CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 02-Jul-2015

Day Change Summary
	Previous	Current
	01-Jul-2015	02-Jul-2015	Change	Change %	Previous Week
Open	0.8183	0.8128	-0.0056	-0.7%	0.8166
High	0.8183	0.8149	-0.0034	-0.4%	0.8166
Low	0.8135	0.8107	-0.0028	-0.3%	0.8061
Close	0.8140	0.8144	0.0005	0.1%	0.8096
Range	0.0048	0.0042	-0.0006	-12.5%	0.0105
ATR	0.0052	0.0051	-0.0001	-1.4%	0.0000
Volume	800	334	-466	-58.3%	273

Daily Pivots for day following 02-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8259	0.8244	0.8167
R3	0.8217	0.8202	0.8156
R2	0.8175	0.8175	0.8152
R1	0.8160	0.8160	0.8148	0.8168
PP	0.8133	0.8133	0.8133	0.8137
S1	0.8118	0.8118	0.8140	0.8126
S2	0.8091	0.8091	0.8136
S3	0.8049	0.8076	0.8132
S4	0.8007	0.8034	0.8121

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%	0.0046	0.6%	44%	False	False	319
10	0.8219	0.8061	0.0158	1.9%	0.0042	0.5%	53%	False	False	188
20	0.8219	0.7977	0.0242	3.0%	0.0049	0.6%	69%	False	False	174
40	0.8434	0.7977	0.0457	5.6%	0.0045	0.5%	37%	False	False	106
60	0.8455	0.7977	0.0478	5.9%	0.0038	0.5%	35%	False	False	75
80	0.8470	0.7977	0.0493	6.1%	0.0036	0.4%	34%	False	False	58
100	0.8492	0.7977	0.0515	6.3%	0.0033	0.4%	32%	False	False	47

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	True
Bull Hook	False
Stretch	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8328
2.618	0.8259
1.618	0.8217
1.000	0.8191
0.618	0.8175
HIGH	0.8149
0.618	0.8133
0.500	0.8128
0.382	0.8123
LOW	0.8107
0.618	0.8081
1.000	0.8065
1.618	0.8039
2.618	0.7997
4.250	0.7929

Fisher Pivots for day following 02-Jul-2015
Pivot	1 day	3 day
R1	0.8139	0.8163
PP	0.8133	0.8157
S1	0.8128	0.8150

Download as Excel Spreadsheet

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

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