CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 09-Sep-2015

Day Change Summary
	Previous	Current
	08-Sep-2015	09-Sep-2015	Change	Change %	Previous Week
Open	0.8409	0.8343	-0.0066	-0.8%	0.8226
High	0.8418	0.8344	-0.0075	-0.9%	0.8433
Low	0.8318	0.8251	-0.0067	-0.8%	0.8224
Close	0.8336	0.8292	-0.0044	-0.5%	0.8408
Range	0.0101	0.0093	-0.0008	-8.0%	0.0210
ATR	0.0106	0.0105	-0.0001	-0.9%	0.0000
Volume	268,533	241,586	-26,947	-10.0%	913,241

Daily Pivots for day following 09-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8573	0.8525	0.8343
R3	0.8481	0.8433	0.8317
R2	0.8388	0.8388	0.8309
R1	0.8340	0.8340	0.8300	0.8318
PP	0.8296	0.8296	0.8296	0.8284
S1	0.8248	0.8248	0.8284	0.8225
S2	0.8203	0.8203	0.8275
S3	0.8111	0.8155	0.8267
S4	0.8018	0.8063	0.8241

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	0.8251	0.0182	2.2%	0.0091	1.1%	23%	False	True	214,633
10	0.8445	0.8215	0.0230	2.8%	0.0094	1.1%	34%	False	False	205,616
20	0.8592	0.7985	0.0607	7.3%	0.0096	1.2%	51%	False	False	195,504
40	0.8592	0.7985	0.0607	7.3%	0.0069	0.8%	51%	False	False	144,379
60	0.8592	0.0810	0.7782	93.8%	0.0066	0.8%	96%	False	False	134,670
80	0.8592	0.0810	0.7782	93.8%	0.0067	0.8%	96%	False	False	109,727
100	0.8592	0.0810	0.7782	93.8%	0.0062	0.8%	96%	False	False	87,838
120	0.8592	0.0810	0.7782	93.8%	0.0061	0.7%	96%	False	False	73,213

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8737
2.618	0.8586
1.618	0.8493
1.000	0.8436
0.618	0.8401
HIGH	0.8344
0.618	0.8308
0.500	0.8297
0.382	0.8286
LOW	0.8251
0.618	0.8194
1.000	0.8159
1.618	0.8101
2.618	0.8009
4.250	0.7858

Fisher Pivots for day following 09-Sep-2015
Pivot	1 day	3 day
R1	0.8297	0.8342
PP	0.8296	0.8325
S1	0.8294	0.8309

Download as Excel Spreadsheet

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

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