CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 03-Nov-2015

Day Change Summary
	Previous	Current
	02-Nov-2015	03-Nov-2015	Change	Change %	Previous Week
Open	0.8302	0.8285	-0.0018	-0.2%	0.8237
High	0.8319	0.8295	-0.0024	-0.3%	0.8350
Low	0.8280	0.8251	-0.0029	-0.4%	0.8234
Close	0.8283	0.8263	-0.0020	-0.2%	0.8288
Range	0.0039	0.0044	0.0005	12.8%	0.0116
ATR	0.0064	0.0062	-0.0001	-2.2%	0.0000
Volume	88,860	83,586	-5,274	-5.9%	684,993

Daily Pivots for day following 03-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8402	0.8376	0.8287
R3	0.8358	0.8332	0.8275
R2	0.8314	0.8314	0.8271
R1	0.8288	0.8288	0.8267	0.8279
PP	0.8270	0.8270	0.8270	0.8265
S1	0.8244	0.8244	0.8259	0.8235
S2	0.8226	0.8226	0.8255
S3	0.8182	0.8200	0.8251
S4	0.8138	0.8156	0.8239

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%	0.0064	0.8%	25%	False	False	127,324
10	0.8365	0.8232	0.0133	1.6%	0.0064	0.8%	23%	False	False	129,870
20	0.8475	0.8232	0.0243	2.9%	0.0056	0.7%	13%	False	False	123,542
40	0.8475	0.8232	0.0243	2.9%	0.0063	0.8%	13%	False	False	135,462
60	0.8604	0.7997	0.0607	7.3%	0.0072	0.9%	44%	False	False	91,929
80	0.8604	0.7997	0.0607	7.3%	0.0063	0.8%	44%	False	False	68,997
100	0.8604	0.7997	0.0607	7.3%	0.0060	0.7%	44%	False	False	55,232
120	0.8604	0.7977	0.0627	7.6%	0.0059	0.7%	46%	False	False	46,044

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8482
2.618	0.8410
1.618	0.8366
1.000	0.8339
0.618	0.8322
HIGH	0.8295
0.618	0.8278
0.500	0.8273
0.382	0.8268
LOW	0.8251
0.618	0.8224
1.000	0.8207
1.618	0.8180
2.618	0.8136
4.250	0.8064

Fisher Pivots for day following 03-Nov-2015
Pivot	1 day	3 day
R1	0.8273	0.8283
PP	0.8270	0.8276
S1	0.8266	0.8270

Download as Excel Spreadsheet

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

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