CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 11-Nov-2015

Day Change Summary
	Previous	Current
	10-Nov-2015	11-Nov-2015	Change	Change %	Previous Week
Open	0.8126	0.8119	-0.0008	-0.1%	0.8302
High	0.8130	0.8150	0.0020	0.2%	0.8319
Low	0.8103	0.8117	0.0014	0.2%	0.8115
Close	0.8116	0.8136	0.0020	0.2%	0.8117
Range	0.0027	0.0033	0.0006	20.4%	0.0205
ATR	0.0059	0.0058	-0.0002	-3.1%	0.0000
Volume	101,664	91,352	-10,312	-10.1%	618,871

Daily Pivots for day following 11-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8232	0.8216	0.8153
R3	0.8199	0.8184	0.8144
R2	0.8167	0.8167	0.8141
R1	0.8151	0.8151	0.8138	0.8159
PP	0.8134	0.8134	0.8134	0.8138
S1	0.8119	0.8119	0.8133	0.8126
S2	0.8102	0.8102	0.8130
S3	0.8069	0.8086	0.8127
S4	0.8037	0.8054	0.8118

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	0.8241	0.8093	0.0148	1.8%	0.0051	0.6%	29%	False	False	126,014
10	0.8331	0.8093	0.0239	2.9%	0.0052	0.6%	18%	False	False	125,950
20	0.8475	0.8093	0.0383	4.7%	0.0058	0.7%	11%	False	False	126,347
40	0.8475	0.8093	0.0383	4.7%	0.0060	0.7%	11%	False	False	135,894
60	0.8604	0.8049	0.0555	6.8%	0.0073	0.9%	16%	False	False	104,639
80	0.8604	0.7997	0.0607	7.5%	0.0064	0.8%	23%	False	False	78,570
100	0.8604	0.7997	0.0607	7.5%	0.0061	0.8%	23%	False	False	62,897
120	0.8604	0.7977	0.0627	7.7%	0.0060	0.7%	25%	False	False	52,433

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8288
2.618	0.8235
1.618	0.8202
1.000	0.8182
0.618	0.8170
HIGH	0.8150
0.618	0.8137
0.500	0.8133
0.382	0.8129
LOW	0.8117
0.618	0.8097
1.000	0.8085
1.618	0.8064
2.618	0.8032
4.250	0.7979

Fisher Pivots for day following 11-Nov-2015
Pivot	1 day	3 day
R1	0.8135	0.8131
PP	0.8134	0.8126
S1	0.8133	0.8121

Download as Excel Spreadsheet

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

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