CME Japanese Yen Future December 2015

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

Day Change Summary
	Previous	Current
	15-Sep-2015	16-Sep-2015	Change	Change %	Previous Week
Open	0.8331	0.8318	-0.0013	-0.2%	0.8423
High	0.8389	0.8339	-0.0050	-0.6%	0.8430
Low	0.8301	0.8297	-0.0004	0.0%	0.8251
Close	0.8314	0.8300	-0.0015	-0.2%	0.8305
Range	0.0088	0.0042	-0.0046	-52.3%	0.0180
ATR	0.0083	0.0080	-0.0003	-3.5%	0.0000
Volume	158,713	110,026	-48,687	-30.7%	405,693

Daily Pivots for day following 16-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8438	0.8411	0.8323
R3	0.8396	0.8369	0.8311
R2	0.8354	0.8354	0.8307
R1	0.8327	0.8327	0.8303	0.8319
PP	0.8312	0.8312	0.8312	0.8308
S1	0.8285	0.8285	0.8296	0.8277
S2	0.8270	0.8270	0.8292
S3	0.8228	0.8243	0.8288
S4	0.8186	0.8201	0.8276

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	0.8389	0.8251	0.0139	1.7%	0.0068	0.8%	35%	False	False	128,830
10	0.8446	0.8251	0.0195	2.3%	0.0079	0.9%	25%	False	False	82,296
20	0.8604	0.8049	0.0555	6.7%	0.0100	1.2%	45%	False	False	42,127
40	0.8604	0.7997	0.0607	7.3%	0.0068	0.8%	50%	False	False	21,245
60	0.8604	0.7997	0.0607	7.3%	0.0062	0.7%	50%	False	False	14,232
80	0.8604	0.7977	0.0627	7.5%	0.0060	0.7%	51%	False	False	10,702
100	0.8604	0.7977	0.0627	7.5%	0.0053	0.6%	51%	False	False	8,566
120	0.8604	0.7977	0.0627	7.5%	0.0048	0.6%	51%	False	False	7,139

Crabel Price Patterns
NR	True
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	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8518
2.618	0.8449
1.618	0.8407
1.000	0.8381
0.618	0.8365
HIGH	0.8339
0.618	0.8323
0.500	0.8318
0.382	0.8313
LOW	0.8297
0.618	0.8271
1.000	0.8255
1.618	0.8229
2.618	0.8187
4.250	0.8119

Fisher Pivots for day following 16-Sep-2015
Pivot	1 day	3 day
R1	0.8318	0.8339
PP	0.8312	0.8326
S1	0.8306	0.8313

Download as Excel Spreadsheet

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

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