CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 27-Aug-2015

Day Change Summary
	Previous	Current
	26-Aug-2015	27-Aug-2015	Change	Change %	Previous Week
Open	0.8414	0.8321	-0.0093	-1.1%	0.8049
High	0.8445	0.8350	-0.0095	-1.1%	0.8212
Low	0.8333	0.8238	-0.0095	-1.1%	0.8029
Close	0.8374	0.8291	-0.0083	-1.0%	0.8192
Range	0.0112	0.0112	0.0000	0.0%	0.0183
ATR	0.0115	0.0117	0.0001	1.3%	0.0000
Volume	277,598	204,403	-73,195	-26.4%	742,248

Daily Pivots for day following 27-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8627	0.8571	0.8352
R3	0.8516	0.8459	0.8322
R2	0.8404	0.8404	0.8311
R1	0.8348	0.8348	0.8301	0.8320
PP	0.8293	0.8293	0.8293	0.8279
S1	0.8236	0.8236	0.8281	0.8209
S2	0.8181	0.8181	0.8271
S3	0.8070	0.8125	0.8260
S4	0.7958	0.8013	0.8230

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	0.8099	0.0493	5.9%	0.0177	2.1%	39%	False	False	297,377
10	0.8592	0.8029	0.0563	6.8%	0.0106	1.3%	47%	False	False	204,094
20	0.8592	0.7985	0.0607	7.3%	0.0078	0.9%	50%	False	False	162,438
40	0.8592	0.7985	0.0607	7.3%	0.0067	0.8%	50%	False	False	131,296
60	0.8592	0.0810	0.7782	93.9%	0.0064	0.8%	96%	False	False	119,158
80	0.8592	0.0810	0.7782	93.9%	0.0062	0.8%	96%	False	False	90,082
100	0.8592	0.0810	0.7782	93.9%	0.0059	0.7%	96%	False	False	72,105
120	0.8592	0.0810	0.7782	93.9%	0.0058	0.7%	96%	False	False	60,101

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014

Fibonacci Retracements and Extensions
4.250	0.8823
2.618	0.8641
1.618	0.8530
1.000	0.8461
0.618	0.8418
HIGH	0.8350
0.618	0.8307
0.500	0.8294
0.382	0.8281
LOW	0.8238
0.618	0.8169
1.000	0.8127
1.618	0.8058
2.618	0.7946
4.250	0.7764

Fisher Pivots for day following 27-Aug-2015
Pivot	1 day	3 day
R1	0.8294	0.8349
PP	0.8293	0.8329
S1	0.8292	0.8310

Download as Excel Spreadsheet

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

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