CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 21-Jul-2015

Day Change Summary
	Previous	Current
	20-Jul-2015	21-Jul-2015	Change	Change %	Previous Week
Open	0.8073	0.8058	-0.0015	-0.2%	0.8174
High	0.8075	0.8096	0.0021	0.3%	0.8174
Low	0.8048	0.8053	0.0005	0.1%	0.8071
Close	0.8063	0.8085	0.0022	0.3%	0.8075
Range	0.0027	0.0043	0.0016	57.4%	0.0103
ATR	0.0052	0.0051	-0.0001	-1.3%	0.0000
Volume	153	230	77	50.3%	749

Daily Pivots for day following 21-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8205	0.8187	0.8108
R3	0.8163	0.8145	0.8096
R2	0.8120	0.8120	0.8092
R1	0.8102	0.8102	0.8088	0.8111
PP	0.8078	0.8078	0.8078	0.8082
S1	0.8060	0.8060	0.8081	0.8069
S2	0.8035	0.8035	0.8077
S3	0.7993	0.8017	0.8073
S4	0.7950	0.7975	0.8061

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	0.8120	0.8048	0.0072	0.9%	0.0027	0.3%	51%	False	False	154
10	0.8320	0.8048	0.0272	3.4%	0.0053	0.7%	13%	False	False	195
20	0.8320	0.8048	0.0272	3.4%	0.0049	0.6%	13%	False	False	207
40	0.8320	0.7977	0.0343	4.2%	0.0052	0.6%	31%	False	False	159
60	0.8454	0.7977	0.0477	5.9%	0.0043	0.5%	23%	False	False	114
80	0.8455	0.7977	0.0478	5.9%	0.0038	0.5%	22%	False	False	86
100	0.8470	0.7977	0.0493	6.1%	0.0037	0.5%	22%	False	False	71
120	0.8598	0.7977	0.0621	7.7%	0.0034	0.4%	17%	False	False	60

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8276
2.618	0.8207
1.618	0.8164
1.000	0.8138
0.618	0.8122
HIGH	0.8096
0.618	0.8079
0.500	0.8074
0.382	0.8069
LOW	0.8053
0.618	0.8027
1.000	0.8011
1.618	0.7984
2.618	0.7942
4.250	0.7872

Fisher Pivots for day following 21-Jul-2015
Pivot	1 day	3 day
R1	0.8081	0.8080
PP	0.8078	0.8076
S1	0.8074	0.8072

Download as Excel Spreadsheet

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

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