CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 26-Jun-2015

Day Change Summary
	Previous	Current
	25-Jun-2015	26-Jun-2015	Change	Change %	Previous Week
Open	0.8093	0.8113	0.0020	0.2%	0.8166
High	0.8118	0.8127	0.0009	0.1%	0.8166
Low	0.8086	0.8086	-0.0001	0.0%	0.8061
Close	0.8110	0.8096	-0.0014	-0.2%	0.8096
Range	0.0032	0.0042	0.0010	29.7%	0.0105
ATR	0.0049	0.0048	-0.0001	-1.1%	0.0000
Volume	76	64	-12	-15.8%	273

Daily Pivots for day following 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8227	0.8203	0.8118
R3	0.8186	0.8161	0.8107
R2	0.8144	0.8144	0.8103
R1	0.8120	0.8120	0.8099	0.8111
PP	0.8103	0.8103	0.8103	0.8098
S1	0.8078	0.8078	0.8092	0.8070
S2	0.8061	0.8061	0.8088
S3	0.8020	0.8037	0.8084
S4	0.7978	0.7995	0.8073

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8423	0.8364	0.8153
R3	0.8318	0.8259	0.8124
R2	0.8213	0.8213	0.8115
R1	0.8154	0.8154	0.8105	0.8131
PP	0.8108	0.8108	0.8108	0.8096
S1	0.8049	0.8049	0.8086	0.8026
S2	0.8003	0.8003	0.8076
S3	0.7898	0.7944	0.8067
S4	0.7793	0.7839	0.8038

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8166	0.8061	0.0105	1.3%	0.0038	0.5%	33%	False	False	54
10	0.8180	0.8061	0.0119	1.5%	0.0038	0.5%	29%	False	False	48
20	0.8188	0.7977	0.0211	2.6%	0.0051	0.6%	56%	False	False	108
40	0.8434	0.7977	0.0457	5.6%	0.0042	0.5%	26%	False	False	72
60	0.8455	0.7977	0.0478	5.9%	0.0036	0.4%	25%	False	False	49
80	0.8470	0.7977	0.0493	6.1%	0.0035	0.4%	24%	False	False	39
100	0.8548	0.7977	0.0571	7.1%	0.0032	0.4%	21%	False	False	32

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8303
2.618	0.8236
1.618	0.8194
1.000	0.8169
0.618	0.8153
HIGH	0.8127
0.618	0.8111
0.500	0.8106
0.382	0.8101
LOW	0.8086
0.618	0.8060
1.000	0.8044
1.618	0.8018
2.618	0.7977
4.250	0.7909

Fisher Pivots for day following 26-Jun-2015
Pivot	1 day	3 day
R1	0.8106	0.8095
PP	0.8103	0.8095
S1	0.8099	0.8094

Download as Excel Spreadsheet

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

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