CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 31-Aug-2015

Day Change Summary
	Previous	Current
	28-Aug-2015	31-Aug-2015	Change	Change %	Previous Week
Open	0.8257	0.8226	-0.0032	-0.4%	0.8203
High	0.8290	0.8274	-0.0016	-0.2%	0.8592
Low	0.8215	0.8224	0.0009	0.1%	0.8196
Close	0.8241	0.8258	0.0018	0.2%	0.8241
Range	0.0075	0.0050	-0.0025	-33.3%	0.0396
ATR	0.0114	0.0109	-0.0005	-4.0%	0.0000
Volume	150,803	115,462	-35,341	-23.4%	1,376,662

Daily Pivots for day following 31-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8402	0.8380	0.8286
R3	0.8352	0.8330	0.8272
R2	0.8302	0.8302	0.8267
R1	0.8280	0.8280	0.8263	0.8291
PP	0.8252	0.8252	0.8252	0.8257
S1	0.8230	0.8230	0.8253	0.8241
S2	0.8202	0.8202	0.8249
S3	0.8152	0.8180	0.8244
S4	0.8102	0.8130	0.8231

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	0.8459	0.8215	0.0245	3.0%	0.0100	1.2%	18%	False	False	211,735
10	0.8592	0.8033	0.0559	6.8%	0.0114	1.4%	40%	False	False	214,561
20	0.8592	0.7985	0.0607	7.4%	0.0080	1.0%	45%	False	False	164,914
40	0.8592	0.7985	0.0607	7.4%	0.0066	0.8%	45%	False	False	131,812
60	0.8592	0.0810	0.7782	94.2%	0.0064	0.8%	96%	False	False	123,142
80	0.8592	0.0810	0.7782	94.2%	0.0062	0.8%	96%	False	False	93,406
100	0.8592	0.0810	0.7782	94.2%	0.0060	0.7%	96%	False	False	74,766
120	0.8592	0.0810	0.7782	94.2%	0.0059	0.7%	96%	False	False	62,319

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8486
2.618	0.8404
1.618	0.8354
1.000	0.8324
0.618	0.8304
HIGH	0.8274
0.618	0.8254
0.500	0.8249
0.382	0.8243
LOW	0.8224
0.618	0.8193
1.000	0.8174
1.618	0.8143
2.618	0.8093
4.250	0.8011

Fisher Pivots for day following 31-Aug-2015
Pivot	1 day	3 day
R1	0.8255	0.8282
PP	0.8252	0.8274
S1	0.8249	0.8266

Download as Excel Spreadsheet

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

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