CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 30-Jul-2015

Day Change Summary
	Previous	Current
	29-Jul-2015	30-Jul-2015	Change	Change %	Previous Week
Open	0.8116	0.8070	-0.0046	-0.6%	0.8073
High	0.8116	0.8074	-0.0042	-0.5%	0.8109
Low	0.8087	0.8043	-0.0045	-0.6%	0.8048
Close	0.8090	0.8065	-0.0026	-0.3%	0.8098
Range	0.0029	0.0031	0.0003	8.8%	0.0061
ATR	0.0045	0.0045	0.0000	0.4%	0.0000
Volume	141	48	-93	-66.0%	608

Daily Pivots for day following 30-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8153	0.8140	0.8082
R3	0.8122	0.8109	0.8073
R2	0.8091	0.8091	0.8070
R1	0.8078	0.8078	0.8067	0.8069
PP	0.8060	0.8060	0.8060	0.8056
S1	0.8047	0.8047	0.8062	0.8038
S2	0.8029	0.8029	0.8059
S3	0.7998	0.8016	0.8056
S4	0.7967	0.7985	0.8047

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	0.8043	0.0103	1.3%	0.0035	0.4%	21%	False	True	104
10	0.8146	0.8043	0.0103	1.3%	0.0032	0.4%	21%	False	True	107
20	0.8320	0.8043	0.0277	3.4%	0.0046	0.6%	8%	False	True	168
40	0.8320	0.7977	0.0343	4.2%	0.0048	0.6%	26%	False	False	164
60	0.8434	0.7977	0.0457	5.7%	0.0044	0.6%	19%	False	False	123
80	0.8455	0.7977	0.0478	5.9%	0.0040	0.5%	18%	False	False	94
100	0.8470	0.7977	0.0493	6.1%	0.0038	0.5%	18%	False	False	76
120	0.8492	0.7977	0.0515	6.4%	0.0035	0.4%	17%	False	False	64

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8205
2.618	0.8155
1.618	0.8124
1.000	0.8105
0.618	0.8093
HIGH	0.8074
0.618	0.8062
0.500	0.8058
0.382	0.8054
LOW	0.8043
0.618	0.8023
1.000	0.8012
1.618	0.7992
2.618	0.7961
4.250	0.7911

Fisher Pivots for day following 30-Jul-2015
Pivot	1 day	3 day
R1	0.8062	0.8091
PP	0.8060	0.8082
S1	0.8058	0.8073

Download as Excel Spreadsheet

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

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