CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 20-Oct-2015

Day Change Summary
	Previous	Current
	19-Oct-2015	20-Oct-2015	Change	Change %	Previous Week
Open	0.8388	0.8374	-0.0014	-0.2%	0.8325
High	0.8399	0.8380	-0.0019	-0.2%	0.8475
Low	0.8366	0.8340	-0.0026	-0.3%	0.8321
Close	0.8376	0.8344	-0.0032	-0.4%	0.8383
Range	0.0033	0.0040	0.0007	19.7%	0.0154
ATR	0.0062	0.0060	-0.0002	-2.6%	0.0000
Volume	82,023	106,374	24,351	29.7%	609,206

Daily Pivots for day following 20-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8473	0.8448	0.8366
R3	0.8434	0.8409	0.8355
R2	0.8394	0.8394	0.8351
R1	0.8369	0.8369	0.8348	0.8362
PP	0.8355	0.8355	0.8355	0.8351
S1	0.8330	0.8330	0.8340	0.8322
S2	0.8315	0.8315	0.8337
S3	0.8276	0.8290	0.8333
S4	0.8236	0.8251	0.8322

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	0.8340	0.0135	1.6%	0.0060	0.7%	3%	False	True	125,854
10	0.8475	0.8315	0.0161	1.9%	0.0047	0.6%	18%	False	False	117,215
20	0.8475	0.8260	0.0216	2.6%	0.0057	0.7%	39%	False	False	140,745
40	0.8475	0.8229	0.0246	2.9%	0.0071	0.9%	47%	False	False	105,263
60	0.8604	0.7997	0.0607	7.3%	0.0068	0.8%	57%	False	False	70,330
80	0.8604	0.7997	0.0607	7.3%	0.0063	0.8%	57%	False	False	52,801
100	0.8604	0.7977	0.0627	7.5%	0.0060	0.7%	59%	False	False	42,262
120	0.8604	0.7977	0.0627	7.5%	0.0056	0.7%	59%	False	False	35,224

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8547
2.618	0.8483
1.618	0.8443
1.000	0.8419
0.618	0.8404
HIGH	0.8380
0.618	0.8364
0.500	0.8360
0.382	0.8355
LOW	0.8340
0.618	0.8316
1.000	0.8301
1.618	0.8276
2.618	0.8237
4.250	0.8172

Fisher Pivots for day following 20-Oct-2015
Pivot	1 day	3 day
R1	0.8360	0.8380
PP	0.8355	0.8368
S1	0.8349	0.8356

Download as Excel Spreadsheet

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

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