CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 04-Aug-2015

Day Change Summary
	Previous	Current
	03-Aug-2015	04-Aug-2015	Change	Change %	Previous Week
Open	0.8074	0.8067	-0.0007	-0.1%	0.8085
High	0.8077	0.8081	0.0004	0.0%	0.8134
Low	0.8050	0.8041	-0.0009	-0.1%	0.8030
Close	0.8071	0.8046	-0.0025	-0.3%	0.8068
Range	0.0027	0.0040	0.0013	48.1%	0.0104
ATR	0.0160	0.0151	-0.0009	-5.4%	0.0000
Volume	87,590	95,937	8,347	9.5%	518,065

Daily Pivots for day following 04-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8176	0.8151	0.8068
R3	0.8136	0.8111	0.8057
R2	0.8096	0.8096	0.8053
R1	0.8071	0.8071	0.8050	0.8064
PP	0.8056	0.8056	0.8056	0.8052
S1	0.8031	0.8031	0.8042	0.8024
S2	0.8016	0.8016	0.8039
S3	0.7976	0.7991	0.8035
S4	0.7936	0.7951	0.8024

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	0.8112	0.8030	0.0082	1.0%	0.0043	0.5%	20%	False	False	100,717
10	0.8134	0.8030	0.0104	1.3%	0.0042	0.5%	15%	False	False	92,051
20	0.8313	0.8030	0.0283	3.5%	0.0052	0.6%	6%	False	False	97,440
40	0.8313	0.0810	0.7503	93.2%	0.0054	0.7%	96%	False	False	103,047
60	0.8423	0.0810	0.7613	94.6%	0.0057	0.7%	95%	False	False	71,162
80	0.8455	0.0810	0.7645	95.0%	0.0055	0.7%	95%	False	False	53,427
100	0.8470	0.0810	0.7660	95.2%	0.0055	0.7%	94%	False	False	42,758
120	0.8470	0.0810	0.7660	95.2%	0.0050	0.6%	94%	False	False	35,636

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

Fibonacci Retracements and Extensions
4.250	0.8251
2.618	0.8186
1.618	0.8146
1.000	0.8121
0.618	0.8106
HIGH	0.8081
0.618	0.8066
0.500	0.8061
0.382	0.8056
LOW	0.8041
0.618	0.8016
1.000	0.8001
1.618	0.7976
2.618	0.7936
4.250	0.7871

Fisher Pivots for day following 04-Aug-2015
Pivot	1 day	3 day
R1	0.8061	0.8070
PP	0.8056	0.8062
S1	0.8051	0.8054

Download as Excel Spreadsheet

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

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