CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 11-Aug-2015

Day Change Summary
	Previous	Current
	10-Aug-2015	11-Aug-2015	Change	Change %	Previous Week
Open	0.8056	0.8042	-0.0014	-0.2%	0.8078
High	0.8056	0.8042	-0.0014	-0.2%	0.8088
Low	0.8032	0.8001	-0.0031	-0.4%	0.8002
Close	0.8041	0.8005	-0.0037	-0.5%	0.8072
Range	0.0024	0.0041	0.0017	70.8%	0.0087
ATR	0.0044	0.0044	0.0000	-0.6%	0.0000
Volume	1,041	2,477	1,436	137.9%	913

Daily Pivots for day following 11-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8139	0.8113	0.8027
R3	0.8098	0.8072	0.8016
R2	0.8057	0.8057	0.8012
R1	0.8031	0.8031	0.8008	0.8023
PP	0.8016	0.8016	0.8016	0.8012
S1	0.7990	0.7990	0.8001	0.7982
S2	0.7975	0.7975	0.7997
S3	0.7934	0.7949	0.7993
S4	0.7893	0.7908	0.7982

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	0.8078	0.8001	0.0077	1.0%	0.0044	0.6%	5%	False	True	820
10	0.8116	0.8001	0.0115	1.4%	0.0038	0.5%	3%	False	True	512
20	0.8146	0.8001	0.0145	1.8%	0.0035	0.4%	2%	False	True	317
40	0.8320	0.8001	0.0319	4.0%	0.0044	0.5%	1%	False	True	249
60	0.8381	0.7977	0.0404	5.0%	0.0047	0.6%	7%	False	False	200
80	0.8454	0.7977	0.0477	6.0%	0.0041	0.5%	6%	False	False	155
100	0.8470	0.7977	0.0493	6.2%	0.0037	0.5%	6%	False	False	125
120	0.8470	0.7977	0.0493	6.2%	0.0036	0.5%	6%	False	False	105

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	0.8216
2.618	0.8149
1.618	0.8108
1.000	0.8083
0.618	0.8067
HIGH	0.8042
0.618	0.8026
0.500	0.8022
0.382	0.8017
LOW	0.8001
0.618	0.7976
1.000	0.7960
1.618	0.7935
2.618	0.7894
4.250	0.7827

Fisher Pivots for day following 11-Aug-2015
Pivot	1 day	3 day
R1	0.8022	0.8037
PP	0.8016	0.8026
S1	0.8010	0.8015

Download as Excel Spreadsheet

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

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