CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 31-Aug-2015

Day Change Summary
	Previous	Current
	28-Aug-2015	31-Aug-2015	Change	Change %	Previous Week
Open	0.8265	0.8235	-0.0030	-0.4%	0.8220
High	0.8301	0.8285	-0.0017	-0.2%	0.8604
Low	0.8229	0.8235	0.0006	0.1%	0.8214
Close	0.8253	0.8271	0.0018	0.2%	0.8253
Range	0.0072	0.0050	-0.0023	-31.3%	0.0390
ATR	0.0083	0.0080	-0.0002	-2.9%	0.0000
Volume	599	3,041	2,442	407.7%	9,319

Daily Pivots for day following 31-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8412	0.8391	0.8298
R3	0.8362	0.8341	0.8284
R2	0.8313	0.8313	0.8280
R1	0.8292	0.8292	0.8275	0.8302
PP	0.8263	0.8263	0.8263	0.8269
S1	0.8242	0.8242	0.8266	0.8253
S2	0.8214	0.8214	0.8261
S3	0.8164	0.8193	0.8257
S4	0.8115	0.8143	0.8243

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	0.8466	0.8229	0.0237	2.9%	0.0096	1.2%	18%	False	False	2,228
10	0.8604	0.8048	0.0556	6.7%	0.0109	1.3%	40%	False	False	1,358
20	0.8604	0.7997	0.0607	7.3%	0.0075	0.9%	45%	False	False	969
40	0.8604	0.7997	0.0607	7.3%	0.0060	0.7%	45%	False	False	571
60	0.8604	0.7977	0.0627	7.6%	0.0057	0.7%	47%	False	False	440
80	0.8604	0.7977	0.0627	7.6%	0.0053	0.6%	47%	False	False	341
100	0.8604	0.7977	0.0627	7.6%	0.0048	0.6%	47%	False	False	276
120	0.8604	0.7977	0.0627	7.6%	0.0044	0.5%	47%	False	False	231

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8495
2.618	0.8414
1.618	0.8365
1.000	0.8334
0.618	0.8315
HIGH	0.8285
0.618	0.8266
0.500	0.8260
0.382	0.8254
LOW	0.8235
0.618	0.8204
1.000	0.8186
1.618	0.8155
2.618	0.8105
4.250	0.8025

Fisher Pivots for day following 31-Aug-2015
Pivot	1 day	3 day
R1	0.8267	0.8295
PP	0.8263	0.8287
S1	0.8260	0.8279

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

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