CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 10-Aug-2015

Day Change Summary
	Previous	Current
	07-Aug-2015	10-Aug-2015	Change	Change %	Previous Week
Open	0.8030	0.8056	0.0026	0.3%	0.8078
High	0.8073	0.8056	-0.0017	-0.2%	0.8088
Low	0.8015	0.8032	0.0017	0.2%	0.8002
Close	0.8072	0.8041	-0.0031	-0.4%	0.8072
Range	0.0058	0.0024	-0.0034	-58.3%	0.0087
ATR	0.0045	0.0044	0.0000	-0.8%	0.0000
Volume	155	1,041	886	571.6%	913

Daily Pivots for day following 10-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8115	0.8102	0.8054
R3	0.8091	0.8078	0.8048
R2	0.8067	0.8067	0.8045
R1	0.8054	0.8054	0.8043	0.8049
PP	0.8043	0.8043	0.8043	0.8040
S1	0.8030	0.8030	0.8039	0.8025
S2	0.8019	0.8019	0.8037
S3	0.7995	0.8006	0.8034
S4	0.7971	0.7982	0.8028

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%	46%	False	False	343
10	0.8140	0.8002	0.0139	1.7%	0.0039	0.5%	29%	False	False	279
20	0.8152	0.8002	0.0151	1.9%	0.0035	0.4%	26%	False	False	201
40	0.8320	0.8002	0.0318	4.0%	0.0043	0.5%	12%	False	False	187
60	0.8413	0.7977	0.0436	5.4%	0.0047	0.6%	15%	False	False	159
80	0.8455	0.7977	0.0478	5.9%	0.0041	0.5%	13%	False	False	124
100	0.8470	0.7977	0.0493	6.1%	0.0038	0.5%	13%	False	False	100
120	0.8470	0.7977	0.0493	6.1%	0.0036	0.4%	13%	False	False	85

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8158
2.618	0.8119
1.618	0.8095
1.000	0.8080
0.618	0.8071
HIGH	0.8056
0.618	0.8047
0.500	0.8044
0.382	0.8041
LOW	0.8032
0.618	0.8017
1.000	0.8008
1.618	0.7993
2.618	0.7969
4.250	0.7930

Fisher Pivots for day following 10-Aug-2015
Pivot	1 day	3 day
R1	0.8044	0.8044
PP	0.8043	0.8043
S1	0.8042	0.8042

Download as Excel Spreadsheet

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

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