CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 06-Oct-2015

Day Change Summary
	Previous	Current
	05-Oct-2015	06-Oct-2015	Change	Change %	Previous Week
Open	0.8342	0.8310	-0.0032	-0.4%	0.8308
High	0.8350	0.8334	-0.0016	-0.2%	0.8434
Low	0.8303	0.8302	-0.0001	0.0%	0.8303
Close	0.8308	0.8325	0.0017	0.2%	0.8350
Range	0.0047	0.0032	-0.0015	-31.9%	0.0132
ATR	0.0075	0.0072	-0.0003	-4.1%	0.0000
Volume	128,141	116,510	-11,631	-9.1%	890,482

Daily Pivots for day following 06-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8416	0.8402	0.8342
R3	0.8384	0.8370	0.8333
R2	0.8352	0.8352	0.8330
R1	0.8338	0.8338	0.8327	0.8345
PP	0.8320	0.8320	0.8320	0.8323
S1	0.8306	0.8306	0.8322	0.8313
S2	0.8288	0.8288	0.8319
S3	0.8256	0.8274	0.8316
S4	0.8224	0.8242	0.8307

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	0.8302	0.0133	1.6%	0.0062	0.7%	17%	False	True	165,800
10	0.8434	0.8260	0.0175	2.1%	0.0067	0.8%	37%	False	False	164,276
20	0.8434	0.8251	0.0184	2.2%	0.0070	0.8%	40%	False	False	147,381
40	0.8604	0.7997	0.0607	7.3%	0.0080	1.0%	54%	False	False	76,122
60	0.8604	0.7997	0.0607	7.3%	0.0065	0.8%	54%	False	False	50,815
80	0.8604	0.7997	0.0607	7.3%	0.0062	0.7%	54%	False	False	38,155
100	0.8604	0.7977	0.0627	7.5%	0.0060	0.7%	55%	False	False	30,544
120	0.8604	0.7977	0.0627	7.5%	0.0054	0.6%	55%	False	False	25,457

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	0.8470
2.618	0.8417
1.618	0.8385
1.000	0.8366
0.618	0.8353
HIGH	0.8334
0.618	0.8321
0.500	0.8318
0.382	0.8314
LOW	0.8302
0.618	0.8282
1.000	0.8270
1.618	0.8250
2.618	0.8218
4.250	0.8166

Fisher Pivots for day following 06-Oct-2015
Pivot	1 day	3 day
R1	0.8322	0.8368
PP	0.8320	0.8353
S1	0.8318	0.8339

Download as Excel Spreadsheet

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

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