CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 09-Nov-2015

Day Change Summary
	Previous	Current
	06-Nov-2015	09-Nov-2015	Change	Change %	Previous Week
Open	0.8220	0.8111	-0.0109	-1.3%	0.8302
High	0.8224	0.8134	-0.0090	-1.1%	0.8319
Low	0.8115	0.8093	-0.0022	-0.3%	0.8115
Close	0.8117	0.8127	0.0010	0.1%	0.8117
Range	0.0110	0.0042	-0.0068	-62.1%	0.0205
ATR	0.0063	0.0062	-0.0002	-2.5%	0.0000
Volume	187,124	127,312	-59,812	-32.0%	618,871

Daily Pivots for day following 09-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8242	0.8226	0.8149
R3	0.8201	0.8184	0.8138
R2	0.8159	0.8159	0.8134
R1	0.8143	0.8143	0.8130	0.8151
PP	0.8118	0.8118	0.8118	0.8122
S1	0.8101	0.8101	0.8123	0.8110
S2	0.8076	0.8076	0.8119
S3	0.8035	0.8060	0.8115
S4	0.7993	0.8018	0.8104

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8797	0.8661	0.8229
R3	0.8592	0.8457	0.8173
R2	0.8388	0.8388	0.8154
R1	0.8252	0.8252	0.8135	0.8218
PP	0.8183	0.8183	0.8183	0.8166
S1	0.8048	0.8048	0.8098	0.8013
S2	0.7979	0.7979	0.8079
S3	0.7774	0.7843	0.8060
S4	0.7570	0.7639	0.8004

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8295	0.8093	0.0203	2.5%	0.0057	0.7%	17%	False	True	131,464
10	0.8350	0.8093	0.0258	3.2%	0.0063	0.8%	13%	False	True	132,481
20	0.8475	0.8093	0.0383	4.7%	0.0061	0.8%	9%	False	True	130,618
40	0.8475	0.8093	0.0383	4.7%	0.0062	0.8%	9%	False	True	137,787
60	0.8604	0.8044	0.0560	6.9%	0.0073	0.9%	15%	False	False	101,424
80	0.8604	0.7997	0.0607	7.5%	0.0064	0.8%	21%	False	False	76,162
100	0.8604	0.7997	0.0607	7.5%	0.0061	0.8%	21%	False	False	60,968
120	0.8604	0.7977	0.0627	7.7%	0.0060	0.7%	24%	False	False	50,825

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8310
2.618	0.8243
1.618	0.8201
1.000	0.8176
0.618	0.8160
HIGH	0.8134
0.618	0.8118
0.500	0.8113
0.382	0.8108
LOW	0.8093
0.618	0.8067
1.000	0.8051
1.618	0.8025
2.618	0.7984
4.250	0.7916

Fisher Pivots for day following 09-Nov-2015
Pivot	1 day	3 day
R1	0.8122	0.8167
PP	0.8118	0.8153
S1	0.8113	0.8140

Download as Excel Spreadsheet

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

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