CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 08-Oct-2015

Day Change Summary
	Previous	Current
	07-Oct-2015	08-Oct-2015	Change	Change %	Previous Week
Open	0.8327	0.8341	0.0014	0.2%	0.8308
High	0.8359	0.8366	0.0007	0.1%	0.8434
Low	0.8316	0.8332	0.0016	0.2%	0.8303
Close	0.8345	0.8340	-0.0005	-0.1%	0.8350
Range	0.0043	0.0034	-0.0009	-20.0%	0.0132
ATR	0.0070	0.0068	-0.0003	-3.7%	0.0000
Volume	133,717	122,719	-10,998	-8.2%	890,482

Daily Pivots for day following 08-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8448	0.8428	0.8359
R3	0.8414	0.8394	0.8349
R2	0.8380	0.8380	0.8346
R1	0.8360	0.8360	0.8343	0.8353
PP	0.8346	0.8346	0.8346	0.8342
S1	0.8326	0.8326	0.8337	0.8319
S2	0.8312	0.8312	0.8334
S3	0.8278	0.8292	0.8331
S4	0.8244	0.8258	0.8321

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%	0.0055	0.7%	29%	False	False	155,083
10	0.8434	0.8260	0.0175	2.1%	0.0060	0.7%	46%	False	False	158,466
20	0.8434	0.8260	0.0175	2.1%	0.0065	0.8%	46%	False	False	148,587
40	0.8604	0.8039	0.0565	6.8%	0.0079	0.9%	53%	False	False	82,456
60	0.8604	0.7997	0.0607	7.3%	0.0065	0.8%	57%	False	False	55,084
80	0.8604	0.7997	0.0607	7.3%	0.0062	0.7%	57%	False	False	41,359
100	0.8604	0.7977	0.0627	7.5%	0.0060	0.7%	58%	False	False	33,108
120	0.8604	0.7977	0.0627	7.5%	0.0054	0.6%	58%	False	False	27,594

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8510
2.618	0.8455
1.618	0.8421
1.000	0.8400
0.618	0.8387
HIGH	0.8366
0.618	0.8353
0.500	0.8349
0.382	0.8344
LOW	0.8332
0.618	0.8310
1.000	0.8298
1.618	0.8276
2.618	0.8242
4.250	0.8187

Fisher Pivots for day following 08-Oct-2015
Pivot	1 day	3 day
R1	0.8349	0.8338
PP	0.8346	0.8336
S1	0.8343	0.8334

Download as Excel Spreadsheet

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

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