CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 07-Oct-2015

Day Change Summary
	Previous	Current
	06-Oct-2015	07-Oct-2015	Change	Change %	Previous Week
Open	0.8310	0.8327	0.0018	0.2%	0.8308
High	0.8334	0.8359	0.0025	0.3%	0.8434
Low	0.8302	0.8316	0.0015	0.2%	0.8303
Close	0.8325	0.8345	0.0021	0.2%	0.8350
Range	0.0032	0.0043	0.0011	32.8%	0.0132
ATR	0.0072	0.0070	-0.0002	-2.9%	0.0000
Volume	116,510	133,717	17,207	14.8%	890,482

Daily Pivots for day following 07-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8467	0.8449	0.8368
R3	0.8425	0.8406	0.8357
R2	0.8382	0.8382	0.8353
R1	0.8364	0.8364	0.8349	0.8373
PP	0.8340	0.8340	0.8340	0.8345
S1	0.8321	0.8321	0.8341	0.8331
S2	0.8297	0.8297	0.8337
S3	0.8255	0.8279	0.8333
S4	0.8212	0.8236	0.8322

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%	0.0060	0.7%	33%	False	False	162,286
10	0.8434	0.8260	0.0175	2.1%	0.0065	0.8%	49%	False	False	166,521
20	0.8434	0.8251	0.0184	2.2%	0.0068	0.8%	51%	False	False	148,802
40	0.8604	0.7997	0.0607	7.3%	0.0080	1.0%	57%	False	False	79,403
60	0.8604	0.7997	0.0607	7.3%	0.0065	0.8%	57%	False	False	53,041
80	0.8604	0.7997	0.0607	7.3%	0.0062	0.7%	57%	False	False	39,826
100	0.8604	0.7977	0.0627	7.5%	0.0060	0.7%	59%	False	False	31,881
120	0.8604	0.7977	0.0627	7.5%	0.0054	0.6%	59%	False	False	26,571

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8539
2.618	0.8470
1.618	0.8427
1.000	0.8401
0.618	0.8385
HIGH	0.8359
0.618	0.8342
0.500	0.8337
0.382	0.8332
LOW	0.8316
0.618	0.8290
1.000	0.8274
1.618	0.8247
2.618	0.8205
4.250	0.8135

Fisher Pivots for day following 07-Oct-2015
Pivot	1 day	3 day
R1	0.8342	0.8340
PP	0.8340	0.8335
S1	0.8337	0.8330

Download as Excel Spreadsheet

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

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