CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 28-Sep-2015

Day Change Summary
	Previous	Current
	25-Sep-2015	28-Sep-2015	Change	Change %	Previous Week
Open	0.8330	0.8308	-0.0022	-0.3%	0.8340
High	0.8344	0.8365	0.0021	0.2%	0.8401
Low	0.8260	0.8303	0.0043	0.5%	0.8260
Close	0.8299	0.8356	0.0058	0.7%	0.8299
Range	0.0085	0.0062	-0.0023	-26.6%	0.0142
ATR	0.0079	0.0078	-0.0001	-1.2%	0.0000
Volume	193,091	132,507	-60,584	-31.4%	729,135

Daily Pivots for day following 28-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8527	0.8504	0.8390
R3	0.8465	0.8442	0.8373
R2	0.8403	0.8403	0.8367
R1	0.8380	0.8380	0.8362	0.8391
PP	0.8341	0.8341	0.8341	0.8347
S1	0.8318	0.8318	0.8350	0.8329
S2	0.8279	0.8279	0.8345
S3	0.8217	0.8256	0.8339
S4	0.8155	0.8194	0.8322

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%	0.0071	0.8%	68%	False	False	152,429
10	0.8414	0.8260	0.0154	1.8%	0.0073	0.9%	63%	False	False	146,428
20	0.8446	0.8235	0.0211	2.5%	0.0079	0.9%	57%	False	False	101,382
40	0.8604	0.7997	0.0607	7.3%	0.0076	0.9%	59%	False	False	51,105
60	0.8604	0.7997	0.0607	7.3%	0.0066	0.8%	59%	False	False	34,129
80	0.8604	0.7977	0.0627	7.5%	0.0062	0.7%	60%	False	False	25,640
100	0.8604	0.7977	0.0627	7.5%	0.0058	0.7%	60%	False	False	20,520
120	0.8604	0.7977	0.0627	7.5%	0.0052	0.6%	60%	False	False	17,102

Crabel Price Patterns
NR	True
NR4	True
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	0.0019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8628
2.618	0.8527
1.618	0.8465
1.000	0.8427
0.618	0.8403
HIGH	0.8365
0.618	0.8341
0.500	0.8334
0.382	0.8326
LOW	0.8303
0.618	0.8264
1.000	0.8241
1.618	0.8202
2.618	0.8140
4.250	0.8039

Fisher Pivots for day following 28-Sep-2015
Pivot	1 day	3 day
R1	0.8349	0.8347
PP	0.8341	0.8339
S1	0.8334	0.8330

Download as Excel Spreadsheet

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

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