CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 17-Aug-2015

Day Change Summary
	Previous	Current
	14-Aug-2015	17-Aug-2015	Change	Change %	Previous Week
Open	0.8048	0.8051	0.0003	0.0%	0.8056
High	0.8073	0.8063	-0.0010	-0.1%	0.8089
Low	0.8048	0.8044	-0.0004	0.0%	0.7997
Close	0.8063	0.8052	-0.0012	-0.1%	0.8063
Range	0.0025	0.0019	-0.0006	-24.0%	0.0092
ATR	0.0045	0.0043	-0.0002	-4.1%	0.0000
Volume	164	55	-109	-66.5%	5,076

Daily Pivots for day following 17-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8110	0.8100	0.8062
R3	0.8091	0.8081	0.8057
R2	0.8072	0.8072	0.8055
R1	0.8062	0.8062	0.8053	0.8067
PP	0.8053	0.8053	0.8053	0.8055
S1	0.8043	0.8043	0.8050	0.8048
S2	0.8034	0.8034	0.8048
S3	0.8015	0.8024	0.8046
S4	0.7996	0.8005	0.8041

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%	0.0040	0.5%	60%	False	False	818
10	0.8089	0.7997	0.0092	1.1%	0.0041	0.5%	60%	False	False	580
20	0.8146	0.7997	0.0149	1.8%	0.0038	0.5%	37%	False	False	370
40	0.8320	0.7997	0.0323	4.0%	0.0044	0.5%	17%	False	False	284
60	0.8320	0.7977	0.0343	4.3%	0.0048	0.6%	22%	False	False	226
80	0.8454	0.7977	0.0477	5.9%	0.0042	0.5%	16%	False	False	175
100	0.8455	0.7977	0.0478	5.9%	0.0038	0.5%	16%	False	False	141
120	0.8470	0.7977	0.0493	6.1%	0.0037	0.5%	15%	False	False	119

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.8144
2.618	0.8113
1.618	0.8094
1.000	0.8082
0.618	0.8075
HIGH	0.8063
0.618	0.8056
0.500	0.8054
0.382	0.8051
LOW	0.8044
0.618	0.8032
1.000	0.8025
1.618	0.8013
2.618	0.7994
4.250	0.7963

Fisher Pivots for day following 17-Aug-2015
Pivot	1 day	3 day
R1	0.8054	0.8056
PP	0.8053	0.8055
S1	0.8052	0.8053

Download as Excel Spreadsheet

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

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