CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 26-Aug-2015

Day Change Summary
	Previous	Current
	25-Aug-2015	26-Aug-2015	Change	Change %	Previous Week
Open	0.8456	0.8419	-0.0037	-0.4%	0.8051
High	0.8466	0.8456	-0.0011	-0.1%	0.8219
Low	0.8325	0.8347	0.0022	0.3%	0.8044
Close	0.8367	0.8387	0.0020	0.2%	0.8204
Range	0.0142	0.0109	-0.0033	-23.0%	0.0175
ATR	0.0077	0.0079	0.0002	3.0%	0.0000
Volume	5,306	907	-4,399	-82.9%	1,278

Daily Pivots for day following 26-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8723	0.8664	0.8446
R3	0.8614	0.8555	0.8416
R2	0.8505	0.8505	0.8406
R1	0.8446	0.8446	0.8396	0.8421
PP	0.8396	0.8396	0.8396	0.8384
S1	0.8337	0.8337	0.8377	0.8312
S2	0.8287	0.8287	0.8367
S3	0.8178	0.8228	0.8357
S4	0.8069	0.8119	0.8327

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	0.8070	0.0534	6.4%	0.0159	1.9%	59%	False	False	1,682
10	0.8604	0.8039	0.0565	6.7%	0.0093	1.1%	62%	False	False	967
20	0.8604	0.7997	0.0607	7.2%	0.0069	0.8%	64%	False	False	762
40	0.8604	0.7997	0.0607	7.2%	0.0058	0.7%	64%	False	False	484
60	0.8604	0.7977	0.0627	7.5%	0.0055	0.7%	65%	False	False	363
80	0.8604	0.7977	0.0627	7.5%	0.0051	0.6%	65%	False	False	283
100	0.8604	0.7977	0.0627	7.5%	0.0045	0.5%	65%	False	False	227
120	0.8604	0.7977	0.0627	7.5%	0.0043	0.5%	65%	False	False	191

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	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8919
2.618	0.8741
1.618	0.8632
1.000	0.8565
0.618	0.8523
HIGH	0.8456
0.618	0.8414
0.500	0.8401
0.382	0.8388
LOW	0.8347
0.618	0.8279
1.000	0.8238
1.618	0.8170
2.618	0.8061
4.250	0.7883

Fisher Pivots for day following 26-Aug-2015
Pivot	1 day	3 day
R1	0.8401	0.8409
PP	0.8396	0.8401
S1	0.8391	0.8394

Download as Excel Spreadsheet

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

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