CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 30-Oct-2015

Day Change Summary
	Previous	Current
	29-Oct-2015	30-Oct-2015	Change	Change %	Previous Week
Open	0.8260	0.8263	0.0003	0.0%	0.8237
High	0.8297	0.8331	0.0035	0.4%	0.8350
Low	0.8256	0.8234	-0.0022	-0.3%	0.8234
Close	0.8260	0.8288	0.0029	0.3%	0.8288
Range	0.0041	0.0097	0.0056	136.6%	0.0116
ATR	0.0063	0.0065	0.0002	3.9%	0.0000
Volume	122,974	197,328	74,354	60.5%	684,993

Daily Pivots for day following 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8575	0.8529	0.8341
R3	0.8478	0.8432	0.8315
R2	0.8381	0.8381	0.8306
R1	0.8335	0.8335	0.8297	0.8358
PP	0.8284	0.8284	0.8284	0.8296
S1	0.8238	0.8238	0.8279	0.8261
S2	0.8187	0.8187	0.8270
S3	0.8090	0.8141	0.8261
S4	0.7993	0.8044	0.8235

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8639	0.8579	0.8352
R3	0.8523	0.8463	0.8320
R2	0.8407	0.8407	0.8309
R1	0.8347	0.8347	0.8299	0.8377
PP	0.8291	0.8291	0.8291	0.8306
S1	0.8231	0.8231	0.8277	0.8261
S2	0.8175	0.8175	0.8267
S3	0.8059	0.8115	0.8256
S4	0.7943	0.7999	0.8224

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8350	0.8234	0.0116	1.4%	0.0073	0.9%	47%	False	True	136,998
10	0.8399	0.8232	0.0167	2.0%	0.0063	0.8%	34%	False	False	131,465
20	0.8475	0.8232	0.0243	2.9%	0.0056	0.7%	23%	False	False	127,153
40	0.8475	0.8232	0.0243	2.9%	0.0066	0.8%	23%	False	False	132,712
60	0.8604	0.7997	0.0607	7.3%	0.0072	0.9%	48%	False	False	89,075
80	0.8604	0.7997	0.0607	7.3%	0.0064	0.8%	48%	False	False	66,846
100	0.8604	0.7997	0.0607	7.3%	0.0061	0.7%	48%	False	False	53,511
120	0.8604	0.7977	0.0627	7.6%	0.0059	0.7%	50%	False	False	44,607

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8743
2.618	0.8585
1.618	0.8488
1.000	0.8428
0.618	0.8391
HIGH	0.8331
0.618	0.8294
0.500	0.8283
0.382	0.8271
LOW	0.8234
0.618	0.8174
1.000	0.8137
1.618	0.8077
2.618	0.7980
4.250	0.7822

Fisher Pivots for day following 30-Oct-2015
Pivot	1 day	3 day
R1	0.8286	0.8292
PP	0.8284	0.8291
S1	0.8283	0.8289

Download as Excel Spreadsheet

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

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