CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 25-Sep-2015

Day Change Summary
	Previous	Current
	24-Sep-2015	25-Sep-2015	Change	Change %	Previous Week
Open	0.8331	0.8330	-0.0002	0.0%	0.8340
High	0.8401	0.8344	-0.0057	-0.7%	0.8401
Low	0.8319	0.8260	-0.0059	-0.7%	0.8260
Close	0.8343	0.8299	-0.0045	-0.5%	0.8299
Range	0.0083	0.0085	0.0002	2.4%	0.0142
ATR	0.0078	0.0079	0.0000	0.5%	0.0000
Volume	203,277	193,091	-10,186	-5.0%	729,135

Daily Pivots for day following 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8554	0.8511	0.8345
R3	0.8470	0.8426	0.8322
R2	0.8385	0.8385	0.8314
R1	0.8342	0.8342	0.8306	0.8321
PP	0.8301	0.8301	0.8301	0.8290
S1	0.8257	0.8257	0.8291	0.8237
S2	0.8216	0.8216	0.8283
S3	0.8132	0.8173	0.8275
S4	0.8047	0.8088	0.8252

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8744	0.8663	0.8376
R3	0.8603	0.8521	0.8337
R2	0.8461	0.8461	0.8324
R1	0.8380	0.8380	0.8311	0.8350
PP	0.8320	0.8320	0.8320	0.8305
S1	0.8238	0.8238	0.8286	0.8208
S2	0.8178	0.8178	0.8273
S3	0.8037	0.8097	0.8260
S4	0.7895	0.7955	0.8221

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8401	0.8260	0.0142	1.7%	0.0072	0.9%	28%	False	True	145,827
10	0.8414	0.8260	0.0154	1.9%	0.0074	0.9%	25%	False	True	145,262
20	0.8446	0.8229	0.0217	2.6%	0.0079	1.0%	32%	False	False	94,787
40	0.8604	0.7997	0.0607	7.3%	0.0076	0.9%	50%	False	False	47,805
60	0.8604	0.7997	0.0607	7.3%	0.0066	0.8%	50%	False	False	31,926
80	0.8604	0.7977	0.0627	7.5%	0.0062	0.7%	51%	False	False	23,985
100	0.8604	0.7977	0.0627	7.5%	0.0057	0.7%	51%	False	False	19,196
120	0.8604	0.7977	0.0627	7.5%	0.0052	0.6%	51%	False	False	15,998

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	0.0020
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8703
2.618	0.8565
1.618	0.8481
1.000	0.8429
0.618	0.8396
HIGH	0.8344
0.618	0.8312
0.500	0.8302
0.382	0.8292
LOW	0.8260
0.618	0.8207
1.000	0.8175
1.618	0.8123
2.618	0.8038
4.250	0.7900

Fisher Pivots for day following 25-Sep-2015
Pivot	1 day	3 day
R1	0.8302	0.8330
PP	0.8301	0.8320
S1	0.8300	0.8309

Download as Excel Spreadsheet

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

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