CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 19-Aug-2015

Day Change Summary
	Previous	Current
	18-Aug-2015	19-Aug-2015	Change	Change %	Previous Week
Open	0.8040	0.8043	0.0003	0.0%	0.8055
High	0.8055	0.8087	0.0032	0.4%	0.8081
Low	0.8033	0.8036	0.0003	0.0%	0.7985
Close	0.8041	0.8084	0.0043	0.5%	0.8051
Range	0.0022	0.0051	0.0030	137.2%	0.0097
ATR	0.0095	0.0091	-0.0003	-3.3%	0.0000
Volume	84,516	158,926	74,410	88.0%	594,851

Daily Pivots for day following 19-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8222	0.8204	0.8112
R3	0.8171	0.8153	0.8098
R2	0.8120	0.8120	0.8093
R1	0.8102	0.8102	0.8088	0.8111
PP	0.8069	0.8069	0.8069	0.8073
S1	0.8051	0.8051	0.8079	0.8060
S2	0.8018	0.8018	0.8074
S3	0.7967	0.8000	0.8069
S4	0.7916	0.7949	0.8055

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	0.8087	0.8026	0.0061	0.7%	0.0033	0.4%	95%	True	False	101,634
10	0.8087	0.7985	0.0102	1.3%	0.0043	0.5%	97%	True	False	115,526
20	0.8134	0.7985	0.0150	1.8%	0.0044	0.5%	66%	False	False	107,320
40	0.8313	0.7985	0.0328	4.1%	0.0051	0.6%	30%	False	False	106,648
60	0.8313	0.0810	0.7503	92.8%	0.0055	0.7%	97%	False	False	92,706
80	0.8455	0.0810	0.7645	94.6%	0.0054	0.7%	95%	False	False	69,658
100	0.8455	0.0810	0.7645	94.6%	0.0053	0.7%	95%	False	False	55,749
120	0.8470	0.0810	0.7660	94.8%	0.0052	0.6%	95%	False	False	46,470

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8303
2.618	0.8220
1.618	0.8169
1.000	0.8138
0.618	0.8118
HIGH	0.8087
0.618	0.8067
0.500	0.8061
0.382	0.8055
LOW	0.8036
0.618	0.8004
1.000	0.7985
1.618	0.7953
2.618	0.7902
4.250	0.7819

Fisher Pivots for day following 19-Aug-2015
Pivot	1 day	3 day
R1	0.8076	0.8075
PP	0.8069	0.8066
S1	0.8061	0.8058

Download as Excel Spreadsheet

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

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