CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 08-Sep-2015

Day Change Summary
	Previous	Current
	04-Sep-2015	08-Sep-2015	Change	Change %	Previous Week
Open	0.8328	0.8409	0.0081	1.0%	0.8226
High	0.8433	0.8418	-0.0015	-0.2%	0.8433
Low	0.8321	0.8318	-0.0003	0.0%	0.8224
Close	0.8408	0.8336	-0.0072	-0.9%	0.8408
Range	0.0113	0.0101	-0.0012	-10.7%	0.0210
ATR	0.0107	0.0106	0.0000	-0.4%	0.0000
Volume	231,507	268,533	37,026	16.0%	913,241

Daily Pivots for day following 08-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8659	0.8598	0.8391
R3	0.8558	0.8497	0.8364
R2	0.8458	0.8458	0.8354
R1	0.8397	0.8397	0.8345	0.8377
PP	0.8357	0.8357	0.8357	0.8347
S1	0.8296	0.8296	0.8327	0.8277
S2	0.8257	0.8257	0.8318
S3	0.8156	0.8196	0.8308
S4	0.8056	0.8095	0.8281

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	0.8248	0.0186	2.2%	0.0101	1.2%	48%	False	False	213,262
10	0.8459	0.8215	0.0245	2.9%	0.0100	1.2%	50%	False	False	212,499
20	0.8592	0.7985	0.0607	7.3%	0.0093	1.1%	58%	False	False	190,127
40	0.8592	0.7985	0.0607	7.3%	0.0068	0.8%	58%	False	False	140,402
60	0.8592	0.0810	0.7782	93.3%	0.0065	0.8%	97%	False	False	131,993
80	0.8592	0.0810	0.7782	93.3%	0.0066	0.8%	97%	False	False	106,716
100	0.8592	0.0810	0.7782	93.3%	0.0062	0.7%	97%	False	False	85,422
120	0.8592	0.0810	0.7782	93.3%	0.0061	0.7%	97%	False	False	71,202

Crabel Price Patterns
NR	True
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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8845
2.618	0.8681
1.618	0.8581
1.000	0.8519
0.618	0.8480
HIGH	0.8418
0.618	0.8380
0.500	0.8368
0.382	0.8356
LOW	0.8318
0.618	0.8255
1.000	0.8217
1.618	0.8155
2.618	0.8054
4.250	0.7890

Fisher Pivots for day following 08-Sep-2015
Pivot	1 day	3 day
R1	0.8368	0.8359
PP	0.8357	0.8351
S1	0.8347	0.8344

Download as Excel Spreadsheet

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

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