CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 09-Oct-2015

Day Change Summary
	Previous	Current
	08-Oct-2015	09-Oct-2015	Change	Change %	Previous Week
Open	0.8341	0.8347	0.0006	0.1%	0.8342
High	0.8366	0.8351	-0.0015	-0.2%	0.8366
Low	0.8332	0.8315	-0.0017	-0.2%	0.8302
Close	0.8340	0.8321	-0.0019	-0.2%	0.8321
Range	0.0034	0.0036	0.0002	5.9%	0.0064
ATR	0.0068	0.0065	-0.0002	-3.3%	0.0000
Volume	122,719	118,116	-4,603	-3.8%	619,203

Daily Pivots for day following 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8437	0.8415	0.8341
R3	0.8401	0.8379	0.8331
R2	0.8365	0.8365	0.8328
R1	0.8343	0.8343	0.8324	0.8336
PP	0.8329	0.8329	0.8329	0.8325
S1	0.8307	0.8307	0.8318	0.8300
S2	0.8293	0.8293	0.8314
S3	0.8257	0.8271	0.8311
S4	0.8221	0.8235	0.8301

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8521	0.8485	0.8356
R3	0.8457	0.8421	0.8339
R2	0.8393	0.8393	0.8333
R1	0.8357	0.8357	0.8327	0.8343
PP	0.8329	0.8329	0.8329	0.8322
S1	0.8293	0.8293	0.8315	0.8279
S2	0.8265	0.8265	0.8309
S3	0.8201	0.8229	0.8303
S4	0.8137	0.8165	0.8286

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8366	0.8302	0.0064	0.8%	0.0038	0.5%	30%	False	False	123,840
10	0.8434	0.8302	0.0133	1.6%	0.0055	0.7%	15%	False	False	150,968
20	0.8434	0.8260	0.0175	2.1%	0.0065	0.8%	35%	False	False	148,115
40	0.8604	0.8044	0.0560	6.7%	0.0079	0.9%	50%	False	False	85,389
60	0.8604	0.7997	0.0607	7.3%	0.0065	0.8%	53%	False	False	57,049
80	0.8604	0.7997	0.0607	7.3%	0.0062	0.7%	53%	False	False	42,836
100	0.8604	0.7977	0.0627	7.5%	0.0060	0.7%	55%	False	False	34,290
120	0.8604	0.7977	0.0627	7.5%	0.0054	0.7%	55%	False	False	28,578

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8504
2.618	0.8445
1.618	0.8409
1.000	0.8387
0.618	0.8373
HIGH	0.8351
0.618	0.8337
0.500	0.8333
0.382	0.8328
LOW	0.8315
0.618	0.8292
1.000	0.8279
1.618	0.8256
2.618	0.8220
4.250	0.8162

Fisher Pivots for day following 09-Oct-2015
Pivot	1 day	3 day
R1	0.8333	0.8340
PP	0.8329	0.8334
S1	0.8325	0.8327

Download as Excel Spreadsheet

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

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