CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 27-Jul-2015

Day Change Summary
	Previous	Current
	24-Jul-2015	27-Jul-2015	Change	Change %	Previous Week
Open	0.8080	0.8102	0.0022	0.3%	0.8073
High	0.8099	0.8146	0.0047	0.6%	0.8109
Low	0.8075	0.8099	0.0024	0.3%	0.8048
Close	0.8098	0.8131	0.0034	0.4%	0.8098
Range	0.0024	0.0047	0.0023	97.9%	0.0061
ATR	0.0047	0.0047	0.0000	0.2%	0.0000
Volume	110	81	-29	-26.4%	608

Daily Pivots for day following 27-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8265	0.8244	0.8157
R3	0.8218	0.8198	0.8144
R2	0.8172	0.8172	0.8140
R1	0.8151	0.8151	0.8135	0.8162
PP	0.8125	0.8125	0.8125	0.8130
S1	0.8105	0.8105	0.8127	0.8115
S2	0.8079	0.8079	0.8122
S3	0.8032	0.8058	0.8118
S4	0.7986	0.8012	0.8105

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8266	0.8242	0.8131
R3	0.8206	0.8182	0.8114
R2	0.8145	0.8145	0.8109
R1	0.8121	0.8121	0.8103	0.8133
PP	0.8085	0.8085	0.8085	0.8091
S1	0.8061	0.8061	0.8092	0.8073
S2	0.8024	0.8024	0.8086
S3	0.7964	0.8000	0.8081
S4	0.7903	0.7940	0.8064

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8146	0.8053	0.0093	1.1%	0.0035	0.4%	84%	True	False	107
10	0.8152	0.8048	0.0104	1.3%	0.0032	0.4%	80%	False	False	123
20	0.8320	0.8048	0.0272	3.3%	0.0048	0.6%	31%	False	False	211
40	0.8320	0.7977	0.0343	4.2%	0.0050	0.6%	45%	False	False	159
60	0.8434	0.7977	0.0457	5.6%	0.0044	0.5%	34%	False	False	118
80	0.8455	0.7977	0.0478	5.9%	0.0039	0.5%	32%	False	False	90
100	0.8470	0.7977	0.0493	6.1%	0.0038	0.5%	31%	False	False	74
120	0.8548	0.7977	0.0571	7.0%	0.0035	0.4%	27%	False	False	62

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8343
2.618	0.8267
1.618	0.8221
1.000	0.8192
0.618	0.8174
HIGH	0.8146
0.618	0.8128
0.500	0.8122
0.382	0.8117
LOW	0.8099
0.618	0.8070
1.000	0.8053
1.618	0.8024
2.618	0.7977
4.250	0.7901

Fisher Pivots for day following 27-Jul-2015
Pivot	1 day	3 day
R1	0.8128	0.8124
PP	0.8125	0.8117
S1	0.8122	0.8109

Download as Excel Spreadsheet

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

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