CME Japanese Yen Future September 2016

Trading Metrics calculated at close of trading on 16-Dec-2015

Day Change Summary
	Previous	Current
	15-Dec-2015	16-Dec-2015	Change	Change %	Previous Week
Open	0.8288	0.8283	-0.0005	-0.1%	0.8182
High	0.8288	0.8283	-0.0005	-0.1%	0.8355
Low	0.8288	0.8283	-0.0005	-0.1%	0.8182
Close	0.8288	0.8283	-0.0005	-0.1%	0.8355
Range
ATR
Volume

Daily Pivots for day following 16-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8283	0.8283	0.8283
R3	0.8283	0.8283	0.8283
R2	0.8283	0.8283	0.8283
R1	0.8283	0.8283	0.8283	0.8283
PP	0.8283	0.8283	0.8283	0.8283
S1	0.8283	0.8283	0.8283	0.8283
S2	0.8283	0.8283	0.8283
S3	0.8283	0.8283	0.8283
S4	0.8283	0.8283	0.8283

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8816	0.8758	0.8450
R3	0.8643	0.8585	0.8402
R2	0.8470	0.8470	0.8386
R1	0.8412	0.8412	0.8370	0.8441
PP	0.8297	0.8297	0.8297	0.8311
S1	0.8239	0.8239	0.8339	0.8268
S2	0.8124	0.8124	0.8323
S3	0.7951	0.8066	0.8307
S4	0.7778	0.7893	0.8259

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8355	0.8283	0.0072	0.9%	0.0003	0.0%	0%	False	True
10	0.8355	0.8182	0.0173	2.1%	0.0008	0.1%	59%	False	False	1

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	0.8283
2.618	0.8283
1.618	0.8283
1.000	0.8283
0.618	0.8283
HIGH	0.8283
0.618	0.8283
0.500	0.8283
0.382	0.8283
LOW	0.8283
0.618	0.8283
1.000	0.8283
1.618	0.8283
2.618	0.8283
4.250	0.8283

Fisher Pivots for day following 16-Dec-2015
Pivot	1 day	3 day
R1	0.8283	0.8318
PP	0.8283	0.8306
S1	0.8283	0.8295

Download as Excel Spreadsheet

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

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