CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 11-Sep-2015

Day Change Summary
	Previous	Current
	10-Sep-2015	11-Sep-2015	Change	Change %	Previous Week
Open	0.8317	0.8301	-0.0017	-0.2%	0.8423
High	0.8348	0.8321	-0.0027	-0.3%	0.8430
Low	0.8251	0.8279	0.0029	0.3%	0.8251
Close	0.8304	0.8305	0.0001	0.0%	0.8305
Range	0.0097	0.0042	-0.0056	-57.2%	0.0180
ATR	0.0087	0.0084	-0.0003	-3.7%	0.0000
Volume	127,013	127,557	544	0.4%	405,693

Daily Pivots for day following 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8426	0.8407	0.8328
R3	0.8385	0.8366	0.8316
R2	0.8343	0.8343	0.8313
R1	0.8324	0.8324	0.8309	0.8334
PP	0.8302	0.8302	0.8302	0.8306
S1	0.8283	0.8283	0.8301	0.8292
S2	0.8260	0.8260	0.8297
S3	0.8219	0.8241	0.8294
S4	0.8177	0.8200	0.8282

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8867	0.8766	0.8404
R3	0.8688	0.8586	0.8354
R2	0.8508	0.8508	0.8338
R1	0.8407	0.8407	0.8321	0.8368
PP	0.8329	0.8329	0.8329	0.8309
S1	0.8227	0.8227	0.8289	0.8188
S2	0.8149	0.8149	0.8272
S3	0.7970	0.8048	0.8256
S4	0.7790	0.7868	0.8206

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%	0.0088	1.1%	28%	False	False	84,470
10	0.8446	0.8229	0.0217	2.6%	0.0085	1.0%	35%	False	False	44,312
20	0.8604	0.8044	0.0560	6.7%	0.0093	1.1%	47%	False	False	22,664
40	0.8604	0.7997	0.0607	7.3%	0.0065	0.8%	51%	False	False	11,517
60	0.8604	0.7997	0.0607	7.3%	0.0061	0.7%	51%	False	False	7,743
80	0.8604	0.7977	0.0627	7.5%	0.0059	0.7%	52%	False	False	5,833
100	0.8604	0.7977	0.0627	7.5%	0.0052	0.6%	52%	False	False	4,671
120	0.8604	0.7977	0.0627	7.5%	0.0047	0.6%	52%	False	False	3,893

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.8497
2.618	0.8429
1.618	0.8388
1.000	0.8362
0.618	0.8346
HIGH	0.8321
0.618	0.8305
0.500	0.8300
0.382	0.8295
LOW	0.8279
0.618	0.8253
1.000	0.8238
1.618	0.8212
2.618	0.8170
4.250	0.8103

Fisher Pivots for day following 11-Sep-2015
Pivot	1 day	3 day
R1	0.8303	0.8304
PP	0.8302	0.8304
S1	0.8300	0.8303

Download as Excel Spreadsheet

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

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