CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 30-Jun-2015

Day Change Summary
	Previous	Current
	29-Jun-2015	30-Jun-2015	Change	Change %	Previous Week
Open	0.8194	0.8184	-0.0011	-0.1%	0.8166
High	0.8203	0.8219	0.0016	0.2%	0.8166
Low	0.8140	0.8183	0.0044	0.5%	0.8061
Close	0.8188	0.8195	0.0007	0.1%	0.8096
Range	0.0064	0.0036	-0.0028	-43.3%	0.0105
ATR	0.0053	0.0051	-0.0001	-2.3%	0.0000
Volume	32	368	336	1,050.0%	273

Daily Pivots for day following 30-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8307	0.8287	0.8215
R3	0.8271	0.8251	0.8205
R2	0.8235	0.8235	0.8202
R1	0.8215	0.8215	0.8198	0.8225
PP	0.8199	0.8199	0.8199	0.8204
S1	0.8179	0.8179	0.8192	0.8189
S2	0.8163	0.8163	0.8188
S3	0.8127	0.8143	0.8185
S4	0.8091	0.8107	0.8175

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	0.8219	0.8061	0.0158	1.9%	0.0042	0.5%	85%	True	False	120
10	0.8219	0.8061	0.0158	1.9%	0.0046	0.6%	85%	True	False	82
20	0.8219	0.7977	0.0242	3.0%	0.0050	0.6%	90%	True	False	122
40	0.8434	0.7977	0.0457	5.6%	0.0044	0.5%	48%	False	False	82
60	0.8455	0.7977	0.0478	5.8%	0.0037	0.4%	46%	False	False	56
80	0.8470	0.7977	0.0493	6.0%	0.0036	0.4%	44%	False	False	44
100	0.8492	0.7977	0.0515	6.3%	0.0033	0.4%	42%	False	False	36

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	0.0005
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8372
2.618	0.8313
1.618	0.8277
1.000	0.8255
0.618	0.8241
HIGH	0.8219
0.618	0.8205
0.500	0.8201
0.382	0.8197
LOW	0.8183
0.618	0.8161
1.000	0.8147
1.618	0.8125
2.618	0.8089
4.250	0.8030

Fisher Pivots for day following 30-Jun-2015
Pivot	1 day	3 day
R1	0.8201	0.8181
PP	0.8199	0.8167
S1	0.8197	0.8152

Download as Excel Spreadsheet

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

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