CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 21-Aug-2015

Day Change Summary
	Previous	Current
	20-Aug-2015	21-Aug-2015	Change	Change %	Previous Week
Open	0.8085	0.8118	0.0034	0.4%	0.8051
High	0.8121	0.8219	0.0099	1.2%	0.8219
Low	0.8070	0.8114	0.0044	0.5%	0.8044
Close	0.8115	0.8204	0.0089	1.1%	0.8204
Range	0.0051	0.0106	0.0055	106.9%	0.0175
ATR	0.0042	0.0047	0.0005	10.7%	0.0000
Volume	436	546	110	25.2%	1,278

Daily Pivots for day following 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8495	0.8455	0.8262
R3	0.8390	0.8349	0.8233
R2	0.8284	0.8284	0.8223
R1	0.8244	0.8244	0.8213	0.8264
PP	0.8179	0.8179	0.8179	0.8189
S1	0.8138	0.8138	0.8194	0.8159
S2	0.8073	0.8073	0.8184
S3	0.7968	0.8033	0.8174
S4	0.7862	0.7927	0.8145

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8681	0.8617	0.8300
R3	0.8506	0.8442	0.8252
R2	0.8331	0.8331	0.8236
R1	0.8267	0.8267	0.8220	0.8299
PP	0.8156	0.8156	0.8156	0.8171
S1	0.8092	0.8092	0.8187	0.8124
S2	0.7981	0.7981	0.8171
S3	0.7806	0.7917	0.8155
S4	0.7631	0.7742	0.8107

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8219	0.8044	0.0175	2.1%	0.0048	0.6%	91%	True	False	255
10	0.8219	0.7997	0.0222	2.7%	0.0045	0.5%	93%	True	False	635
20	0.8219	0.7997	0.0222	2.7%	0.0043	0.5%	93%	True	False	409
40	0.8320	0.7997	0.0323	3.9%	0.0045	0.6%	64%	False	False	310
60	0.8320	0.7977	0.0343	4.2%	0.0047	0.6%	66%	False	False	243
80	0.8434	0.7977	0.0457	5.6%	0.0043	0.5%	50%	False	False	190
100	0.8455	0.7977	0.0478	5.8%	0.0039	0.5%	47%	False	False	153
120	0.8470	0.7977	0.0493	6.0%	0.0038	0.5%	46%	False	False	129

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	0.8667
2.618	0.8495
1.618	0.8390
1.000	0.8325
0.618	0.8284
HIGH	0.8219
0.618	0.8179
0.500	0.8166
0.382	0.8154
LOW	0.8114
0.618	0.8048
1.000	0.8008
1.618	0.7943
2.618	0.7837
4.250	0.7665

Fisher Pivots for day following 21-Aug-2015
Pivot	1 day	3 day
R1	0.8191	0.8180
PP	0.8179	0.8157
S1	0.8166	0.8134

Download as Excel Spreadsheet

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

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