CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 07-Jul-2015

Day Change Summary
	Previous	Current
	06-Jul-2015	07-Jul-2015	Change	Change %	Previous Week
Open	0.8145	0.8170	0.0025	0.3%	0.8194
High	0.8207	0.8214	0.0007	0.1%	0.8219
Low	0.8144	0.8166	0.0022	0.3%	0.8107
Close	0.8188	0.8187	-0.0001	0.0%	0.8144
Range	0.0063	0.0048	-0.0016	-24.6%	0.0112
ATR	0.0052	0.0052	0.0000	-0.6%	0.0000
Volume	313	122	-191	-61.0%	1,534

Daily Pivots for day following 07-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8331	0.8307	0.8213
R3	0.8284	0.8259	0.8200
R2	0.8236	0.8236	0.8196
R1	0.8212	0.8212	0.8191	0.8224
PP	0.8189	0.8189	0.8189	0.8195
S1	0.8164	0.8164	0.8183	0.8177
S2	0.8141	0.8141	0.8178
S3	0.8094	0.8117	0.8174
S4	0.8046	0.8069	0.8161

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8493	0.8430	0.8206
R3	0.8381	0.8318	0.8175
R2	0.8269	0.8269	0.8165
R1	0.8206	0.8206	0.8154	0.8182
PP	0.8157	0.8157	0.8157	0.8144
S1	0.8094	0.8094	0.8134	0.8070
S2	0.8045	0.8045	0.8123
S3	0.7933	0.7982	0.8113
S4	0.7821	0.7870	0.8082

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8219	0.8107	0.0112	1.4%	0.0047	0.6%	71%	False	False	387
10	0.8219	0.8061	0.0158	1.9%	0.0045	0.6%	80%	False	False	218
20	0.8219	0.8037	0.0182	2.2%	0.0049	0.6%	82%	False	False	176
40	0.8434	0.7977	0.0457	5.6%	0.0046	0.6%	46%	False	False	114
60	0.8455	0.7977	0.0478	5.8%	0.0040	0.5%	44%	False	False	82
80	0.8470	0.7977	0.0493	6.0%	0.0037	0.5%	43%	False	False	63
100	0.8492	0.7977	0.0515	6.3%	0.0033	0.4%	41%	False	False	51

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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8415
2.618	0.8338
1.618	0.8290
1.000	0.8261
0.618	0.8243
HIGH	0.8214
0.618	0.8195
0.500	0.8190
0.382	0.8184
LOW	0.8166
0.618	0.8137
1.000	0.8119
1.618	0.8089
2.618	0.8042
4.250	0.7964

Fisher Pivots for day following 07-Jul-2015
Pivot	1 day	3 day
R1	0.8190	0.8178
PP	0.8189	0.8169
S1	0.8188	0.8160

Download as Excel Spreadsheet

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

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