CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 08-Sep-2015

Day Change Summary
	Previous	Current
	04-Sep-2015	08-Sep-2015	Change	Change %	Previous Week
Open	0.8338	0.8423	0.0085	1.0%	0.8235
High	0.8446	0.8430	-0.0016	-0.2%	0.8446
Low	0.8334	0.8331	-0.0003	0.0%	0.8235
Close	0.8421	0.8349	-0.0072	-0.8%	0.8421
Range	0.0112	0.0099	-0.0013	-11.6%	0.0211
ATR	0.0085	0.0086	0.0001	1.2%	0.0000
Volume	16,658	45,813	29,155	175.0%	36,830

Daily Pivots for day following 08-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8667	0.8607	0.8403
R3	0.8568	0.8508	0.8376
R2	0.8469	0.8469	0.8367
R1	0.8409	0.8409	0.8358	0.8390
PP	0.8370	0.8370	0.8370	0.8360
S1	0.8310	0.8310	0.8340	0.8291
S2	0.8271	0.8271	0.8331
S3	0.8172	0.8211	0.8322
S4	0.8073	0.8112	0.8295

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	0.8262	0.0184	2.2%	0.0099	1.2%	48%	False	False	15,920
10	0.8466	0.8229	0.0237	2.8%	0.0098	1.2%	51%	False	False	9,074
20	0.8604	0.7997	0.0607	7.3%	0.0089	1.1%	58%	False	False	4,863
40	0.8604	0.7997	0.0607	7.3%	0.0062	0.7%	58%	False	False	2,532
60	0.8604	0.7997	0.0607	7.3%	0.0059	0.7%	58%	False	False	1,746
80	0.8604	0.7977	0.0627	7.5%	0.0057	0.7%	59%	False	False	1,335
100	0.8604	0.7977	0.0627	7.5%	0.0050	0.6%	59%	False	False	1,072
120	0.8604	0.7977	0.0627	7.5%	0.0046	0.6%	59%	False	False	894

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8851
2.618	0.8689
1.618	0.8590
1.000	0.8529
0.618	0.8491
HIGH	0.8430
0.618	0.8392
0.500	0.8381
0.382	0.8369
LOW	0.8331
0.618	0.8270
1.000	0.8232
1.618	0.8171
2.618	0.8072
4.250	0.7910

Fisher Pivots for day following 08-Sep-2015
Pivot	1 day	3 day
R1	0.8381	0.8372
PP	0.8370	0.8364
S1	0.8360	0.8357

Download as Excel Spreadsheet

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

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