CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 15-Oct-2015

Day Change Summary
	Previous	Current
	14-Oct-2015	15-Oct-2015	Change	Change %	Previous Week
Open	0.8356	0.8427	0.0071	0.8%	0.8342
High	0.8442	0.8475	0.0034	0.4%	0.8366
Low	0.8354	0.8397	0.0043	0.5%	0.8302
Close	0.8423	0.8425	0.0003	0.0%	0.8321
Range	0.0088	0.0079	-0.0010	-10.8%	0.0064
ATR	0.0063	0.0064	0.0001	1.8%	0.0000
Volume	167,779	164,005	-3,774	-2.2%	619,203

Daily Pivots for day following 15-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8668	0.8625	0.8468
R3	0.8589	0.8546	0.8447
R2	0.8511	0.8511	0.8439
R1	0.8468	0.8468	0.8432	0.8450
PP	0.8432	0.8432	0.8432	0.8423
S1	0.8389	0.8389	0.8418	0.8372
S2	0.8354	0.8354	0.8411
S3	0.8275	0.8311	0.8403
S4	0.8197	0.8232	0.8382

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	0.8475	0.8315	0.0161	1.9%	0.0053	0.6%	69%	True	False	123,646
10	0.8475	0.8302	0.0174	2.1%	0.0054	0.6%	71%	True	False	139,364
20	0.8475	0.8260	0.0216	2.6%	0.0062	0.7%	77%	True	False	145,655
40	0.8604	0.8070	0.0534	6.3%	0.0082	1.0%	67%	False	False	97,881
60	0.8604	0.7997	0.0607	7.2%	0.0067	0.8%	71%	False	False	65,376
80	0.8604	0.7997	0.0607	7.2%	0.0063	0.7%	71%	False	False	49,085
100	0.8604	0.7977	0.0627	7.4%	0.0060	0.7%	72%	False	False	39,290
120	0.8604	0.7977	0.0627	7.4%	0.0055	0.7%	72%	False	False	32,746

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8809
2.618	0.8681
1.618	0.8602
1.000	0.8554
0.618	0.8524
HIGH	0.8475
0.618	0.8445
0.500	0.8436
0.382	0.8426
LOW	0.8397
0.618	0.8348
1.000	0.8318
1.618	0.8269
2.618	0.8191
4.250	0.8063

Fisher Pivots for day following 15-Oct-2015
Pivot	1 day	3 day
R1	0.8436	0.8418
PP	0.8432	0.8411
S1	0.8429	0.8405

Download as Excel Spreadsheet

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

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