CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 23-Jul-2015

Day Change Summary
	Previous	Current
	22-Jul-2015	23-Jul-2015	Change	Change %	Previous Week
Open	0.8091	0.8080	-0.0011	-0.1%	0.8174
High	0.8109	0.8097	-0.0012	-0.1%	0.8174
Low	0.8071	0.8073	0.0003	0.0%	0.8071
Close	0.8076	0.8095	0.0019	0.2%	0.8075
Range	0.0038	0.0024	-0.0015	-38.2%	0.0103
ATR	0.0050	0.0048	-0.0002	-3.8%	0.0000
Volume	89	26	-63	-70.8%	749

Daily Pivots for day following 23-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8159	0.8150	0.8108
R3	0.8135	0.8127	0.8101
R2	0.8112	0.8112	0.8099
R1	0.8103	0.8103	0.8097	0.8108
PP	0.8088	0.8088	0.8088	0.8090
S1	0.8080	0.8080	0.8093	0.8084
S2	0.8065	0.8065	0.8091
S3	0.8041	0.8056	0.8089
S4	0.8018	0.8033	0.8082

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%	78%	False	False	109
10	0.8250	0.8048	0.0202	2.5%	0.0040	0.5%	23%	False	False	138
20	0.8320	0.8048	0.0272	3.4%	0.0048	0.6%	17%	False	False	209
40	0.8320	0.7977	0.0343	4.2%	0.0050	0.6%	34%	False	False	160
60	0.8454	0.7977	0.0477	5.9%	0.0044	0.5%	25%	False	False	115
80	0.8455	0.7977	0.0478	5.9%	0.0038	0.5%	25%	False	False	88
100	0.8470	0.7977	0.0493	6.1%	0.0037	0.5%	24%	False	False	72
120	0.8598	0.7977	0.0621	7.7%	0.0034	0.4%	19%	False	False	61

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8196
2.618	0.8158
1.618	0.8135
1.000	0.8120
0.618	0.8111
HIGH	0.8097
0.618	0.8088
0.500	0.8085
0.382	0.8082
LOW	0.8073
0.618	0.8058
1.000	0.8050
1.618	0.8035
2.618	0.8011
4.250	0.7973

Fisher Pivots for day following 23-Jul-2015
Pivot	1 day	3 day
R1	0.8092	0.8090
PP	0.8088	0.8086
S1	0.8085	0.8081

Download as Excel Spreadsheet

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

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