CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 04-Aug-2015

Day Change Summary
	Previous	Current
	03-Aug-2015	04-Aug-2015	Change	Change %	Previous Week
Open	0.8078	0.8080	0.0002	0.0%	0.8102
High	0.8088	0.8088	0.0000	0.0%	0.8146
Low	0.8065	0.8059	-0.0007	-0.1%	0.8043
Close	0.8084	0.8059	-0.0025	-0.3%	0.8080
Range	0.0023	0.0030	0.0007	28.3%	0.0103
ATR	0.0044	0.0043	-0.0001	-2.4%	0.0000
Volume	235	95	-140	-59.6%	919

Daily Pivots for day following 04-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8157	0.8137	0.8075
R3	0.8127	0.8108	0.8067
R2	0.8098	0.8098	0.8064
R1	0.8078	0.8078	0.8061	0.8073
PP	0.8068	0.8068	0.8068	0.8066
S1	0.8049	0.8049	0.8056	0.8044
S2	0.8039	0.8039	0.8053
S3	0.8009	0.8019	0.8050
S4	0.7980	0.7990	0.8042

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8398	0.8342	0.8136
R3	0.8295	0.8239	0.8108
R2	0.8192	0.8192	0.8098
R1	0.8136	0.8136	0.8089	0.8113
PP	0.8089	0.8089	0.8089	0.8078
S1	0.8033	0.8033	0.8070	0.8010
S2	0.7986	0.7986	0.8061
S3	0.7883	0.7930	0.8051
S4	0.7780	0.7827	0.8023

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8116	0.8043	0.0073	0.9%	0.0032	0.4%	22%	False	False	205
10	0.8146	0.8043	0.0103	1.3%	0.0034	0.4%	16%	False	False	147
20	0.8320	0.8043	0.0277	3.4%	0.0044	0.5%	6%	False	False	171
40	0.8320	0.8037	0.0283	3.5%	0.0046	0.6%	8%	False	False	174
60	0.8434	0.7977	0.0457	5.7%	0.0045	0.6%	18%	False	False	133
80	0.8455	0.7977	0.0478	5.9%	0.0041	0.5%	17%	False	False	104
100	0.8470	0.7977	0.0493	6.1%	0.0038	0.5%	17%	False	False	85
120	0.8492	0.7977	0.0515	6.4%	0.0035	0.4%	16%	False	False	71

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8213
2.618	0.8165
1.618	0.8136
1.000	0.8118
0.618	0.8106
HIGH	0.8088
0.618	0.8077
0.500	0.8073
0.382	0.8070
LOW	0.8059
0.618	0.8040
1.000	0.8029
1.618	0.8011
2.618	0.7981
4.250	0.7933

Fisher Pivots for day following 04-Aug-2015
Pivot	1 day	3 day
R1	0.8073	0.8084
PP	0.8068	0.8075
S1	0.8063	0.8067

Download as Excel Spreadsheet

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

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