CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 27-Aug-2015

Day Change Summary
	Previous	Current
	26-Aug-2015	27-Aug-2015	Change	Change %	Previous Week
Open	0.8419	0.8334	-0.0086	-1.0%	0.8051
High	0.8456	0.8361	-0.0095	-1.1%	0.8219
Low	0.8347	0.8251	-0.0096	-1.1%	0.8044
Close	0.8387	0.8303	-0.0084	-1.0%	0.8204
Range	0.0109	0.0110	0.0001	0.5%	0.0175
ATR	0.0079	0.0083	0.0004	5.1%	0.0000
Volume	907	1,290	383	42.2%	1,278

Daily Pivots for day following 27-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8633	0.8578	0.8363
R3	0.8524	0.8468	0.8333
R2	0.8414	0.8414	0.8323
R1	0.8359	0.8359	0.8313	0.8332
PP	0.8305	0.8305	0.8305	0.8291
S1	0.8249	0.8249	0.8293	0.8222
S2	0.8195	0.8195	0.8283
S3	0.8086	0.8140	0.8273
S4	0.7976	0.8030	0.8243

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	0.8114	0.0490	5.9%	0.0171	2.1%	39%	False	False	1,853
10	0.8604	0.8044	0.0560	6.7%	0.0102	1.2%	46%	False	False	1,016
20	0.8604	0.7997	0.0607	7.3%	0.0073	0.9%	50%	False	False	824
40	0.8604	0.7997	0.0607	7.3%	0.0059	0.7%	50%	False	False	496
60	0.8604	0.7977	0.0627	7.5%	0.0056	0.7%	52%	False	False	384
80	0.8604	0.7977	0.0627	7.5%	0.0051	0.6%	52%	False	False	299
100	0.8604	0.7977	0.0627	7.5%	0.0046	0.6%	52%	False	False	240
120	0.8604	0.7977	0.0627	7.5%	0.0044	0.5%	52%	False	False	201

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8826
2.618	0.8647
1.618	0.8538
1.000	0.8470
0.618	0.8428
HIGH	0.8361
0.618	0.8319
0.500	0.8306
0.382	0.8293
LOW	0.8251
0.618	0.8183
1.000	0.8142
1.618	0.8074
2.618	0.7964
4.250	0.7786

Fisher Pivots for day following 27-Aug-2015
Pivot	1 day	3 day
R1	0.8306	0.8359
PP	0.8305	0.8340
S1	0.8304	0.8322

Download as Excel Spreadsheet

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

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