CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 30-Sep-2015

Day Change Summary
	Previous	Current
	29-Sep-2015	30-Sep-2015	Change	Change %	Previous Week
Open	0.8348	0.8357	0.0009	0.1%	0.8340
High	0.8395	0.8372	-0.0023	-0.3%	0.8401
Low	0.8330	0.8317	-0.0013	-0.2%	0.8260
Close	0.8365	0.8343	-0.0022	-0.3%	0.8299
Range	0.0065	0.0056	-0.0010	-14.6%	0.0142
ATR	0.0077	0.0076	-0.0002	-2.0%	0.0000
Volume	173,624	151,287	-22,337	-12.9%	729,135

Daily Pivots for day following 30-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8510	0.8482	0.8374
R3	0.8455	0.8427	0.8358
R2	0.8399	0.8399	0.8353
R1	0.8371	0.8371	0.8348	0.8358
PP	0.8344	0.8344	0.8344	0.8337
S1	0.8316	0.8316	0.8338	0.8302
S2	0.8288	0.8288	0.8333
S3	0.8233	0.8260	0.8328
S4	0.8177	0.8205	0.8312

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%	0.0070	0.8%	59%	False	False	170,757
10	0.8414	0.8260	0.0154	1.8%	0.0072	0.9%	54%	False	False	152,046
20	0.8446	0.8251	0.0195	2.3%	0.0076	0.9%	47%	False	False	117,171
40	0.8604	0.7997	0.0607	7.3%	0.0078	0.9%	57%	False	False	59,220
60	0.8604	0.7997	0.0607	7.3%	0.0067	0.8%	57%	False	False	39,537
80	0.8604	0.7997	0.0607	7.3%	0.0062	0.7%	57%	False	False	29,697
100	0.8604	0.7977	0.0627	7.5%	0.0058	0.7%	58%	False	False	23,768
120	0.8604	0.7977	0.0627	7.5%	0.0053	0.6%	58%	False	False	19,809

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0017
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8608
2.618	0.8517
1.618	0.8462
1.000	0.8428
0.618	0.8406
HIGH	0.8372
0.618	0.8351
0.500	0.8344
0.382	0.8338
LOW	0.8317
0.618	0.8282
1.000	0.8261
1.618	0.8227
2.618	0.8171
4.250	0.8081

Fisher Pivots for day following 30-Sep-2015
Pivot	1 day	3 day
R1	0.8344	0.8349
PP	0.8344	0.8347
S1	0.8343	0.8345

Download as Excel Spreadsheet

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

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