CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 04-Sep-2015

Day Change Summary
	Previous	Current
	03-Sep-2015	04-Sep-2015	Change	Change %	Previous Week
Open	0.8318	0.8338	0.0020	0.2%	0.8235
High	0.8371	0.8446	0.0075	0.9%	0.8446
Low	0.8298	0.8334	0.0036	0.4%	0.8235
Close	0.8348	0.8421	0.0073	0.9%	0.8421
Range	0.0073	0.0112	0.0040	54.5%	0.0211
ATR	0.0083	0.0085	0.0002	2.5%	0.0000
Volume	6,103	16,658	10,555	172.9%	36,830

Daily Pivots for day following 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8736	0.8690	0.8482
R3	0.8624	0.8578	0.8451
R2	0.8512	0.8512	0.8441
R1	0.8466	0.8466	0.8431	0.8489
PP	0.8400	0.8400	0.8400	0.8411
S1	0.8354	0.8354	0.8410	0.8377
S2	0.8288	0.8288	0.8400
S3	0.8176	0.8242	0.8390
S4	0.8064	0.8130	0.8359

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8999	0.8920	0.8536
R3	0.8788	0.8710	0.8478
R2	0.8578	0.8578	0.8459
R1	0.8499	0.8499	0.8440	0.8538
PP	0.8367	0.8367	0.8367	0.8387
S1	0.8289	0.8289	0.8401	0.8328
S2	0.8157	0.8157	0.8382
S3	0.7946	0.8078	0.8363
S4	0.7736	0.7868	0.8305

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8446	0.8235	0.0211	2.5%	0.0089	1.1%	88%	True	False	7,366
10	0.8604	0.8214	0.0390	4.6%	0.0127	1.5%	53%	False	False	4,614
20	0.8604	0.7997	0.0607	7.2%	0.0086	1.0%	70%	False	False	2,625
40	0.8604	0.7997	0.0607	7.2%	0.0061	0.7%	70%	False	False	1,392
60	0.8604	0.7997	0.0607	7.2%	0.0057	0.7%	70%	False	False	983
80	0.8604	0.7977	0.0627	7.4%	0.0056	0.7%	71%	False	False	762
100	0.8604	0.7977	0.0627	7.4%	0.0050	0.6%	71%	False	False	614
120	0.8604	0.7977	0.0627	7.4%	0.0046	0.5%	71%	False	False	513

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	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8922
2.618	0.8739
1.618	0.8627
1.000	0.8558
0.618	0.8515
HIGH	0.8446
0.618	0.8403
0.500	0.8390
0.382	0.8376
LOW	0.8334
0.618	0.8264
1.000	0.8222
1.618	0.8152
2.618	0.8040
4.250	0.7858

Fisher Pivots for day following 04-Sep-2015
Pivot	1 day	3 day
R1	0.8410	0.8404
PP	0.8400	0.8388
S1	0.8390	0.8372

Download as Excel Spreadsheet

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

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