CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 10-Aug-2015

Day Change Summary
	Previous	Current
	07-Aug-2015	10-Aug-2015	Change	Change %	Previous Week
Open	0.8092	0.8078	-0.0014	-0.2%	0.8108
High	0.8092	0.8080	-0.0012	-0.1%	0.8108
Low	0.8041	0.8054	0.0013	0.2%	0.8041
Close	0.8092	0.8062	-0.0030	-0.4%	0.8092
Range	0.0051	0.0026	-0.0025	-49.0%	0.0067
ATR	0.0038	0.0038	0.0000	0.1%	0.0000
Volume	0	24	24		21

Daily Pivots for day following 10-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8143	0.8129	0.8076
R3	0.8117	0.8103	0.8069
R2	0.8091	0.8091	0.8067
R1	0.8077	0.8077	0.8064	0.8071
PP	0.8065	0.8065	0.8065	0.8063
S1	0.8051	0.8051	0.8060	0.8045
S2	0.8039	0.8039	0.8057
S3	0.8013	0.8025	0.8055
S4	0.7987	0.7999	0.8048

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%	0.0032	0.4%	31%	False	False	7
10	0.8160	0.8041	0.0119	1.5%	0.0032	0.4%	18%	False	False	8
20	0.8170	0.8041	0.0129	1.6%	0.0029	0.4%	16%	False	False	4
40	0.8331	0.8041	0.0290	3.6%	0.0027	0.3%	7%	False	False	4

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	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8191
2.618	0.8148
1.618	0.8122
1.000	0.8106
0.618	0.8096
HIGH	0.8080
0.618	0.8070
0.500	0.8067
0.382	0.8064
LOW	0.8054
0.618	0.8038
1.000	0.8028
1.618	0.8012
2.618	0.7986
4.250	0.7944

Fisher Pivots for day following 10-Aug-2015
Pivot	1 day	3 day
R1	0.8067	0.8067
PP	0.8065	0.8065
S1	0.8064	0.8064

Download as Excel Spreadsheet

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

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