CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 24-Sep-2015

Day Change Summary
	Previous	Current
	23-Sep-2015	24-Sep-2015	Change	Change %	Previous Week
Open	0.8339	0.8331	-0.0008	-0.1%	0.8308
High	0.8374	0.8401	0.0028	0.3%	0.8414
Low	0.8309	0.8319	0.0010	0.1%	0.8274
Close	0.8339	0.8343	0.0005	0.1%	0.8360
Range	0.0065	0.0083	0.0018	26.9%	0.0140
ATR	0.0078	0.0078	0.0000	0.4%	0.0000
Volume	111,261	203,277	92,016	82.7%	723,488

Daily Pivots for day following 24-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8602	0.8555	0.8388
R3	0.8519	0.8472	0.8366
R2	0.8437	0.8437	0.8358
R1	0.8390	0.8390	0.8351	0.8413
PP	0.8354	0.8354	0.8354	0.8366
S1	0.8307	0.8307	0.8335	0.8331
S2	0.8272	0.8272	0.8328
S3	0.8189	0.8225	0.8320
S4	0.8107	0.8142	0.8298

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	0.8302	0.0112	1.3%	0.0074	0.9%	37%	False	False	142,044
10	0.8414	0.8274	0.0140	1.7%	0.0070	0.8%	49%	False	False	138,708
20	0.8446	0.8229	0.0217	2.6%	0.0081	1.0%	53%	False	False	85,197
40	0.8604	0.7997	0.0607	7.3%	0.0075	0.9%	57%	False	False	42,979
60	0.8604	0.7997	0.0607	7.3%	0.0065	0.8%	57%	False	False	28,721
80	0.8604	0.7977	0.0627	7.5%	0.0062	0.7%	58%	False	False	21,571
100	0.8604	0.7977	0.0627	7.5%	0.0057	0.7%	58%	False	False	17,266
120	0.8604	0.7977	0.0627	7.5%	0.0051	0.6%	58%	False	False	14,389

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8752
2.618	0.8617
1.618	0.8534
1.000	0.8484
0.618	0.8452
HIGH	0.8401
0.618	0.8369
0.500	0.8360
0.382	0.8350
LOW	0.8319
0.618	0.8268
1.000	0.8236
1.618	0.8185
2.618	0.8103
4.250	0.7968

Fisher Pivots for day following 24-Sep-2015
Pivot	1 day	3 day
R1	0.8360	0.8355
PP	0.8354	0.8351
S1	0.8349	0.8347

Download as Excel Spreadsheet

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

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