CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 28-Aug-2015

Day Change Summary
	Previous	Current
	27-Aug-2015	28-Aug-2015	Change	Change %	Previous Week
Open	0.8334	0.8265	-0.0069	-0.8%	0.8220
High	0.8361	0.8301	-0.0060	-0.7%	0.8604
Low	0.8251	0.8229	-0.0022	-0.3%	0.8214
Close	0.8303	0.8253	-0.0051	-0.6%	0.8253
Range	0.0110	0.0072	-0.0038	-34.2%	0.0390
ATR	0.0083	0.0083	-0.0001	-0.8%	0.0000
Volume	1,290	599	-691	-53.6%	9,319

Daily Pivots for day following 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8477	0.8437	0.8292
R3	0.8405	0.8365	0.8272
R2	0.8333	0.8333	0.8266
R1	0.8293	0.8293	0.8259	0.8277
PP	0.8261	0.8261	0.8261	0.8253
S1	0.8221	0.8221	0.8246	0.8205
S2	0.8189	0.8189	0.8239
S3	0.8117	0.8149	0.8233
S4	0.8045	0.8077	0.8213

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.9525	0.9278	0.8467
R3	0.9136	0.8889	0.8360
R2	0.8746	0.8746	0.8324
R1	0.8499	0.8499	0.8288	0.8623
PP	0.8357	0.8357	0.8357	0.8418
S1	0.8110	0.8110	0.8217	0.8233
S2	0.7967	0.7967	0.8181
S3	0.7578	0.7720	0.8145
S4	0.7188	0.7331	0.8038

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8604	0.8214	0.0390	4.7%	0.0164	2.0%	10%	False	False	1,863
10	0.8604	0.8044	0.0560	6.8%	0.0106	1.3%	37%	False	False	1,059
20	0.8604	0.7997	0.0607	7.3%	0.0074	0.9%	42%	False	False	829
40	0.8604	0.7997	0.0607	7.3%	0.0060	0.7%	42%	False	False	503
60	0.8604	0.7977	0.0627	7.6%	0.0056	0.7%	44%	False	False	393
80	0.8604	0.7977	0.0627	7.6%	0.0052	0.6%	44%	False	False	304
100	0.8604	0.7977	0.0627	7.6%	0.0047	0.6%	44%	False	False	246
120	0.8604	0.7977	0.0627	7.6%	0.0044	0.5%	44%	False	False	206

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.0015
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8607
2.618	0.8489
1.618	0.8417
1.000	0.8373
0.618	0.8345
HIGH	0.8301
0.618	0.8273
0.500	0.8265
0.382	0.8257
LOW	0.8229
0.618	0.8185
1.000	0.8157
1.618	0.8113
2.618	0.8041
4.250	0.7923

Fisher Pivots for day following 28-Aug-2015
Pivot	1 day	3 day
R1	0.8265	0.8342
PP	0.8261	0.8312
S1	0.8257	0.8282

Download as Excel Spreadsheet

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

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