CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 20-Aug-2015

Day Change Summary
	Previous	Current
	19-Aug-2015	20-Aug-2015	Change	Change %	Previous Week
Open	0.8052	0.8085	0.0033	0.4%	0.8056
High	0.8099	0.8121	0.0022	0.3%	0.8089
Low	0.8049	0.8070	0.0021	0.3%	0.7997
Close	0.8096	0.8115	0.0019	0.2%	0.8063
Range	0.0050	0.0051	0.0001	2.0%	0.0092
ATR	0.0042	0.0042	0.0001	1.6%	0.0000
Volume	151	436	285	188.7%	5,076

Daily Pivots for day following 20-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8255	0.8236	0.8143
R3	0.8204	0.8185	0.8129
R2	0.8153	0.8153	0.8124
R1	0.8134	0.8134	0.8120	0.8143
PP	0.8102	0.8102	0.8102	0.8106
S1	0.8083	0.8083	0.8110	0.8092
S2	0.8051	0.8051	0.8106
S3	0.8000	0.8032	0.8101
S4	0.7949	0.7981	0.8087

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	0.8121	0.8044	0.0077	0.9%	0.0032	0.4%	93%	True	False	179
10	0.8121	0.7997	0.0124	1.5%	0.0040	0.5%	96%	True	False	596
20	0.8146	0.7997	0.0149	1.8%	0.0039	0.5%	79%	False	False	387
40	0.8320	0.7997	0.0323	4.0%	0.0044	0.5%	37%	False	False	298
60	0.8320	0.7977	0.0343	4.2%	0.0046	0.6%	40%	False	False	236
80	0.8454	0.7977	0.0477	5.9%	0.0043	0.5%	29%	False	False	183
100	0.8455	0.7977	0.0478	5.9%	0.0039	0.5%	29%	False	False	147
120	0.8470	0.7977	0.0493	6.1%	0.0038	0.5%	28%	False	False	124

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8337
2.618	0.8254
1.618	0.8203
1.000	0.8172
0.618	0.8152
HIGH	0.8121
0.618	0.8101
0.500	0.8095
0.382	0.8089
LOW	0.8070
0.618	0.8038
1.000	0.8019
1.618	0.7987
2.618	0.7936
4.250	0.7853

Fisher Pivots for day following 20-Aug-2015
Pivot	1 day	3 day
R1	0.8108	0.8105
PP	0.8102	0.8095
S1	0.8095	0.8084

Download as Excel Spreadsheet

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

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