CME Japanese Yen Future September 2015

Trading Metrics calculated at close of trading on 14-Sep-2015

Day Change Summary
	Previous	Current
	11-Sep-2015	14-Sep-2015	Change	Change %	Previous Week
Open	0.8286	0.8298	0.0012	0.1%	0.8409
High	0.8308	0.8335	0.0027	0.3%	0.8418
Low	0.8267	0.8276	0.0009	0.1%	0.8239
Close	0.8293	0.8328	0.0036	0.4%	0.8293
Range	0.0041	0.0060	0.0019	45.1%	0.0180
ATR	0.0100	0.0097	-0.0003	-2.9%	0.0000
Volume	40,459	2,889	-37,570	-92.9%	774,990

Daily Pivots for day following 14-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8491	0.8469	0.8361
R3	0.8432	0.8410	0.8344
R2	0.8372	0.8372	0.8339
R1	0.8350	0.8350	0.8333	0.8361
PP	0.8313	0.8313	0.8313	0.8318
S1	0.8291	0.8291	0.8323	0.8302
S2	0.8253	0.8253	0.8317
S3	0.8194	0.8231	0.8312
S4	0.8134	0.8172	0.8295

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8855	0.8753	0.8391
R3	0.8675	0.8574	0.8342
R2	0.8496	0.8496	0.8325
R1	0.8394	0.8394	0.8309	0.8355
PP	0.8316	0.8316	0.8316	0.8297
S1	0.8215	0.8215	0.8276	0.8176
S2	0.8137	0.8137	0.8260
S3	0.7957	0.8035	0.8243
S4	0.7778	0.7856	0.8194

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8418	0.8239	0.0180	2.2%	0.0078	0.9%	50%	False	False	155,575
10	0.8433	0.8224	0.0210	2.5%	0.0084	1.0%	50%	False	False	169,112
20	0.8592	0.8029	0.0563	6.8%	0.0098	1.2%	53%	False	False	190,501
40	0.8592	0.7985	0.0607	7.3%	0.0071	0.9%	57%	False	False	145,680
60	0.8592	0.7985	0.0607	7.3%	0.0067	0.8%	57%	False	False	132,947
80	0.8592	0.0810	0.7782	93.4%	0.0067	0.8%	97%	False	False	113,056
100	0.8592	0.0810	0.7782	93.4%	0.0063	0.8%	97%	False	False	90,509
120	0.8592	0.0810	0.7782	93.4%	0.0061	0.7%	97%	False	False	75,443

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8588
2.618	0.8491
1.618	0.8431
1.000	0.8395
0.618	0.8372
HIGH	0.8335
0.618	0.8312
0.500	0.8305
0.382	0.8298
LOW	0.8276
0.618	0.8239
1.000	0.8216
1.618	0.8179
2.618	0.8120
4.250	0.8023

Fisher Pivots for day following 14-Sep-2015
Pivot	1 day	3 day
R1	0.8320	0.8314
PP	0.8313	0.8301
S1	0.8305	0.8287

Download as Excel Spreadsheet

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

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