CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 11-Aug-2015

Day Change Summary
	Previous	Current
	10-Aug-2015	11-Aug-2015	Change	Change %	Previous Week
Open	0.8055	0.8031	-0.0024	-0.3%	0.8074
High	0.8055	0.8034	-0.0021	-0.3%	0.8081
Low	0.8017	0.7989	-0.0028	-0.3%	0.7998
Close	0.8028	0.7992	-0.0036	-0.4%	0.8058
Range	0.0038	0.0045	0.0007	18.7%	0.0084
ATR	0.0125	0.0119	-0.0006	-4.6%	0.0000
Volume	92,980	134,047	41,067	44.2%	556,656

Daily Pivots for day following 11-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8138	0.8110	0.8016
R3	0.8094	0.8065	0.8004
R2	0.8049	0.8049	0.8000
R1	0.8021	0.8021	0.7996	0.8013
PP	0.8005	0.8005	0.8005	0.8001
S1	0.7976	0.7976	0.7988	0.7968
S2	0.7960	0.7960	0.7984
S3	0.7916	0.7932	0.7980
S4	0.7871	0.7887	0.7968

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	0.8067	0.7989	0.0078	1.0%	0.0047	0.6%	4%	False	True	120,031
10	0.8112	0.7989	0.0123	1.5%	0.0045	0.6%	2%	False	True	110,374
20	0.8134	0.7989	0.0145	1.8%	0.0042	0.5%	2%	False	True	93,254
40	0.8313	0.0810	0.7503	93.9%	0.0051	0.6%	96%	False	False	104,253
60	0.8390	0.0810	0.7580	94.8%	0.0057	0.7%	95%	False	False	81,135
80	0.8455	0.0810	0.7645	95.7%	0.0054	0.7%	94%	False	False	60,921
100	0.8470	0.0810	0.7660	95.8%	0.0054	0.7%	94%	False	False	48,755
120	0.8470	0.0810	0.7660	95.8%	0.0050	0.6%	94%	False	False	40,637

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
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	0.8223
2.618	0.8150
1.618	0.8106
1.000	0.8078
0.618	0.8061
HIGH	0.8034
0.618	0.8017
0.500	0.8011
0.382	0.8006
LOW	0.7989
0.618	0.7961
1.000	0.7945
1.618	0.7917
2.618	0.7872
4.250	0.7800

Fisher Pivots for day following 11-Aug-2015
Pivot	1 day	3 day
R1	0.8011	0.8025
PP	0.8005	0.8014
S1	0.7998	0.8003

Download as Excel Spreadsheet

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

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