CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 18-Sep-2015

Day Change Summary
	Previous	Current
	17-Sep-2015	18-Sep-2015	Change	Change %	Previous Week
Open	0.8308	0.8333	0.0026	0.3%	0.8308
High	0.8362	0.8414	0.0052	0.6%	0.8414
Low	0.8274	0.8319	0.0045	0.5%	0.8274
Close	0.8333	0.8360	0.0027	0.3%	0.8360
Range	0.0088	0.0095	0.0008	8.6%	0.0140
ATR	0.0081	0.0082	0.0001	1.3%	0.0000
Volume	159,729	174,178	14,449	9.0%	723,488

Daily Pivots for day following 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8649	0.8600	0.8412
R3	0.8554	0.8505	0.8386
R2	0.8459	0.8459	0.8377
R1	0.8410	0.8410	0.8369	0.8434
PP	0.8364	0.8364	0.8364	0.8376
S1	0.8315	0.8315	0.8351	0.8339
S2	0.8269	0.8269	0.8343
S3	0.8174	0.8220	0.8334
S4	0.8079	0.8125	0.8308

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8768	0.8703	0.8437
R3	0.8628	0.8564	0.8398
R2	0.8489	0.8489	0.8386
R1	0.8424	0.8424	0.8373	0.8457
PP	0.8349	0.8349	0.8349	0.8365
S1	0.8285	0.8285	0.8347	0.8317
S2	0.8210	0.8210	0.8334
S3	0.8070	0.8145	0.8322
S4	0.7931	0.8006	0.8283

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8414	0.8274	0.0140	1.7%	0.0076	0.9%	62%	True	False	144,697
10	0.8446	0.8251	0.0195	2.3%	0.0082	1.0%	56%	False	False	114,583
20	0.8604	0.8114	0.0490	5.9%	0.0104	1.2%	50%	False	False	58,793
40	0.8604	0.7997	0.0607	7.3%	0.0071	0.9%	60%	False	False	29,590
60	0.8604	0.7997	0.0607	7.3%	0.0064	0.8%	60%	False	False	19,796
80	0.8604	0.7977	0.0627	7.5%	0.0061	0.7%	61%	False	False	14,875
100	0.8604	0.7977	0.0627	7.5%	0.0055	0.7%	61%	False	False	11,905
120	0.8604	0.7977	0.0627	7.5%	0.0049	0.6%	61%	False	False	9,922

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8817
2.618	0.8662
1.618	0.8567
1.000	0.8509
0.618	0.8472
HIGH	0.8414
0.618	0.8377
0.500	0.8366
0.382	0.8355
LOW	0.8319
0.618	0.8260
1.000	0.8224
1.618	0.8165
2.618	0.8070
4.250	0.7915

Fisher Pivots for day following 18-Sep-2015
Pivot	1 day	3 day
R1	0.8366	0.8355
PP	0.8364	0.8349
S1	0.8362	0.8344

Download as Excel Spreadsheet

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

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