CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 17-Aug-2015

Day Change Summary
	Previous	Current
	14-Aug-2015	17-Aug-2015	Change	Change %	Previous Week
Open	0.8042	0.8049	0.0008	0.1%	0.8055
High	0.8063	0.8053	-0.0011	-0.1%	0.8081
Low	0.8033	0.8029	-0.0004	0.0%	0.7985
Close	0.8051	0.8039	-0.0012	-0.1%	0.8051
Range	0.0031	0.0024	-0.0007	-23.0%	0.0097
ATR	0.0106	0.0100	-0.0006	-5.6%	0.0000
Volume	72,840	88,753	15,913	21.8%	594,851

Daily Pivots for day following 17-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8111	0.8098	0.8052
R3	0.8087	0.8075	0.8045
R2	0.8064	0.8064	0.8043
R1	0.8051	0.8051	0.8041	0.8046
PP	0.8040	0.8040	0.8040	0.8037
S1	0.8028	0.8028	0.8037	0.8022
S2	0.8017	0.8017	0.8035
S3	0.7993	0.8004	0.8033
S4	0.7970	0.7981	0.8026

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8328	0.8286	0.8104
R3	0.8232	0.8189	0.8077
R2	0.8135	0.8135	0.8068
R1	0.8093	0.8093	0.8059	0.8066
PP	0.8039	0.8039	0.8039	0.8025
S1	0.7996	0.7996	0.8042	0.7969
S2	0.7942	0.7942	0.8033
S3	0.7846	0.7900	0.8024
S4	0.7749	0.7803	0.7997

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%	0.0046	0.6%	56%	False	False	118,124
10	0.8081	0.7985	0.0097	1.2%	0.0046	0.6%	56%	False	False	115,267
20	0.8134	0.7985	0.0150	1.9%	0.0045	0.6%	36%	False	False	102,760
40	0.8313	0.7985	0.0328	4.1%	0.0051	0.6%	17%	False	False	104,363
60	0.8313	0.0810	0.7503	93.3%	0.0057	0.7%	96%	False	False	88,700
80	0.8455	0.0810	0.7645	95.1%	0.0054	0.7%	95%	False	False	66,619
100	0.8455	0.0810	0.7645	95.1%	0.0054	0.7%	95%	False	False	53,318
120	0.8470	0.0810	0.7660	95.3%	0.0051	0.6%	94%	False	False	44,442

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.8152
2.618	0.8114
1.618	0.8091
1.000	0.8076
0.618	0.8067
HIGH	0.8053
0.618	0.8044
0.500	0.8041
0.382	0.8038
LOW	0.8029
0.618	0.8014
1.000	0.8006
1.618	0.7991
2.618	0.7967
4.250	0.7929

Fisher Pivots for day following 17-Aug-2015
Pivot	1 day	3 day
R1	0.8041	0.8045
PP	0.8040	0.8043
S1	0.8040	0.8041

Download as Excel Spreadsheet

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

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