057	0.0027	-0.0030	-52.2%	0.0104
ATR	0.0170	0.0160	-0.0010	-6.0%	0.0000
Volume	129,164	87,590	-41,574	-32.2%	518,065

Daily Pivots for day following 03-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8147	0.8136	0.8086
R3	0.8120	0.8109	0.8078
R2	0.8093	0.8093	0.8076
R1	0.8082	0.8082	0.8073	0.8074
PP	0.8066	0.8066	0.8066	0.8062
S1	0.8055	0.8055	0.8069	0.8047
S2	0.8039	0.8039	0.8066
S3	0.8012	0.8028	0.8064
S4	0.7985	0.8001	0.8056

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	0.8130	0.8030	0.0100	1.2%	0.0045	0.6%	41%	False	False	98,546
10	0.8134	0.8030	0.0104	1.3%	0.0043	0.5%	39%	False	False	90,254
20	0.8313	0.8030	0.0283	3.5%	0.0053	0.7%	15%	False	False	98,711
40	0.8313	0.0810	0.7503	93.0%	0.0056	0.7%	97%	False	False	102,256
60	0.8423	0.0810	0.7613	94.3%	0.0057	0.7%	95%	False	False	69,570
80	0.8455	0.0810	0.7645	94.7%	0.0055	0.7%	95%	False	False	52,229
100	0.8470	0.0810	0.7660	94.9%	0.0054	0.7%	95%	False	False	41,799
120	0.8470	0.0810	0.7660	94.9%	0.0050	0.6%	95%	False	False	34,836

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8192
2.618	0.8148
1.618	0.8121
1.000	0.8104
0.618	0.8094
HIGH	0.8077
0.618	0.8067
0.500	0.8064
0.382	0.8060
LOW	0.8050
0.618	0.8033
1.000	0.8023
1.618	0.8006
2.618	0.7979
4.250	0.7935

Fisher Pivots for day following 03-Aug-2015
Pivot	1 day	3 day
R1	0.8069	0.8069
PP	0.8066	0.8067
S1	0.8064	0.8065

Download as Excel Spreadsheet

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

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