CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 29-Oct-2015

Day Change Summary
	Previous	Current
	28-Oct-2015	29-Oct-2015	Change	Change %	Previous Week
Open	0.8309	0.8260	-0.0049	-0.6%	0.8388
High	0.8350	0.8297	-0.0054	-0.6%	0.8399
Low	0.8250	0.8256	0.0006	0.1%	0.8232
Close	0.8252	0.8260	0.0008	0.1%	0.8241
Range	0.0101	0.0041	-0.0060	-59.2%	0.0167
ATR	0.0064	0.0063	-0.0001	-2.2%	0.0000
Volume	143,875	122,974	-20,901	-14.5%	629,660

Daily Pivots for day following 29-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8394	0.8368	0.8282
R3	0.8353	0.8327	0.8271
R2	0.8312	0.8312	0.8267
R1	0.8286	0.8286	0.8263	0.8278
PP	0.8271	0.8271	0.8271	0.8267
S1	0.8245	0.8245	0.8256	0.8237
S2	0.8230	0.8230	0.8252
S3	0.8189	0.8204	0.8248
S4	0.8148	0.8163	0.8237

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	0.8350	0.8232	0.0118	1.4%	0.0072	0.9%	23%	False	False	132,757
10	0.8421	0.8232	0.0189	2.3%	0.0059	0.7%	15%	False	False	122,641
20	0.8475	0.8232	0.0243	2.9%	0.0057	0.7%	11%	False	False	131,003
40	0.8475	0.8232	0.0243	2.9%	0.0066	0.8%	11%	False	False	127,932
60	0.8604	0.7997	0.0607	7.3%	0.0071	0.9%	43%	False	False	85,793
80	0.8604	0.7997	0.0607	7.3%	0.0063	0.8%	43%	False	False	64,384
100	0.8604	0.7997	0.0607	7.3%	0.0061	0.7%	43%	False	False	51,539
120	0.8604	0.7977	0.0627	7.6%	0.0059	0.7%	45%	False	False	42,963

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8471
2.618	0.8404
1.618	0.8363
1.000	0.8338
0.618	0.8322
HIGH	0.8297
0.618	0.8281
0.500	0.8276
0.382	0.8271
LOW	0.8256
0.618	0.8230
1.000	0.8215
1.618	0.8189
2.618	0.8148
4.250	0.8081

Fisher Pivots for day following 29-Oct-2015
Pivot	1 day	3 day
R1	0.8276	0.8300
PP	0.8271	0.8286
S1	0.8265	0.8273

Download as Excel Spreadsheet

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

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