CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 27-Oct-2015

Day Change Summary
	Previous	Current
	26-Oct-2015	27-Oct-2015	Change	Change %	Previous Week
Open	0.8237	0.8267	0.0030	0.4%	0.8388
High	0.8297	0.8327	0.0031	0.4%	0.8399
Low	0.8235	0.8263	0.0029	0.3%	0.8232
Close	0.8266	0.8316	0.0050	0.6%	0.8241
Range	0.0062	0.0064	0.0002	3.2%	0.0167
ATR	0.0061	0.0062	0.0000	0.3%	0.0000
Volume	106,364	114,452	8,088	7.6%	629,660

Daily Pivots for day following 27-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8494	0.8469	0.8351
R3	0.8430	0.8405	0.8333
R2	0.8366	0.8366	0.8327
R1	0.8341	0.8341	0.8321	0.8353
PP	0.8302	0.8302	0.8302	0.8308
S1	0.8277	0.8277	0.8310	0.8289
S2	0.8238	0.8238	0.8304
S3	0.8174	0.8213	0.8298
S4	0.8110	0.8149	0.8280

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8790	0.8682	0.8333
R3	0.8624	0.8516	0.8287
R2	0.8457	0.8457	0.8272
R1	0.8349	0.8349	0.8256	0.8320
PP	0.8291	0.8291	0.8291	0.8276
S1	0.8183	0.8183	0.8226	0.8153
S2	0.8124	0.8124	0.8210
S3	0.7958	0.8016	0.8195
S4	0.7791	0.7850	0.8149

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8365	0.8232	0.0133	1.6%	0.0064	0.8%	63%	False	False	132,415
10	0.8475	0.8232	0.0243	2.9%	0.0062	0.7%	34%	False	False	129,135
20	0.8475	0.8232	0.0243	2.9%	0.0055	0.7%	34%	False	False	133,161
40	0.8475	0.8232	0.0243	2.9%	0.0067	0.8%	34%	False	False	121,536
60	0.8604	0.7997	0.0607	7.3%	0.0070	0.8%	53%	False	False	81,347
80	0.8604	0.7997	0.0607	7.3%	0.0064	0.8%	53%	False	False	61,054
100	0.8604	0.7977	0.0627	7.5%	0.0061	0.7%	54%	False	False	48,878
120	0.8604	0.7977	0.0627	7.5%	0.0058	0.7%	54%	False	False	40,739

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8599
2.618	0.8495
1.618	0.8431
1.000	0.8391
0.618	0.8367
HIGH	0.8327
0.618	0.8303
0.500	0.8295
0.382	0.8287
LOW	0.8263
0.618	0.8223
1.000	0.8199
1.618	0.8159
2.618	0.8095
4.250	0.7991

Fisher Pivots for day following 27-Oct-2015
Pivot	1 day	3 day
R1	0.8309	0.8304
PP	0.8302	0.8292
S1	0.8295	0.8280

Download as Excel Spreadsheet

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

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