CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 02-Sep-2015

Day Change Summary
	Previous	Current
	01-Sep-2015	02-Sep-2015	Change	Change %	Previous Week
Open	0.8263	0.8380	0.0117	1.4%	0.8220
High	0.8399	0.8389	-0.0010	-0.1%	0.8604
Low	0.8262	0.8315	0.0053	0.6%	0.8214
Close	0.8362	0.8331	-0.0031	-0.4%	0.8253
Range	0.0137	0.0075	-0.0063	-45.6%	0.0390
ATR	0.0084	0.0084	-0.0001	-0.8%	0.0000
Volume	6,094	4,934	-1,160	-19.0%	9,319

Daily Pivots for day following 02-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8568	0.8524	0.8372
R3	0.8494	0.8450	0.8351
R2	0.8419	0.8419	0.8345
R1	0.8375	0.8375	0.8338	0.8360
PP	0.8345	0.8345	0.8345	0.8337
S1	0.8301	0.8301	0.8324	0.8286
S2	0.8270	0.8270	0.8317
S3	0.8196	0.8226	0.8311
S4	0.8121	0.8152	0.8290

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	0.8399	0.8229	0.0170	2.0%	0.0089	1.1%	60%	False	False	3,191
10	0.8604	0.8070	0.0534	6.4%	0.0124	1.5%	49%	False	False	2,437
20	0.8604	0.7997	0.0607	7.3%	0.0081	1.0%	55%	False	False	1,514
40	0.8604	0.7997	0.0607	7.3%	0.0061	0.7%	55%	False	False	837
60	0.8604	0.7997	0.0607	7.3%	0.0058	0.7%	55%	False	False	610
80	0.8604	0.7977	0.0627	7.5%	0.0055	0.7%	57%	False	False	478
100	0.8604	0.7977	0.0627	7.5%	0.0049	0.6%	57%	False	False	386
120	0.8604	0.7977	0.0627	7.5%	0.0046	0.6%	57%	False	False	323

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8706
2.618	0.8584
1.618	0.8510
1.000	0.8464
0.618	0.8435
HIGH	0.8389
0.618	0.8361
0.500	0.8352
0.382	0.8343
LOW	0.8315
0.618	0.8268
1.000	0.8240
1.618	0.8194
2.618	0.8119
4.250	0.7998

Fisher Pivots for day following 02-Sep-2015
Pivot	1 day	3 day
R1	0.8352	0.8326
PP	0.8345	0.8322
S1	0.8338	0.8317

Download as Excel Spreadsheet

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

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