CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 05-Oct-2015

Day Change Summary
	Previous	Current
	02-Oct-2015	05-Oct-2015	Change	Change %	Previous Week
Open	0.8348	0.8342	-0.0006	-0.1%	0.8308
High	0.8434	0.8350	-0.0085	-1.0%	0.8434
Low	0.8313	0.8303	-0.0010	-0.1%	0.8303
Close	0.8350	0.8308	-0.0043	-0.5%	0.8350
Range	0.0122	0.0047	-0.0075	-61.3%	0.0132
ATR	0.0078	0.0075	-0.0002	-2.8%	0.0000
Volume	274,331	128,141	-146,190	-53.3%	890,482

Daily Pivots for day following 05-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8461	0.8431	0.8333
R3	0.8414	0.8384	0.8320
R2	0.8367	0.8367	0.8316
R1	0.8337	0.8337	0.8312	0.8329
PP	0.8320	0.8320	0.8320	0.8316
S1	0.8290	0.8290	0.8303	0.8282
S2	0.8273	0.8273	0.8299
S3	0.8226	0.8243	0.8295
S4	0.8179	0.8196	0.8282

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%	0.0069	0.8%	4%	False	True	177,223
10	0.8434	0.8260	0.0175	2.1%	0.0070	0.8%	28%	False	False	164,826
20	0.8434	0.8251	0.0184	2.2%	0.0074	0.9%	31%	False	False	143,846
40	0.8604	0.7997	0.0607	7.3%	0.0080	1.0%	51%	False	False	73,236
60	0.8604	0.7997	0.0607	7.3%	0.0065	0.8%	51%	False	False	48,877
80	0.8604	0.7997	0.0607	7.3%	0.0062	0.7%	51%	False	False	36,699
100	0.8604	0.7977	0.0627	7.5%	0.0060	0.7%	53%	False	False	29,379
120	0.8604	0.7977	0.0627	7.5%	0.0054	0.6%	53%	False	False	24,486

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 13 trading days

Fibonacci Retracements and Extensions
4.250	0.8549
2.618	0.8473
1.618	0.8426
1.000	0.8397
0.618	0.8379
HIGH	0.8350
0.618	0.8332
0.500	0.8326
0.382	0.8320
LOW	0.8303
0.618	0.8273
1.000	0.8256
1.618	0.8226
2.618	0.8179
4.250	0.8103

Fisher Pivots for day following 05-Oct-2015
Pivot	1 day	3 day
R1	0.8326	0.8368
PP	0.8320	0.8348
S1	0.8314	0.8328

Download as Excel Spreadsheet

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

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