CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 02-Oct-2015

Day Change Summary
	Previous	Current
	01-Oct-2015	02-Oct-2015	Change	Change %	Previous Week
Open	0.8349	0.8348	-0.0002	0.0%	0.8308
High	0.8377	0.8434	0.0057	0.7%	0.8434
Low	0.8321	0.8313	-0.0009	-0.1%	0.8303
Close	0.8345	0.8350	0.0005	0.1%	0.8350
Range	0.0056	0.0122	0.0066	117.0%	0.0132
ATR	0.0074	0.0078	0.0003	4.6%	0.0000
Volume	158,733	274,331	115,598	72.8%	890,482

Daily Pivots for day following 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8730	0.8662	0.8417
R3	0.8609	0.8540	0.8383
R2	0.8487	0.8487	0.8372
R1	0.8419	0.8419	0.8361	0.8453
PP	0.8366	0.8366	0.8366	0.8383
S1	0.8297	0.8297	0.8339	0.8331
S2	0.8244	0.8244	0.8328
S3	0.8123	0.8176	0.8317
S4	0.8001	0.8054	0.8283

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8757	0.8685	0.8422
R3	0.8625	0.8553	0.8386
R2	0.8494	0.8494	0.8374
R1	0.8422	0.8422	0.8362	0.8458
PP	0.8362	0.8362	0.8362	0.8380
S1	0.8290	0.8290	0.8338	0.8326
S2	0.8231	0.8231	0.8326
S3	0.8099	0.8159	0.8314
S4	0.7968	0.8027	0.8278

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8434	0.8303	0.0132	1.6%	0.0072	0.9%	36%	True	False	178,096
10	0.8434	0.8260	0.0175	2.1%	0.0072	0.9%	52%	True	False	161,961
20	0.8446	0.8251	0.0195	2.3%	0.0077	0.9%	51%	False	False	138,272
40	0.8604	0.7997	0.0607	7.3%	0.0080	1.0%	58%	False	False	70,036
60	0.8604	0.7997	0.0607	7.3%	0.0066	0.8%	58%	False	False	46,743
80	0.8604	0.7997	0.0607	7.3%	0.0062	0.7%	58%	False	False	35,100
100	0.8604	0.7977	0.0627	7.5%	0.0060	0.7%	60%	False	False	28,098
120	0.8604	0.7977	0.0627	7.5%	0.0054	0.6%	60%	False	False	23,418

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	0.8950
2.618	0.8752
1.618	0.8631
1.000	0.8556
0.618	0.8509
HIGH	0.8434
0.618	0.8388
0.500	0.8373
0.382	0.8359
LOW	0.8313
0.618	0.8237
1.000	0.8191
1.618	0.8116
2.618	0.7994
4.250	0.7796

Fisher Pivots for day following 02-Oct-2015
Pivot	1 day	3 day
R1	0.8373	0.8373
PP	0.8366	0.8366
S1	0.8358	0.8358

Download as Excel Spreadsheet

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

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