CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 28-Jul-2015

Day Change Summary
	Previous	Current
	27-Jul-2015	28-Jul-2015	Change	Change %	Previous Week
Open	0.8102	0.8136	0.0034	0.4%	0.8073
High	0.8146	0.8140	-0.0006	-0.1%	0.8109
Low	0.8099	0.8095	-0.0004	0.0%	0.8048
Close	0.8131	0.8106	-0.0026	-0.3%	0.8098
Range	0.0047	0.0045	-0.0002	-3.2%	0.0061
ATR	0.0047	0.0047	0.0000	-0.2%	0.0000
Volume	81	142	61	75.3%	608

Daily Pivots for day following 28-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8249	0.8222	0.8130
R3	0.8204	0.8177	0.8118
R2	0.8159	0.8159	0.8114
R1	0.8132	0.8132	0.8110	0.8123
PP	0.8114	0.8114	0.8114	0.8109
S1	0.8087	0.8087	0.8101	0.8078
S2	0.8069	0.8069	0.8097
S3	0.8024	0.8042	0.8093
S4	0.7979	0.7997	0.8081

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	0.8071	0.0075	0.9%	0.0035	0.4%	47%	False	False	89
10	0.8146	0.8048	0.0098	1.2%	0.0031	0.4%	59%	False	False	122
20	0.8320	0.8048	0.0272	3.3%	0.0047	0.6%	21%	False	False	217
40	0.8320	0.7977	0.0343	4.2%	0.0049	0.6%	38%	False	False	161
60	0.8434	0.7977	0.0457	5.6%	0.0044	0.5%	28%	False	False	121
80	0.8455	0.7977	0.0478	5.9%	0.0039	0.5%	27%	False	False	92
100	0.8470	0.7977	0.0493	6.1%	0.0038	0.5%	26%	False	False	75
120	0.8492	0.7977	0.0515	6.4%	0.0035	0.4%	25%	False	False	63

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	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8331
2.618	0.8258
1.618	0.8213
1.000	0.8185
0.618	0.8168
HIGH	0.8140
0.618	0.8123
0.500	0.8118
0.382	0.8112
LOW	0.8095
0.618	0.8067
1.000	0.8050
1.618	0.8022
2.618	0.7977
4.250	0.7904

Fisher Pivots for day following 28-Jul-2015
Pivot	1 day	3 day
R1	0.8118	0.8110
PP	0.8114	0.8109
S1	0.8110	0.8107

Download as Excel Spreadsheet

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

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