CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 17-Jul-2015

Day Change Summary
	Previous	Current
	16-Jul-2015	17-Jul-2015	Change	Change %	Previous Week
Open	0.8090	0.8075	-0.0015	-0.2%	0.8174
High	0.8092	0.8083	-0.0009	-0.1%	0.8174
Low	0.8071	0.8073	0.0003	0.0%	0.8071
Close	0.8073	0.8075	0.0002	0.0%	0.8075
Range	0.0022	0.0010	-0.0012	-53.5%	0.0103
ATR	0.0057	0.0054	-0.0003	-5.9%	0.0000
Volume	173	50	-123	-71.1%	749

Daily Pivots for day following 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8107	0.8101	0.8081
R3	0.8097	0.8091	0.8078
R2	0.8087	0.8087	0.8077
R1	0.8081	0.8081	0.8076	0.8080
PP	0.8077	0.8077	0.8077	0.8077
S1	0.8071	0.8071	0.8074	0.8070
S2	0.8067	0.8067	0.8073
S3	0.8057	0.8061	0.8072
S4	0.8047	0.8051	0.8070

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8415	0.8348	0.8132
R3	0.8312	0.8245	0.8103
R2	0.8209	0.8209	0.8094
R1	0.8142	0.8142	0.8084	0.8124
PP	0.8106	0.8106	0.8106	0.8097
S1	0.8039	0.8039	0.8066	0.8021
S2	0.8003	0.8003	0.8056
S3	0.7900	0.7936	0.8047
S4	0.7797	0.7833	0.8018

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8174	0.8071	0.0103	1.3%	0.0035	0.4%	4%	False	False	149
10	0.8320	0.8071	0.0249	3.1%	0.0057	0.7%	2%	False	False	201
20	0.8320	0.8061	0.0259	3.2%	0.0050	0.6%	5%	False	False	194
40	0.8320	0.7977	0.0343	4.2%	0.0052	0.6%	29%	False	False	150
60	0.8454	0.7977	0.0477	5.9%	0.0043	0.5%	21%	False	False	108
80	0.8470	0.7977	0.0493	6.1%	0.0038	0.5%	20%	False	False	82
100	0.8470	0.7977	0.0493	6.1%	0.0037	0.5%	20%	False	False	67
120	0.8598	0.7977	0.0621	7.7%	0.0034	0.4%	16%	False	False	57

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	0.8126
2.618	0.8109
1.618	0.8099
1.000	0.8093
0.618	0.8089
HIGH	0.8083
0.618	0.8079
0.500	0.8078
0.382	0.8077
LOW	0.8073
0.618	0.8067
1.000	0.8063
1.618	0.8057
2.618	0.8047
4.250	0.8031

Fisher Pivots for day following 17-Jul-2015
Pivot	1 day	3 day
R1	0.8078	0.8095
PP	0.8077	0.8088
S1	0.8076	0.8082

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

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