CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 15-Jul-2015

Day Change Summary
	Previous	Current
	14-Jul-2015	15-Jul-2015	Change	Change %	Previous Week
Open	0.8109	0.8118	0.0009	0.1%	0.8145
High	0.8152	0.8120	-0.0033	-0.4%	0.8320
Low	0.8102	0.8086	-0.0016	-0.2%	0.8144
Close	0.8126	0.8101	-0.0025	-0.3%	0.8159
Range	0.0050	0.0034	-0.0017	-33.0%	0.0176
ATR	0.0061	0.0059	-0.0001	-2.4%	0.0000
Volume	160	167	7	4.4%	1,262

Daily Pivots for day following 15-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8203	0.8185	0.8119
R3	0.8169	0.8152	0.8110
R2	0.8136	0.8136	0.8107
R1	0.8118	0.8118	0.8104	0.8110
PP	0.8102	0.8102	0.8102	0.8098
S1	0.8085	0.8085	0.8098	0.8077
S2	0.8069	0.8069	0.8095
S3	0.8035	0.8051	0.8092
S4	0.8002	0.8018	0.8083

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8734	0.8622	0.8255
R3	0.8558	0.8446	0.8207
R2	0.8383	0.8383	0.8191
R1	0.8271	0.8271	0.8175	0.8327
PP	0.8207	0.8207	0.8207	0.8235
S1	0.8095	0.8095	0.8142	0.8151
S2	0.8032	0.8032	0.8126
S3	0.7856	0.7920	0.8110
S4	0.7681	0.7744	0.8062

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8317	0.8086	0.0231	2.9%	0.0061	0.7%	6%	False	True	215
10	0.8320	0.8086	0.0234	2.9%	0.0063	0.8%	6%	False	True	292
20	0.8320	0.8061	0.0259	3.2%	0.0054	0.7%	15%	False	False	187
40	0.8360	0.7977	0.0383	4.7%	0.0053	0.7%	32%	False	False	146
60	0.8454	0.7977	0.0477	5.9%	0.0043	0.5%	26%	False	False	104
80	0.8470	0.7977	0.0493	6.1%	0.0038	0.5%	25%	False	False	79
100	0.8470	0.7977	0.0493	6.1%	0.0037	0.5%	25%	False	False	65

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0003
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.8262
2.618	0.8207
1.618	0.8174
1.000	0.8153
0.618	0.8140
HIGH	0.8120
0.618	0.8107
0.500	0.8103
0.382	0.8099
LOW	0.8086
0.618	0.8065
1.000	0.8053
1.618	0.8032
2.618	0.7998
4.250	0.7944

Fisher Pivots for day following 15-Jul-2015
Pivot	1 day	3 day
R1	0.8103	0.8130
PP	0.8102	0.8120
S1	0.8102	0.8111

Download as Excel Spreadsheet

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

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