CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 16-Oct-2015

Day Change Summary
	Previous	Current
	15-Oct-2015	16-Oct-2015	Change	Change %	Previous Week
Open	0.8427	0.8419	-0.0008	-0.1%	0.8325
High	0.8475	0.8421	-0.0055	-0.6%	0.8475
Low	0.8397	0.8362	-0.0035	-0.4%	0.8321
Close	0.8425	0.8383	-0.0043	-0.5%	0.8383
Range	0.0079	0.0059	-0.0020	-24.8%	0.0154
ATR	0.0064	0.0064	0.0000	0.0%	0.0000
Volume	164,005	109,091	-54,914	-33.5%	609,206

Daily Pivots for day following 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8565	0.8533	0.8415
R3	0.8506	0.8474	0.8399
R2	0.8447	0.8447	0.8393
R1	0.8415	0.8415	0.8388	0.8402
PP	0.8388	0.8388	0.8388	0.8382
S1	0.8356	0.8356	0.8377	0.8343
S2	0.8329	0.8329	0.8372
S3	0.8270	0.8297	0.8366
S4	0.8211	0.8238	0.8350

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8855	0.8773	0.8467
R3	0.8701	0.8619	0.8425
R2	0.8547	0.8547	0.8411
R1	0.8465	0.8465	0.8397	0.8506
PP	0.8393	0.8393	0.8393	0.8413
S1	0.8311	0.8311	0.8368	0.8352
S2	0.8239	0.8239	0.8354
S3	0.8085	0.8157	0.8340
S4	0.7931	0.8003	0.8298

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8475	0.8321	0.0154	1.8%	0.0058	0.7%	40%	False	False	121,841
10	0.8475	0.8302	0.0174	2.1%	0.0048	0.6%	47%	False	False	122,840
20	0.8475	0.8260	0.0216	2.6%	0.0060	0.7%	57%	False	False	142,401
40	0.8604	0.8114	0.0490	5.8%	0.0082	1.0%	55%	False	False	100,597
60	0.8604	0.7997	0.0607	7.2%	0.0068	0.8%	64%	False	False	67,194
80	0.8604	0.7997	0.0607	7.2%	0.0063	0.7%	64%	False	False	50,447
100	0.8604	0.7977	0.0627	7.5%	0.0060	0.7%	65%	False	False	40,380
120	0.8604	0.7977	0.0627	7.5%	0.0056	0.7%	65%	False	False	33,655

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	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8671
2.618	0.8575
1.618	0.8516
1.000	0.8480
0.618	0.8457
HIGH	0.8421
0.618	0.8398
0.500	0.8391
0.382	0.8384
LOW	0.8362
0.618	0.8325
1.000	0.8303
1.618	0.8266
2.618	0.8207
4.250	0.8111

Fisher Pivots for day following 16-Oct-2015
Pivot	1 day	3 day
R1	0.8391	0.8414
PP	0.8388	0.8404
S1	0.8385	0.8393

Download as Excel Spreadsheet

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

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