CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 13-Aug-2015

Day Change Summary
	Previous	Current
	12-Aug-2015	13-Aug-2015	Change	Change %	Previous Week
Open	0.7994	0.8055	0.0062	0.8%	0.8074
High	0.8081	0.8063	-0.0019	-0.2%	0.8081
Low	0.7985	0.8026	0.0042	0.5%	0.7998
Close	0.8057	0.8039	-0.0018	-0.2%	0.8058
Range	0.0097	0.0037	-0.0060	-62.2%	0.0084
ATR	0.0118	0.0112	-0.0006	-4.9%	0.0000
Volume	191,846	103,138	-88,708	-46.2%	556,656

Daily Pivots for day following 13-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8152	0.8132	0.8059
R3	0.8115	0.8095	0.8049
R2	0.8079	0.8079	0.8045
R1	0.8059	0.8059	0.8042	0.8051
PP	0.8042	0.8042	0.8042	0.8038
S1	0.8022	0.8022	0.8035	0.8014
S2	0.8006	0.8006	0.8032
S3	0.7969	0.7986	0.8028
S4	0.7933	0.7949	0.8018

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%	0.0056	0.7%	56%	False	False	131,738
10	0.8100	0.7985	0.0115	1.4%	0.0049	0.6%	47%	False	False	120,783
20	0.8134	0.7985	0.0150	1.9%	0.0044	0.6%	36%	False	False	99,936
40	0.8313	0.0810	0.7503	93.3%	0.0051	0.6%	96%	False	False	106,419
60	0.8313	0.0810	0.7503	93.3%	0.0058	0.7%	96%	False	False	86,041
80	0.8455	0.0810	0.7645	95.1%	0.0055	0.7%	95%	False	False	64,604
100	0.8470	0.0810	0.7660	95.3%	0.0054	0.7%	94%	False	False	51,703
120	0.8470	0.0810	0.7660	95.3%	0.0051	0.6%	94%	False	False	43,095

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8218
2.618	0.8158
1.618	0.8122
1.000	0.8099
0.618	0.8085
HIGH	0.8063
0.618	0.8049
0.500	0.8044
0.382	0.8040
LOW	0.8026
0.618	0.8003
1.000	0.7990
1.618	0.7967
2.618	0.7930
4.250	0.7871

Fisher Pivots for day following 13-Aug-2015
Pivot	1 day	3 day
R1	0.8044	0.8037
PP	0.8042	0.8035
S1	0.8040	0.8033

Download as Excel Spreadsheet

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

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