CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 29-Sep-2015

Day Change Summary
	Previous	Current
	28-Sep-2015	29-Sep-2015	Change	Change %	Previous Week
Open	0.8308	0.8348	0.0040	0.5%	0.8340
High	0.8365	0.8395	0.0030	0.4%	0.8401
Low	0.8303	0.8330	0.0027	0.3%	0.8260
Close	0.8356	0.8365	0.0009	0.1%	0.8299
Range	0.0062	0.0065	0.0003	4.8%	0.0142
ATR	0.0078	0.0077	-0.0001	-1.2%	0.0000
Volume	132,507	173,624	41,117	31.0%	729,135

Daily Pivots for day following 29-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8558	0.8527	0.8401
R3	0.8493	0.8462	0.8383
R2	0.8428	0.8428	0.8377
R1	0.8397	0.8397	0.8371	0.8412
PP	0.8363	0.8363	0.8363	0.8371
S1	0.8332	0.8332	0.8359	0.8347
S2	0.8298	0.8298	0.8353
S3	0.8233	0.8267	0.8347
S4	0.8168	0.8202	0.8329

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%	75%	False	False	162,752
10	0.8414	0.8260	0.0154	1.8%	0.0071	0.8%	69%	False	False	147,919
20	0.8446	0.8251	0.0195	2.3%	0.0080	1.0%	59%	False	False	109,911
40	0.8604	0.7997	0.0607	7.3%	0.0077	0.9%	61%	False	False	55,440
60	0.8604	0.7997	0.0607	7.3%	0.0066	0.8%	61%	False	False	37,018
80	0.8604	0.7977	0.0627	7.5%	0.0062	0.7%	62%	False	False	27,808
100	0.8604	0.7977	0.0627	7.5%	0.0058	0.7%	62%	False	False	22,255
120	0.8604	0.7977	0.0627	7.5%	0.0053	0.6%	62%	False	False	18,549

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8671
2.618	0.8565
1.618	0.8500
1.000	0.8460
0.618	0.8435
HIGH	0.8395
0.618	0.8370
0.500	0.8362
0.382	0.8354
LOW	0.8330
0.618	0.8289
1.000	0.8265
1.618	0.8224
2.618	0.8159
4.250	0.8053

Fisher Pivots for day following 29-Sep-2015
Pivot	1 day	3 day
R1	0.8364	0.8352
PP	0.8363	0.8340
S1	0.8362	0.8327

Download as Excel Spreadsheet

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

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