CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 13-Oct-2015

Day Change Summary
	Previous	Current
	12-Oct-2015	13-Oct-2015	Change	Change %	Previous Week
Open	0.8325	0.8338	0.0013	0.2%	0.8342
High	0.8347	0.8370	0.0023	0.3%	0.8366
Low	0.8321	0.8334	0.0013	0.2%	0.8302
Close	0.8345	0.8350	0.0006	0.1%	0.8321
Range	0.0026	0.0036	0.0010	38.5%	0.0064
ATR	0.0063	0.0061	-0.0002	-3.0%	0.0000
Volume	57,672	110,659	52,987	91.9%	619,203

Daily Pivots for day following 13-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8459	0.8441	0.8370
R3	0.8423	0.8405	0.8360
R2	0.8387	0.8387	0.8357
R1	0.8369	0.8369	0.8353	0.8378
PP	0.8351	0.8351	0.8351	0.8356
S1	0.8333	0.8333	0.8347	0.8342
S2	0.8315	0.8315	0.8343
S3	0.8279	0.8297	0.8340
S4	0.8243	0.8261	0.8330

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	0.8370	0.8315	0.0056	0.7%	0.0035	0.4%	64%	True	False	108,576
10	0.8434	0.8302	0.0133	1.6%	0.0049	0.6%	37%	False	False	137,188
20	0.8434	0.8260	0.0175	2.1%	0.0060	0.7%	52%	False	False	142,554
40	0.8604	0.8048	0.0556	6.7%	0.0079	0.9%	54%	False	False	89,592
60	0.8604	0.7997	0.0607	7.3%	0.0066	0.8%	58%	False	False	59,852
80	0.8604	0.7997	0.0607	7.3%	0.0061	0.7%	58%	False	False	44,938
100	0.8604	0.7977	0.0627	7.5%	0.0060	0.7%	60%	False	False	35,972
120	0.8604	0.7977	0.0627	7.5%	0.0054	0.6%	60%	False	False	29,981

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8523
2.618	0.8464
1.618	0.8428
1.000	0.8406
0.618	0.8392
HIGH	0.8370
0.618	0.8356
0.500	0.8352
0.382	0.8348
LOW	0.8334
0.618	0.8312
1.000	0.8298
1.618	0.8276
2.618	0.8240
4.250	0.8181

Fisher Pivots for day following 13-Oct-2015
Pivot	1 day	3 day
R1	0.8352	0.8347
PP	0.8351	0.8345
S1	0.8351	0.8342

Download as Excel Spreadsheet

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

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