CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 25-Aug-2015

Day Change Summary
	Previous	Current
	24-Aug-2015	25-Aug-2015	Change	Change %	Previous Week
Open	0.8220	0.8456	0.0236	2.9%	0.8051
High	0.8604	0.8466	-0.0138	-1.6%	0.8219
Low	0.8214	0.8325	0.0111	1.3%	0.8044
Close	0.8458	0.8367	-0.0092	-1.1%	0.8204
Range	0.0390	0.0142	-0.0248	-63.7%	0.0175
ATR	0.0072	0.0077	0.0005	6.9%	0.0000
Volume	1,217	5,306	4,089	336.0%	1,278

Daily Pivots for day following 25-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8810	0.8730	0.8444
R3	0.8669	0.8588	0.8405
R2	0.8527	0.8527	0.8392
R1	0.8447	0.8447	0.8379	0.8416
PP	0.8386	0.8386	0.8386	0.8370
S1	0.8305	0.8305	0.8354	0.8275
S2	0.8244	0.8244	0.8341
S3	0.8103	0.8164	0.8328
S4	0.7961	0.8022	0.8289

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	0.8604	0.8049	0.0555	6.6%	0.0148	1.8%	57%	False	False	1,531
10	0.8604	0.7997	0.0607	7.2%	0.0091	1.1%	61%	False	False	935
20	0.8604	0.7997	0.0607	7.2%	0.0065	0.8%	61%	False	False	724
40	0.8604	0.7997	0.0607	7.2%	0.0056	0.7%	61%	False	False	470
60	0.8604	0.7977	0.0627	7.5%	0.0054	0.7%	62%	False	False	349
80	0.8604	0.7977	0.0627	7.5%	0.0050	0.6%	62%	False	False	271
100	0.8604	0.7977	0.0627	7.5%	0.0044	0.5%	62%	False	False	218
120	0.8604	0.7977	0.0627	7.5%	0.0042	0.5%	62%	False	False	183

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

Fibonacci Retracements and Extensions
4.250	0.9067
2.618	0.8836
1.618	0.8695
1.000	0.8608
0.618	0.8553
HIGH	0.8466
0.618	0.8412
0.500	0.8395
0.382	0.8379
LOW	0.8325
0.618	0.8237
1.000	0.8183
1.618	0.8096
2.618	0.7954
4.250	0.7723

Fisher Pivots for day following 25-Aug-2015
Pivot	1 day	3 day
R1	0.8395	0.8364
PP	0.8386	0.8361
S1	0.8376	0.8359

Download as Excel Spreadsheet

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

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