CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 10-Aug-2015

Day Change Summary
	Previous	Current
	07-Aug-2015	10-Aug-2015	Change	Change %	Previous Week
Open	0.8021	0.8055	0.0034	0.4%	0.8074
High	0.8061	0.8055	-0.0006	-0.1%	0.8081
Low	0.7998	0.8017	0.0020	0.2%	0.7998
Close	0.8058	0.8028	-0.0030	-0.4%	0.8058
Range	0.0063	0.0038	-0.0026	-40.5%	0.0084
ATR	0.0132	0.0125	-0.0006	-4.9%	0.0000
Volume	136,681	92,980	-43,701	-32.0%	556,656

Daily Pivots for day following 10-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8146	0.8124	0.8049
R3	0.8108	0.8087	0.8038
R2	0.8071	0.8071	0.8035
R1	0.8049	0.8049	0.8031	0.8041
PP	0.8033	0.8033	0.8033	0.8029
S1	0.8012	0.8012	0.8025	0.8004
S2	0.7996	0.7996	0.8021
S3	0.7958	0.7974	0.8018
S4	0.7921	0.7937	0.8007

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%	0.0047	0.6%	37%	False	False	112,409
10	0.8130	0.7998	0.0132	1.6%	0.0046	0.6%	23%	False	False	105,477
20	0.8143	0.7998	0.0145	1.8%	0.0042	0.5%	21%	False	False	90,676
40	0.8313	0.0810	0.7503	93.5%	0.0051	0.6%	96%	False	False	102,926
60	0.8400	0.0810	0.7590	94.5%	0.0057	0.7%	95%	False	False	78,912
80	0.8455	0.0810	0.7645	95.2%	0.0054	0.7%	94%	False	False	59,246
100	0.8470	0.0810	0.7660	95.4%	0.0054	0.7%	94%	False	False	47,416
120	0.8470	0.0810	0.7660	95.4%	0.0050	0.6%	94%	False	False	39,520

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

Fibonacci Retracements and Extensions
4.250	0.8214
2.618	0.8153
1.618	0.8115
1.000	0.8092
0.618	0.8078
HIGH	0.8055
0.618	0.8040
0.500	0.8036
0.382	0.8031
LOW	0.8017
0.618	0.7994
1.000	0.7980
1.618	0.7956
2.618	0.7919
4.250	0.7858

Fisher Pivots for day following 10-Aug-2015
Pivot	1 day	3 day
R1	0.8036	0.8029
PP	0.8033	0.8029
S1	0.8031	0.8028

Download as Excel Spreadsheet

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

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