CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 22-Jul-2015

Day Change Summary
	Previous	Current
	21-Jul-2015	22-Jul-2015	Change	Change %	Previous Week
Open	0.8058	0.8091	0.0034	0.4%	0.8174
High	0.8096	0.8109	0.0013	0.2%	0.8174
Low	0.8053	0.8071	0.0018	0.2%	0.8071
Close	0.8085	0.8076	-0.0009	-0.1%	0.8075
Range	0.0043	0.0038	-0.0005	-10.6%	0.0103
ATR	0.0051	0.0050	-0.0001	-1.8%	0.0000
Volume	230	89	-141	-61.3%	749

Daily Pivots for day following 22-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8199	0.8176	0.8097
R3	0.8161	0.8138	0.8086
R2	0.8123	0.8123	0.8083
R1	0.8100	0.8100	0.8079	0.8092
PP	0.8085	0.8085	0.8085	0.8081
S1	0.8062	0.8062	0.8073	0.8054
S2	0.8047	0.8047	0.8069
S3	0.8009	0.8024	0.8066
S4	0.7971	0.7986	0.8055

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	0.8109	0.8048	0.0061	0.7%	0.0028	0.3%	46%	True	False	139
10	0.8317	0.8048	0.0269	3.3%	0.0044	0.5%	10%	False	False	177
20	0.8320	0.8048	0.0272	3.4%	0.0049	0.6%	10%	False	False	211
40	0.8320	0.7977	0.0343	4.2%	0.0050	0.6%	29%	False	False	161
60	0.8454	0.7977	0.0477	5.9%	0.0044	0.5%	21%	False	False	115
80	0.8455	0.7977	0.0478	5.9%	0.0038	0.5%	21%	False	False	87
100	0.8470	0.7977	0.0493	6.1%	0.0037	0.5%	20%	False	False	71
120	0.8598	0.7977	0.0621	7.7%	0.0034	0.4%	16%	False	False	61

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	0.0004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8270
2.618	0.8208
1.618	0.8170
1.000	0.8147
0.618	0.8132
HIGH	0.8109
0.618	0.8094
0.500	0.8090
0.382	0.8085
LOW	0.8071
0.618	0.8047
1.000	0.8033
1.618	0.8009
2.618	0.7971
4.250	0.7909

Fisher Pivots for day following 22-Jul-2015
Pivot	1 day	3 day
R1	0.8090	0.8078
PP	0.8085	0.8078
S1	0.8081	0.8077

Download as Excel Spreadsheet

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

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