CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 07-Aug-2015

Day Change Summary
	Previous	Current
	06-Aug-2015	07-Aug-2015	Change	Change %	Previous Week
Open	0.8045	0.8092	0.0047	0.6%	0.8108
High	0.8056	0.8092	0.0037	0.5%	0.8108
Low	0.8045	0.8041	-0.0004	0.0%	0.8041
Close	0.8055	0.8092	0.0038	0.5%	0.8092
Range	0.0011	0.0051	0.0041	385.7%	0.0067
ATR	0.0036	0.0038	0.0001	2.8%	0.0000
Volume	7	0	-7	-100.0%	21

Daily Pivots for day following 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8228	0.8211	0.8120
R3	0.8177	0.8160	0.8106
R2	0.8126	0.8126	0.8101
R1	0.8109	0.8109	0.8097	0.8118
PP	0.8075	0.8075	0.8075	0.8079
S1	0.8058	0.8058	0.8087	0.8067
S2	0.8024	0.8024	0.8083
S3	0.7973	0.8007	0.8078
S4	0.7922	0.7956	0.8064

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8281	0.8254	0.8129
R3	0.8214	0.8187	0.8110
R2	0.8147	0.8147	0.8104
R1	0.8120	0.8120	0.8098	0.8100
PP	0.8080	0.8080	0.8080	0.8071
S1	0.8053	0.8053	0.8086	0.8033
S2	0.8013	0.8013	0.8080
S3	0.7946	0.7986	0.8074
S4	0.7879	0.7919	0.8055

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8108	0.8041	0.0067	0.8%	0.0031	0.4%	76%	False	True	4
10	0.8164	0.8041	0.0123	1.5%	0.0035	0.4%	41%	False	True	5
20	0.8204	0.8041	0.0163	2.0%	0.0031	0.4%	31%	False	True	3
40	0.8331	0.8041	0.0290	3.6%	0.0027	0.3%	18%	False	True	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.8309
2.618	0.8226
1.618	0.8175
1.000	0.8143
0.618	0.8124
HIGH	0.8092
0.618	0.8073
0.500	0.8067
0.382	0.8060
LOW	0.8041
0.618	0.8009
1.000	0.7990
1.618	0.7958
2.618	0.7907
4.250	0.7824

Fisher Pivots for day following 07-Aug-2015
Pivot	1 day	3 day
R1	0.8084	0.8084
PP	0.8075	0.8075
S1	0.8067	0.8067

Download as Excel Spreadsheet

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

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