CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 06-Aug-2015

Day Change Summary
	Previous	Current
	05-Aug-2015	06-Aug-2015	Change	Change %	Previous Week
Open	0.8058	0.8028	-0.0030	-0.4%	0.8102
High	0.8078	0.8043	-0.0035	-0.4%	0.8146
Low	0.8002	0.8020	0.0019	0.2%	0.8043
Close	0.8024	0.8034	0.0011	0.1%	0.8080
Range	0.0077	0.0023	-0.0054	-69.9%	0.0103
ATR	0.0045	0.0044	-0.0002	-3.5%	0.0000
Volume	34	394	360	1,058.8%	919

Daily Pivots for day following 06-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8101	0.8091	0.8047
R3	0.8078	0.8068	0.8040
R2	0.8055	0.8055	0.8038
R1	0.8045	0.8045	0.8036	0.8050
PP	0.8032	0.8032	0.8032	0.8035
S1	0.8022	0.8022	0.8032	0.8027
S2	0.8009	0.8009	0.8030
S3	0.7986	0.7999	0.8028
S4	0.7963	0.7976	0.8021

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%	0.0040	0.5%	30%	False	False	253
10	0.8146	0.8002	0.0144	1.8%	0.0038	0.5%	23%	False	False	178
20	0.8250	0.8002	0.0249	3.1%	0.0039	0.5%	13%	False	False	158
40	0.8320	0.8002	0.0318	4.0%	0.0044	0.5%	10%	False	False	165
60	0.8434	0.7977	0.0457	5.7%	0.0047	0.6%	12%	False	False	139
80	0.8455	0.7977	0.0478	5.9%	0.0040	0.5%	12%	False	False	109
100	0.8470	0.7977	0.0493	6.1%	0.0039	0.5%	12%	False	False	89
120	0.8470	0.7977	0.0493	6.1%	0.0035	0.4%	12%	False	False	75

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8141
2.618	0.8103
1.618	0.8080
1.000	0.8066
0.618	0.8057
HIGH	0.8043
0.618	0.8034
0.500	0.8032
0.382	0.8029
LOW	0.8020
0.618	0.8006
1.000	0.7997
1.618	0.7983
2.618	0.7960
4.250	0.7922

Fisher Pivots for day following 06-Aug-2015
Pivot	1 day	3 day
R1	0.8033	0.8045
PP	0.8032	0.8041
S1	0.8032	0.8038

Download as Excel Spreadsheet

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

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