CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 23-Sep-2015

Day Change Summary
	Previous	Current
	22-Sep-2015	23-Sep-2015	Change	Change %	Previous Week
Open	0.8311	0.8339	0.0028	0.3%	0.8308
High	0.8369	0.8374	0.0005	0.1%	0.8414
Low	0.8308	0.8309	0.0001	0.0%	0.8274
Close	0.8344	0.8339	-0.0006	-0.1%	0.8360
Range	0.0061	0.0065	0.0004	6.6%	0.0140
ATR	0.0079	0.0078	-0.0001	-1.3%	0.0000
Volume	122,009	111,261	-10,748	-8.8%	723,488

Daily Pivots for day following 23-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8535	0.8502	0.8374
R3	0.8470	0.8437	0.8356
R2	0.8405	0.8405	0.8350
R1	0.8372	0.8372	0.8344	0.8371
PP	0.8340	0.8340	0.8340	0.8340
S1	0.8307	0.8307	0.8333	0.8306
S2	0.8275	0.8275	0.8327
S3	0.8210	0.8242	0.8321
S4	0.8145	0.8177	0.8303

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%	0.0075	0.9%	46%	False	False	133,334
10	0.8414	0.8251	0.0163	2.0%	0.0071	0.9%	54%	False	False	131,082
20	0.8456	0.8229	0.0227	2.7%	0.0082	1.0%	48%	False	False	75,078
40	0.8604	0.7997	0.0607	7.3%	0.0073	0.9%	56%	False	False	37,901
60	0.8604	0.7997	0.0607	7.3%	0.0065	0.8%	56%	False	False	25,340
80	0.8604	0.7977	0.0627	7.5%	0.0061	0.7%	58%	False	False	19,031
100	0.8604	0.7977	0.0627	7.5%	0.0056	0.7%	58%	False	False	15,233
120	0.8604	0.7977	0.0627	7.5%	0.0051	0.6%	58%	False	False	12,695

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8650
2.618	0.8544
1.618	0.8479
1.000	0.8439
0.618	0.8414
HIGH	0.8374
0.618	0.8349
0.500	0.8341
0.382	0.8333
LOW	0.8309
0.618	0.8268
1.000	0.8244
1.618	0.8203
2.618	0.8138
4.250	0.8032

Fisher Pivots for day following 23-Sep-2015
Pivot	1 day	3 day
R1	0.8341	0.8338
PP	0.8340	0.8338
S1	0.8339	0.8338

Download as Excel Spreadsheet

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

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