CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 01-Jul-2015

Day Change Summary
	Previous	Current
	30-Jun-2015	01-Jul-2015	Change	Change %	Previous Week
Open	0.8184	0.8183	-0.0001	0.0%	0.8166
High	0.8219	0.8183	-0.0036	-0.4%	0.8166
Low	0.8183	0.8135	-0.0048	-0.6%	0.8061
Close	0.8195	0.8140	-0.0056	-0.7%	0.8096
Range	0.0036	0.0048	0.0012	33.3%	0.0105
ATR	0.0051	0.0052	0.0001	1.2%	0.0000
Volume	368	800	432	117.4%	273

Daily Pivots for day following 01-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8297	0.8266	0.8166
R3	0.8249	0.8218	0.8153
R2	0.8201	0.8201	0.8148
R1	0.8170	0.8170	0.8144	0.8161
PP	0.8153	0.8153	0.8153	0.8148
S1	0.8122	0.8122	0.8135	0.8113
S2	0.8105	0.8105	0.8131
S3	0.8057	0.8074	0.8126
S4	0.8009	0.8026	0.8113

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	0.8086	0.0134	1.6%	0.0044	0.5%	40%	False	False	268
10	0.8219	0.8061	0.0158	1.9%	0.0045	0.5%	50%	False	False	161
20	0.8219	0.7977	0.0242	3.0%	0.0049	0.6%	67%	False	False	160
40	0.8434	0.7977	0.0457	5.6%	0.0044	0.5%	36%	False	False	101
60	0.8455	0.7977	0.0478	5.9%	0.0038	0.5%	34%	False	False	69
80	0.8470	0.7977	0.0493	6.1%	0.0036	0.4%	33%	False	False	54
100	0.8492	0.7977	0.0515	6.3%	0.0033	0.4%	32%	False	False	44

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	0.0005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8387
2.618	0.8309
1.618	0.8261
1.000	0.8231
0.618	0.8213
HIGH	0.8183
0.618	0.8165
0.500	0.8159
0.382	0.8153
LOW	0.8135
0.618	0.8105
1.000	0.8087
1.618	0.8057
2.618	0.8009
4.250	0.7931

Fisher Pivots for day following 01-Jul-2015
Pivot	1 day	3 day
R1	0.8159	0.8177
PP	0.8153	0.8165
S1	0.8146	0.8152

Download as Excel Spreadsheet

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

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