CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 28-Aug-2015

Day Change Summary
	Previous	Current
	27-Aug-2015	28-Aug-2015	Change	Change %	Previous Week
Open	0.8321	0.8257	-0.0064	-0.8%	0.8203
High	0.8350	0.8290	-0.0060	-0.7%	0.8592
Low	0.8238	0.8215	-0.0024	-0.3%	0.8196
Close	0.8291	0.8241	-0.0051	-0.6%	0.8241
Range	0.0112	0.0075	-0.0037	-32.7%	0.0396
ATR	0.0117	0.0114	-0.0003	-2.5%	0.0000
Volume	204,403	150,803	-53,600	-26.2%	1,376,662

Daily Pivots for day following 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8473	0.8432	0.8282
R3	0.8398	0.8357	0.8261
R2	0.8323	0.8323	0.8254
R1	0.8282	0.8282	0.8247	0.8265
PP	0.8248	0.8248	0.8248	0.8240
S1	0.8207	0.8207	0.8234	0.8190
S2	0.8173	0.8173	0.8227
S3	0.8098	0.8132	0.8220
S4	0.8023	0.8057	0.8199

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.9529	0.9280	0.8458
R3	0.9134	0.8885	0.8349
R2	0.8738	0.8738	0.8313
R1	0.8489	0.8489	0.8277	0.8614
PP	0.8343	0.8343	0.8343	0.8405
S1	0.8094	0.8094	0.8204	0.8218
S2	0.7947	0.7947	0.8168
S3	0.7552	0.7698	0.8132
S4	0.7156	0.7303	0.8023

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8592	0.8196	0.0396	4.8%	0.0169	2.1%	11%	False	False	275,332
10	0.8592	0.8029	0.0563	6.8%	0.0111	1.3%	38%	False	False	211,891
20	0.8592	0.7985	0.0607	7.4%	0.0079	1.0%	42%	False	False	163,520
40	0.8592	0.7985	0.0607	7.4%	0.0067	0.8%	42%	False	False	132,782
60	0.8592	0.0810	0.7782	94.4%	0.0064	0.8%	95%	False	False	121,507
80	0.8592	0.0810	0.7782	94.4%	0.0062	0.8%	95%	False	False	91,965
100	0.8592	0.0810	0.7782	94.4%	0.0060	0.7%	95%	False	False	73,613
120	0.8592	0.0810	0.7782	94.4%	0.0059	0.7%	95%	False	False	61,357

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0016
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8608
2.618	0.8486
1.618	0.8411
1.000	0.8365
0.618	0.8336
HIGH	0.8290
0.618	0.8261
0.500	0.8252
0.382	0.8243
LOW	0.8215
0.618	0.8168
1.000	0.8140
1.618	0.8093
2.618	0.8018
4.250	0.7896

Fisher Pivots for day following 28-Aug-2015
Pivot	1 day	3 day
R1	0.8252	0.8330
PP	0.8248	0.8300
S1	0.8244	0.8270

Download as Excel Spreadsheet

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

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