CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 20-Jul-2015

Day Change Summary
	Previous	Current
	17-Jul-2015	20-Jul-2015	Change	Change %	Previous Week
Open	0.8075	0.8073	-0.0003	0.0%	0.8174
High	0.8083	0.8075	-0.0008	-0.1%	0.8174
Low	0.8073	0.8048	-0.0025	-0.3%	0.8071
Close	0.8075	0.8063	-0.0012	-0.1%	0.8075
Range	0.0010	0.0027	0.0017	170.0%	0.0103
ATR	0.0054	0.0052	-0.0002	-3.6%	0.0000
Volume	50	153	103	206.0%	749

Daily Pivots for day following 20-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8143	0.8130	0.8078
R3	0.8116	0.8103	0.8070
R2	0.8089	0.8089	0.8068
R1	0.8076	0.8076	0.8065	0.8069
PP	0.8062	0.8062	0.8062	0.8059
S1	0.8049	0.8049	0.8061	0.8042
S2	0.8035	0.8035	0.8058
S3	0.8008	0.8022	0.8056
S4	0.7981	0.7995	0.8048

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	0.8152	0.8048	0.0104	1.3%	0.0028	0.4%	14%	False	True	140
10	0.8320	0.8048	0.0272	3.4%	0.0054	0.7%	6%	False	True	185
20	0.8320	0.8048	0.0272	3.4%	0.0049	0.6%	6%	False	True	198
40	0.8320	0.7977	0.0343	4.2%	0.0052	0.6%	25%	False	False	154
60	0.8454	0.7977	0.0477	5.9%	0.0043	0.5%	18%	False	False	110
80	0.8455	0.7977	0.0478	5.9%	0.0038	0.5%	18%	False	False	84
100	0.8470	0.7977	0.0493	6.1%	0.0037	0.5%	17%	False	False	68
120	0.8598	0.7977	0.0621	7.7%	0.0034	0.4%	14%	False	False	58

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8190
2.618	0.8146
1.618	0.8119
1.000	0.8102
0.618	0.8092
HIGH	0.8075
0.618	0.8065
0.500	0.8062
0.382	0.8058
LOW	0.8048
0.618	0.8031
1.000	0.8021
1.618	0.8004
2.618	0.7977
4.250	0.7933

Fisher Pivots for day following 20-Jul-2015
Pivot	1 day	3 day
R1	0.8063	0.8070
PP	0.8062	0.8068
S1	0.8062	0.8065

Download as Excel Spreadsheet

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

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