CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 05-Aug-2015

Day Change Summary
	Previous	Current
	04-Aug-2015	05-Aug-2015	Change	Change %	Previous Week
Open	0.8080	0.8058	-0.0022	-0.3%	0.8102
High	0.8088	0.8078	-0.0010	-0.1%	0.8146
Low	0.8059	0.8002	-0.0057	-0.7%	0.8043
Close	0.8059	0.8024	-0.0035	-0.4%	0.8080
Range	0.0030	0.0077	0.0047	159.3%	0.0103
ATR	0.0043	0.0045	0.0002	5.6%	0.0000
Volume	95	34	-61	-64.2%	919

Daily Pivots for day following 05-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8264	0.8220	0.8066
R3	0.8187	0.8144	0.8045
R2	0.8111	0.8111	0.8038
R1	0.8067	0.8067	0.8031	0.8051
PP	0.8034	0.8034	0.8034	0.8026
S1	0.7991	0.7991	0.8016	0.7974
S2	0.7958	0.7958	0.8009
S3	0.7881	0.7914	0.8002
S4	0.7805	0.7838	0.7981

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	0.8109	0.8002	0.0107	1.3%	0.0042	0.5%	21%	False	True	183
10	0.8146	0.8002	0.0144	1.8%	0.0038	0.5%	15%	False	True	141
20	0.8317	0.8002	0.0316	3.9%	0.0041	0.5%	7%	False	True	159
40	0.8320	0.8002	0.0318	4.0%	0.0047	0.6%	7%	False	True	158
60	0.8434	0.7977	0.0457	5.7%	0.0046	0.6%	10%	False	False	133
80	0.8455	0.7977	0.0478	6.0%	0.0041	0.5%	10%	False	False	105
100	0.8470	0.7977	0.0493	6.1%	0.0039	0.5%	9%	False	False	85
120	0.8492	0.7977	0.0515	6.4%	0.0035	0.4%	9%	False	False	72

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	0.0008
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.8403
2.618	0.8278
1.618	0.8202
1.000	0.8155
0.618	0.8125
HIGH	0.8078
0.618	0.8049
0.500	0.8040
0.382	0.8031
LOW	0.8002
0.618	0.7954
1.000	0.7925
1.618	0.7878
2.618	0.7801
4.250	0.7676

Fisher Pivots for day following 05-Aug-2015
Pivot	1 day	3 day
R1	0.8040	0.8045
PP	0.8034	0.8038
S1	0.8029	0.8031

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

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