CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 21-Sep-2015

Day Change Summary
	Previous	Current
	18-Sep-2015	21-Sep-2015	Change	Change %	Previous Week
Open	0.8333	0.8340	0.0007	0.1%	0.8308
High	0.8414	0.8367	-0.0047	-0.6%	0.8414
Low	0.8319	0.8302	-0.0017	-0.2%	0.8274
Close	0.8360	0.8308	-0.0053	-0.6%	0.8360
Range	0.0095	0.0065	-0.0030	-31.6%	0.0140
ATR	0.0082	0.0081	-0.0001	-1.5%	0.0000
Volume	174,178	99,497	-74,681	-42.9%	723,488

Daily Pivots for day following 21-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8521	0.8479	0.8343
R3	0.8456	0.8414	0.8325
R2	0.8391	0.8391	0.8319
R1	0.8349	0.8349	0.8313	0.8337
PP	0.8326	0.8326	0.8326	0.8320
S1	0.8284	0.8284	0.8302	0.8272
S2	0.8261	0.8261	0.8296
S3	0.8196	0.8219	0.8290
S4	0.8131	0.8154	0.8272

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%	24%	False	False	140,428
10	0.8430	0.8251	0.0180	2.2%	0.0078	0.9%	32%	False	False	122,867
20	0.8604	0.8214	0.0390	4.7%	0.0102	1.2%	24%	False	False	63,741
40	0.8604	0.7997	0.0607	7.3%	0.0073	0.9%	51%	False	False	32,075
60	0.8604	0.7997	0.0607	7.3%	0.0064	0.8%	51%	False	False	21,453
80	0.8604	0.7977	0.0627	7.5%	0.0061	0.7%	53%	False	False	16,118
100	0.8604	0.7977	0.0627	7.5%	0.0055	0.7%	53%	False	False	12,900
120	0.8604	0.7977	0.0627	7.5%	0.0050	0.6%	53%	False	False	10,751

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	0.0021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8643
2.618	0.8537
1.618	0.8472
1.000	0.8432
0.618	0.8407
HIGH	0.8367
0.618	0.8342
0.500	0.8335
0.382	0.8327
LOW	0.8302
0.618	0.8262
1.000	0.8237
1.618	0.8197
2.618	0.8132
4.250	0.8026

Fisher Pivots for day following 21-Sep-2015
Pivot	1 day	3 day
R1	0.8335	0.8344
PP	0.8326	0.8332
S1	0.8317	0.8320

Download as Excel Spreadsheet

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

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