CME Japanese Yen Future December 2015

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

Day Change Summary
	Previous	Current
	09-Sep-2015	10-Sep-2015	Change	Change %	Previous Week
Open	0.8352	0.8317	-0.0035	-0.4%	0.8235
High	0.8356	0.8348	-0.0008	-0.1%	0.8446
Low	0.8264	0.8251	-0.0013	-0.2%	0.8235
Close	0.8305	0.8304	-0.0001	0.0%	0.8421
Range	0.0092	0.0097	0.0005	5.4%	0.0211
ATR	0.0086	0.0087	0.0001	0.9%	0.0000
Volume	105,310	127,013	21,703	20.6%	36,830

Daily Pivots for day following 10-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8592	0.8545	0.8357
R3	0.8495	0.8448	0.8331
R2	0.8398	0.8398	0.8322
R1	0.8351	0.8351	0.8313	0.8326
PP	0.8301	0.8301	0.8301	0.8288
S1	0.8254	0.8254	0.8295	0.8229
S2	0.8204	0.8204	0.8286
S3	0.8107	0.8157	0.8277
S4	0.8010	0.8060	0.8251

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	0.8251	0.0195	2.3%	0.0095	1.1%	27%	False	True	60,179
10	0.8446	0.8229	0.0217	2.6%	0.0092	1.1%	35%	False	False	31,685
20	0.8604	0.8039	0.0565	6.8%	0.0092	1.1%	47%	False	False	16,326
40	0.8604	0.7997	0.0607	7.3%	0.0065	0.8%	51%	False	False	8,332
60	0.8604	0.7997	0.0607	7.3%	0.0061	0.7%	51%	False	False	5,617
80	0.8604	0.7977	0.0627	7.5%	0.0059	0.7%	52%	False	False	4,239
100	0.8604	0.7977	0.0627	7.5%	0.0052	0.6%	52%	False	False	3,395
120	0.8604	0.7977	0.0627	7.5%	0.0047	0.6%	52%	False	False	2,830

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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8760
2.618	0.8601
1.618	0.8504
1.000	0.8445
0.618	0.8407
HIGH	0.8348
0.618	0.8310
0.500	0.8299
0.382	0.8288
LOW	0.8251
0.618	0.8191
1.000	0.8154
1.618	0.8094
2.618	0.7997
4.250	0.7838

Fisher Pivots for day following 10-Sep-2015
Pivot	1 day	3 day
R1	0.8302	0.8340
PP	0.8301	0.8328
S1	0.8299	0.8316

Download as Excel Spreadsheet

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

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