CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 14-Oct-2015

Day Change Summary
	Previous	Current
	13-Oct-2015	14-Oct-2015	Change	Change %	Previous Week
Open	0.8338	0.8356	0.0018	0.2%	0.8342
High	0.8370	0.8442	0.0072	0.9%	0.8366
Low	0.8334	0.8354	0.0020	0.2%	0.8302
Close	0.8350	0.8423	0.0073	0.9%	0.8321
Range	0.0036	0.0088	0.0052	144.4%	0.0064
ATR	0.0061	0.0063	0.0002	3.6%	0.0000
Volume	110,659	167,779	57,120	51.6%	619,203

Daily Pivots for day following 14-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8670	0.8634	0.8471
R3	0.8582	0.8546	0.8447
R2	0.8494	0.8494	0.8439
R1	0.8458	0.8458	0.8431	0.8476
PP	0.8406	0.8406	0.8406	0.8415
S1	0.8370	0.8370	0.8414	0.8388
S2	0.8318	0.8318	0.8406
S3	0.8230	0.8282	0.8398
S4	0.8142	0.8194	0.8374

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	0.8442	0.8315	0.0127	1.5%	0.0044	0.5%	85%	True	False	115,389
10	0.8442	0.8302	0.0140	1.7%	0.0052	0.6%	86%	True	False	138,837
20	0.8442	0.8260	0.0182	2.2%	0.0062	0.7%	90%	True	False	145,441
40	0.8604	0.8049	0.0555	6.6%	0.0081	1.0%	67%	False	False	93,784
60	0.8604	0.7997	0.0607	7.2%	0.0066	0.8%	70%	False	False	62,644
80	0.8604	0.7997	0.0607	7.2%	0.0062	0.7%	70%	False	False	47,035
100	0.8604	0.7977	0.0627	7.4%	0.0061	0.7%	71%	False	False	37,650
120	0.8604	0.7977	0.0627	7.4%	0.0055	0.7%	71%	False	False	31,379

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8816
2.618	0.8672
1.618	0.8584
1.000	0.8530
0.618	0.8496
HIGH	0.8442
0.618	0.8408
0.500	0.8398
0.382	0.8387
LOW	0.8354
0.618	0.8299
1.000	0.8266
1.618	0.8211
2.618	0.8123
4.250	0.7980

Fisher Pivots for day following 14-Oct-2015
Pivot	1 day	3 day
R1	0.8414	0.8409
PP	0.8406	0.8395
S1	0.8398	0.8381

Download as Excel Spreadsheet

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

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