CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 25-Aug-2015

Day Change Summary
	Previous	Current
	24-Aug-2015	25-Aug-2015	Change	Change %	Previous Week
Open	0.8203	0.8439	0.0236	2.9%	0.8049
High	0.8592	0.8459	-0.0133	-1.5%	0.8212
Low	0.8196	0.8308	0.0112	1.4%	0.8029
Close	0.8446	0.8354	-0.0092	-1.1%	0.8192
Range	0.0396	0.0152	-0.0244	-61.7%	0.0183
ATR	0.0113	0.0115	0.0003	2.5%	0.0000
Volume	433,445	310,413	-123,032	-28.4%	742,248

Daily Pivots for day following 25-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8828	0.8742	0.8437
R3	0.8676	0.8591	0.8395
R2	0.8525	0.8525	0.8381
R1	0.8439	0.8439	0.8367	0.8406
PP	0.8373	0.8373	0.8373	0.8357
S1	0.8288	0.8288	0.8340	0.8255
S2	0.8222	0.8222	0.8326
S3	0.8070	0.8136	0.8312
S4	0.7919	0.7985	0.8270

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	0.8592	0.8036	0.0556	6.7%	0.0153	1.8%	57%	False	False	262,567
10	0.8592	0.7985	0.0607	7.3%	0.0097	1.2%	61%	False	False	185,393
20	0.8592	0.7985	0.0607	7.3%	0.0071	0.9%	61%	False	False	147,883
40	0.8592	0.7985	0.0607	7.3%	0.0064	0.8%	61%	False	False	125,197
60	0.8592	0.0810	0.7782	93.2%	0.0063	0.8%	97%	False	False	111,593
80	0.8592	0.0810	0.7782	93.2%	0.0060	0.7%	97%	False	False	84,065
100	0.8592	0.0810	0.7782	93.2%	0.0058	0.7%	97%	False	False	67,286
120	0.8592	0.0810	0.7782	93.2%	0.0057	0.7%	97%	False	False	56,085

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

Fibonacci Retracements and Extensions
4.250	0.9103
2.618	0.8856
1.618	0.8704
1.000	0.8611
0.618	0.8553
HIGH	0.8459
0.618	0.8401
0.500	0.8383
0.382	0.8365
LOW	0.8308
0.618	0.8214
1.000	0.8156
1.618	0.8062
2.618	0.7911
4.250	0.7664

Fisher Pivots for day following 25-Aug-2015
Pivot	1 day	3 day
R1	0.8383	0.8351
PP	0.8373	0.8348
S1	0.8363	0.8345

Download as Excel Spreadsheet

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

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