CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 07-Aug-2015

Day Change Summary
	Previous	Current
	06-Aug-2015	07-Aug-2015	Change	Change %	Previous Week
Open	0.8028	0.8030	0.0002	0.0%	0.8078
High	0.8043	0.8073	0.0030	0.4%	0.8088
Low	0.8020	0.8015	-0.0005	-0.1%	0.8002
Close	0.8034	0.8072	0.0038	0.5%	0.8072
Range	0.0023	0.0058	0.0035	150.0%	0.0087
ATR	0.0044	0.0045	0.0001	2.2%	0.0000
Volume	394	155	-239	-60.7%	913

Daily Pivots for day following 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8226	0.8206	0.8103
R3	0.8168	0.8149	0.8087
R2	0.8111	0.8111	0.8082
R1	0.8091	0.8091	0.8077	0.8101
PP	0.8053	0.8053	0.8053	0.8058
S1	0.8034	0.8034	0.8066	0.8043
S2	0.7996	0.7996	0.8061
S3	0.7938	0.7976	0.8056
S4	0.7881	0.7919	0.8040

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8313	0.8279	0.8119
R3	0.8227	0.8192	0.8095
R2	0.8140	0.8140	0.8087
R1	0.8106	0.8106	0.8079	0.8080
PP	0.8054	0.8054	0.8054	0.8041
S1	0.8019	0.8019	0.8064	0.7993
S2	0.7967	0.7967	0.8056
S3	0.7881	0.7933	0.8048
S4	0.7794	0.7846	0.8024

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8088	0.8002	0.0087	1.1%	0.0042	0.5%	81%	False	False	182
10	0.8146	0.8002	0.0144	1.8%	0.0041	0.5%	49%	False	False	183
20	0.8174	0.8002	0.0172	2.1%	0.0037	0.5%	41%	False	False	159
40	0.8320	0.8002	0.0318	3.9%	0.0043	0.5%	22%	False	False	162
60	0.8434	0.7977	0.0457	5.7%	0.0047	0.6%	21%	False	False	142
80	0.8455	0.7977	0.0478	5.9%	0.0040	0.5%	20%	False	False	111
100	0.8470	0.7977	0.0493	6.1%	0.0038	0.5%	19%	False	False	91
120	0.8470	0.7977	0.0493	6.1%	0.0036	0.4%	19%	False	False	76

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8317
2.618	0.8223
1.618	0.8166
1.000	0.8130
0.618	0.8108
HIGH	0.8073
0.618	0.8051
0.500	0.8044
0.382	0.8037
LOW	0.8015
0.618	0.7979
1.000	0.7958
1.618	0.7922
2.618	0.7864
4.250	0.7771

Fisher Pivots for day following 07-Aug-2015
Pivot	1 day	3 day
R1	0.8062	0.8061
PP	0.8053	0.8050
S1	0.8044	0.8040

Download as Excel Spreadsheet

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

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