CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 12-Aug-2015

Day Change Summary
	Previous	Current
	11-Aug-2015	12-Aug-2015	Change	Change %	Previous Week
Open	0.8031	0.7994	-0.0037	-0.5%	0.8074
High	0.8034	0.8081	0.0048	0.6%	0.8081
Low	0.7989	0.7985	-0.0005	-0.1%	0.7998
Close	0.7992	0.8057	0.0065	0.8%	0.8058
Range	0.0045	0.0097	0.0052	116.9%	0.0084
ATR	0.0119	0.0118	-0.0002	-1.4%	0.0000
Volume	134,047	191,846	57,799	43.1%	556,656

Daily Pivots for day following 12-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8330	0.8290	0.8110
R3	0.8234	0.8193	0.8083
R2	0.8137	0.8137	0.8074
R1	0.8097	0.8097	0.8065	0.8117
PP	0.8041	0.8041	0.8041	0.8051
S1	0.8000	0.8000	0.8048	0.8021
S2	0.7944	0.7944	0.8039
S3	0.7848	0.7904	0.8030
S4	0.7751	0.7807	0.8003

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	0.7985	0.0097	1.2%	0.0054	0.7%	75%	True	True	129,418
10	0.8100	0.7985	0.0115	1.4%	0.0050	0.6%	63%	False	True	121,874
20	0.8134	0.7985	0.0150	1.9%	0.0044	0.5%	48%	False	True	98,489
40	0.8313	0.0810	0.7503	93.1%	0.0053	0.7%	97%	False	False	107,142
60	0.8355	0.0810	0.7545	93.7%	0.0058	0.7%	96%	False	False	84,327
80	0.8455	0.0810	0.7645	94.9%	0.0055	0.7%	95%	False	False	63,317
100	0.8470	0.0810	0.7660	95.1%	0.0054	0.7%	95%	False	False	50,673
120	0.8470	0.0810	0.7660	95.1%	0.0051	0.6%	95%	False	False	42,236

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	0.8491
2.618	0.8334
1.618	0.8237
1.000	0.8178
0.618	0.8141
HIGH	0.8081
0.618	0.8044
0.500	0.8033
0.382	0.8021
LOW	0.7985
0.618	0.7925
1.000	0.7888
1.618	0.7828
2.618	0.7732
4.250	0.7574

Fisher Pivots for day following 12-Aug-2015
Pivot	1 day	3 day
R1	0.8049	0.8049
PP	0.8041	0.8041
S1	0.8033	0.8033

Download as Excel Spreadsheet

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

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