CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 01-Sep-2015

Day Change Summary
	Previous	Current
	31-Aug-2015	01-Sep-2015	Change	Change %	Previous Week
Open	0.8235	0.8263	0.0028	0.3%	0.8220
High	0.8285	0.8399	0.0114	1.4%	0.8604
Low	0.8235	0.8262	0.0027	0.3%	0.8214
Close	0.8271	0.8362	0.0091	1.1%	0.8253
Range	0.0050	0.0137	0.0088	176.8%	0.0390
ATR	0.0080	0.0084	0.0004	5.0%	0.0000
Volume	3,041	6,094	3,053	100.4%	9,319

Daily Pivots for day following 01-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8752	0.8694	0.8437
R3	0.8615	0.8557	0.8399
R2	0.8478	0.8478	0.8387
R1	0.8420	0.8420	0.8374	0.8449
PP	0.8341	0.8341	0.8341	0.8355
S1	0.8283	0.8283	0.8349	0.8312
S2	0.8204	0.8204	0.8336
S3	0.8067	0.8146	0.8324
S4	0.7930	0.8009	0.8286

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	0.8456	0.8229	0.0227	2.7%	0.0095	1.1%	58%	False	False	2,386
10	0.8604	0.8049	0.0555	6.6%	0.0121	1.5%	56%	False	False	1,958
20	0.8604	0.7997	0.0607	7.3%	0.0081	1.0%	60%	False	False	1,269
40	0.8604	0.7997	0.0607	7.3%	0.0062	0.7%	60%	False	False	720
60	0.8604	0.7997	0.0607	7.3%	0.0058	0.7%	60%	False	False	539
80	0.8604	0.7977	0.0627	7.5%	0.0054	0.6%	61%	False	False	417
100	0.8604	0.7977	0.0627	7.5%	0.0049	0.6%	61%	False	False	337
120	0.8604	0.7977	0.0627	7.5%	0.0045	0.5%	61%	False	False	282

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8981
2.618	0.8757
1.618	0.8620
1.000	0.8536
0.618	0.8483
HIGH	0.8399
0.618	0.8346
0.500	0.8330
0.382	0.8314
LOW	0.8262
0.618	0.8177
1.000	0.8125
1.618	0.8040
2.618	0.7903
4.250	0.7679

Fisher Pivots for day following 01-Sep-2015
Pivot	1 day	3 day
R1	0.8351	0.8346
PP	0.8341	0.8330
S1	0.8330	0.8314

Download as Excel Spreadsheet

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

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