CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 07-Aug-2015

Day Change Summary
	Previous	Current
	06-Aug-2015	07-Aug-2015	Change	Change %	Previous Week
Open	0.8012	0.8021	0.0009	0.1%	0.8074
High	0.8032	0.8061	0.0029	0.4%	0.8081
Low	0.8005	0.7998	-0.0007	-0.1%	0.7998
Close	0.8022	0.8058	0.0037	0.5%	0.8058
Range	0.0027	0.0063	0.0036	133.3%	0.0084
ATR	0.0137	0.0132	-0.0005	-3.9%	0.0000
Volume	91,538	136,681	45,143	49.3%	556,656

Daily Pivots for day following 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8228	0.8206	0.8093
R3	0.8165	0.8143	0.8075
R2	0.8102	0.8102	0.8070
R1	0.8080	0.8080	0.8064	0.8091
PP	0.8039	0.8039	0.8039	0.8044
S1	0.8017	0.8017	0.8052	0.8028
S2	0.7976	0.7976	0.8046
S3	0.7913	0.7954	0.8041
S4	0.7850	0.7891	0.8023

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8296	0.8261	0.8104
R3	0.8213	0.8177	0.8081
R2	0.8129	0.8129	0.8073
R1	0.8094	0.8094	0.8066	0.8070
PP	0.8046	0.8046	0.8046	0.8034
S1	0.8010	0.8010	0.8050	0.7986
S2	0.7962	0.7962	0.8043
S3	0.7879	0.7927	0.8035
S4	0.7795	0.7843	0.8012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8081	0.7998	0.0084	1.0%	0.0044	0.6%	72%	False	True	111,331
10	0.8134	0.7998	0.0137	1.7%	0.0047	0.6%	44%	False	True	107,472
20	0.8175	0.7998	0.0177	2.2%	0.0044	0.5%	34%	False	True	91,736
40	0.8313	0.0810	0.7503	93.1%	0.0051	0.6%	97%	False	False	104,445
60	0.8423	0.0810	0.7613	94.5%	0.0057	0.7%	95%	False	False	77,369
80	0.8455	0.0810	0.7645	94.9%	0.0054	0.7%	95%	False	False	58,084
100	0.8470	0.0810	0.7660	95.1%	0.0054	0.7%	95%	False	False	46,488
120	0.8470	0.0810	0.7660	95.1%	0.0050	0.6%	95%	False	False	38,745

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8328
2.618	0.8225
1.618	0.8162
1.000	0.8124
0.618	0.8099
HIGH	0.8061
0.618	0.8036
0.500	0.8029
0.382	0.8022
LOW	0.7998
0.618	0.7959
1.000	0.7935
1.618	0.7896
2.618	0.7833
4.250	0.7730

Fisher Pivots for day following 07-Aug-2015
Pivot	1 day	3 day
R1	0.8048	0.8049
PP	0.8039	0.8041
S1	0.8029	0.8032

Download as Excel Spreadsheet

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

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