CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 14-Aug-2015

Day Change Summary
	Previous	Current
	13-Aug-2015	14-Aug-2015	Change	Change %	Previous Week
Open	0.8064	0.8048	-0.0016	-0.2%	0.8056
High	0.8064	0.8073	0.0010	0.1%	0.8089
Low	0.8039	0.8048	0.0009	0.1%	0.7997
Close	0.8051	0.8063	0.0012	0.1%	0.8063
Range	0.0025	0.0025	0.0001	2.0%	0.0092
ATR	0.0046	0.0045	-0.0002	-3.3%	0.0000
Volume	798	164	-634	-79.4%	5,076

Daily Pivots for day following 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8136	0.8125	0.8077
R3	0.8111	0.8100	0.8070
R2	0.8086	0.8086	0.8068
R1	0.8075	0.8075	0.8065	0.8081
PP	0.8061	0.8061	0.8061	0.8064
S1	0.8050	0.8050	0.8061	0.8056
S2	0.8036	0.8036	0.8058
S3	0.8011	0.8025	0.8056
S4	0.7986	0.8000	0.8049

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8324	0.8285	0.8113
R3	0.8233	0.8194	0.8088
R2	0.8141	0.8141	0.8080
R1	0.8102	0.8102	0.8071	0.8122
PP	0.8050	0.8050	0.8050	0.8059
S1	0.8011	0.8011	0.8055	0.8030
S2	0.7958	0.7958	0.8046
S3	0.7867	0.7919	0.8038
S4	0.7775	0.7828	0.8013

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8089	0.7997	0.0092	1.1%	0.0041	0.5%	72%	False	False	1,015
10	0.8089	0.7997	0.0092	1.1%	0.0042	0.5%	72%	False	False	598
20	0.8146	0.7997	0.0149	1.8%	0.0039	0.5%	44%	False	False	375
40	0.8320	0.7997	0.0323	4.0%	0.0044	0.5%	20%	False	False	285
60	0.8320	0.7977	0.0343	4.2%	0.0048	0.6%	25%	False	False	225
80	0.8454	0.7977	0.0477	5.9%	0.0042	0.5%	18%	False	False	174
100	0.8470	0.7977	0.0493	6.1%	0.0038	0.5%	17%	False	False	140
120	0.8470	0.7977	0.0493	6.1%	0.0037	0.5%	17%	False	False	118

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	0.8179
2.618	0.8138
1.618	0.8113
1.000	0.8098
0.618	0.8088
HIGH	0.8073
0.618	0.8063
0.500	0.8061
0.382	0.8058
LOW	0.8048
0.618	0.8033
1.000	0.8023
1.618	0.8008
2.618	0.7983
4.250	0.7942

Fisher Pivots for day following 14-Aug-2015
Pivot	1 day	3 day
R1	0.8062	0.8056
PP	0.8061	0.8050
S1	0.8061	0.8043

Download as Excel Spreadsheet

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

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