CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 04-Sep-2015

Day Change Summary
	Previous	Current
	03-Sep-2015	04-Sep-2015	Change	Change %	Previous Week
Open	0.8309	0.8328	0.0019	0.2%	0.8226
High	0.8360	0.8433	0.0074	0.9%	0.8433
Low	0.8285	0.8321	0.0036	0.4%	0.8224
Close	0.8335	0.8408	0.0073	0.9%	0.8408
Range	0.0075	0.0113	0.0038	51.0%	0.0210
ATR	0.0106	0.0107	0.0000	0.4%	0.0000
Volume	145,811	231,507	85,696	58.8%	913,241

Daily Pivots for day following 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8725	0.8679	0.8469
R3	0.8612	0.8566	0.8438
R2	0.8500	0.8500	0.8428
R1	0.8454	0.8454	0.8418	0.8477
PP	0.8387	0.8387	0.8387	0.8399
S1	0.8341	0.8341	0.8397	0.8364
S2	0.8275	0.8275	0.8387
S3	0.8162	0.8229	0.8377
S4	0.8050	0.8116	0.8346

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8983	0.8905	0.8523
R3	0.8774	0.8695	0.8465
R2	0.8564	0.8564	0.8446
R1	0.8486	0.8486	0.8427	0.8525
PP	0.8355	0.8355	0.8355	0.8374
S1	0.8276	0.8276	0.8388	0.8316
S2	0.8145	0.8145	0.8369
S3	0.7936	0.8067	0.8350
S4	0.7726	0.7857	0.8292

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8433	0.8224	0.0210	2.5%	0.0090	1.1%	88%	True	False	182,648
10	0.8592	0.8196	0.0396	4.7%	0.0130	1.5%	53%	False	False	228,990
20	0.8592	0.7985	0.0607	7.2%	0.0090	1.1%	70%	False	False	181,350
40	0.8592	0.7985	0.0607	7.2%	0.0067	0.8%	70%	False	False	136,543
60	0.8592	0.0810	0.7782	92.6%	0.0064	0.8%	98%	False	False	130,080
80	0.8592	0.0810	0.7782	92.6%	0.0065	0.8%	98%	False	False	103,364
100	0.8592	0.0810	0.7782	92.6%	0.0061	0.7%	98%	False	False	82,738
120	0.8592	0.0810	0.7782	92.6%	0.0060	0.7%	98%	False	False	68,965

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8911
2.618	0.8728
1.618	0.8615
1.000	0.8546
0.618	0.8503
HIGH	0.8433
0.618	0.8390
0.500	0.8377
0.382	0.8363
LOW	0.8321
0.618	0.8251
1.000	0.8208
1.618	0.8138
2.618	0.8026
4.250	0.7842

Fisher Pivots for day following 04-Sep-2015
Pivot	1 day	3 day
R1	0.8397	0.8391
PP	0.8387	0.8375
S1	0.8377	0.8359

Download as Excel Spreadsheet

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

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