CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 02-Sep-2015

Day Change Summary
	Previous	Current
	01-Sep-2015	02-Sep-2015	Change	Change %	Previous Week
Open	0.8249	0.8377	0.0128	1.6%	0.8203
High	0.8387	0.8378	-0.0009	-0.1%	0.8592
Low	0.8248	0.8302	0.0054	0.7%	0.8196
Close	0.8349	0.8319	-0.0031	-0.4%	0.8241
Range	0.0139	0.0076	-0.0063	-45.3%	0.0396
ATR	0.0111	0.0109	-0.0003	-2.3%	0.0000
Volume	234,730	185,731	-48,999	-20.9%	1,376,662

Daily Pivots for day following 02-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8561	0.8516	0.8360
R3	0.8485	0.8440	0.8339
R2	0.8409	0.8409	0.8332
R1	0.8364	0.8364	0.8325	0.8348
PP	0.8333	0.8333	0.8333	0.8325
S1	0.8288	0.8288	0.8312	0.8272
S2	0.8257	0.8257	0.8305
S3	0.8181	0.8212	0.8298
S4	0.8105	0.8136	0.8277

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	0.8387	0.8215	0.0172	2.1%	0.0090	1.1%	60%	False	False	178,225
10	0.8592	0.8056	0.0536	6.4%	0.0128	1.5%	49%	False	False	232,263
20	0.8592	0.7985	0.0607	7.3%	0.0085	1.0%	55%	False	False	173,895
40	0.8592	0.7985	0.0607	7.3%	0.0067	0.8%	55%	False	False	133,900
60	0.8592	0.0810	0.7782	93.5%	0.0065	0.8%	96%	False	False	127,868
80	0.8592	0.0810	0.7782	93.5%	0.0064	0.8%	96%	False	False	98,652
100	0.8592	0.0810	0.7782	93.5%	0.0061	0.7%	96%	False	False	78,968
120	0.8592	0.0810	0.7782	93.5%	0.0060	0.7%	96%	False	False	65,822

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8701
2.618	0.8576
1.618	0.8500
1.000	0.8454
0.618	0.8424
HIGH	0.8378
0.618	0.8348
0.500	0.8340
0.382	0.8331
LOW	0.8302
0.618	0.8255
1.000	0.8226
1.618	0.8179
2.618	0.8103
4.250	0.7979

Fisher Pivots for day following 02-Sep-2015
Pivot	1 day	3 day
R1	0.8340	0.8314
PP	0.8333	0.8310
S1	0.8326	0.8305

Download as Excel Spreadsheet

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

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