CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 21-Aug-2015

Day Change Summary
	Previous	Current
	20-Aug-2015	21-Aug-2015	Change	Change %	Previous Week
Open	0.8076	0.8106	0.0031	0.4%	0.8049
High	0.8111	0.8212	0.0101	1.2%	0.8212
Low	0.8056	0.8099	0.0043	0.5%	0.8029
Close	0.8103	0.8192	0.0089	1.1%	0.8192
Range	0.0055	0.0113	0.0058	105.5%	0.0183
ATR	0.0089	0.0091	0.0002	1.9%	0.0000
Volume	149,027	261,026	111,999	75.2%	742,248

Daily Pivots for day following 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8506	0.8462	0.8254
R3	0.8393	0.8349	0.8223
R2	0.8280	0.8280	0.8212
R1	0.8236	0.8236	0.8202	0.8258
PP	0.8167	0.8167	0.8167	0.8178
S1	0.8123	0.8123	0.8181	0.8145
S2	0.8054	0.8054	0.8171
S3	0.7941	0.8010	0.8160
S4	0.7828	0.7897	0.8129

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8692	0.8624	0.8292
R3	0.8509	0.8442	0.8242
R2	0.8327	0.8327	0.8225
R1	0.8259	0.8259	0.8208	0.8293
PP	0.8144	0.8144	0.8144	0.8161
S1	0.8077	0.8077	0.8175	0.8110
S2	0.7962	0.7962	0.8158
S3	0.7779	0.7894	0.8141
S4	0.7597	0.7712	0.8091

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8212	0.8029	0.0183	2.2%	0.0053	0.6%	89%	True	False	148,449
10	0.8212	0.7985	0.0227	2.8%	0.0051	0.6%	91%	True	False	133,709
20	0.8212	0.7985	0.0227	2.8%	0.0049	0.6%	91%	True	False	120,591
40	0.8313	0.7985	0.0328	4.0%	0.0053	0.7%	63%	False	False	112,849
60	0.8313	0.0810	0.7503	91.6%	0.0055	0.7%	98%	False	False	99,410
80	0.8455	0.0810	0.7645	93.3%	0.0055	0.7%	97%	False	False	74,776
100	0.8455	0.0810	0.7645	93.3%	0.0054	0.7%	97%	False	False	59,848
120	0.8470	0.0810	0.7660	93.5%	0.0053	0.6%	96%	False	False	49,887

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	0.8692
2.618	0.8507
1.618	0.8394
1.000	0.8325
0.618	0.8281
HIGH	0.8212
0.618	0.8168
0.500	0.8155
0.382	0.8142
LOW	0.8099
0.618	0.8029
1.000	0.7986
1.618	0.7916
2.618	0.7803
4.250	0.7618

Fisher Pivots for day following 21-Aug-2015
Pivot	1 day	3 day
R1	0.8179	0.8169
PP	0.8167	0.8146
S1	0.8155	0.8124

Download as Excel Spreadsheet

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

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