CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 13-Nov-2015

Day Change Summary
	Previous	Current
	12-Nov-2015	13-Nov-2015	Change	Change %	Previous Week
Open	0.8145	0.8155	0.0010	0.1%	0.8111
High	0.8162	0.8170	0.0008	0.1%	0.8170
Low	0.8127	0.8132	0.0005	0.1%	0.8093
Close	0.8157	0.8151	-0.0006	-0.1%	0.8151
Range	0.0035	0.0038	0.0003	8.7%	0.0077
ATR	0.0056	0.0055	-0.0001	-2.3%	0.0000
Volume	120,332	113,909	-6,423	-5.3%	554,569

Daily Pivots for day following 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8263	0.8245	0.8172
R3	0.8226	0.8207	0.8161
R2	0.8188	0.8188	0.8158
R1	0.8170	0.8170	0.8154	0.8160
PP	0.8151	0.8151	0.8151	0.8146
S1	0.8132	0.8132	0.8148	0.8123
S2	0.8113	0.8113	0.8144
S3	0.8076	0.8095	0.8141
S4	0.8038	0.8057	0.8130

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8369	0.8337	0.8193
R3	0.8292	0.8260	0.8172
R2	0.8215	0.8215	0.8165
R1	0.8183	0.8183	0.8158	0.8199
PP	0.8138	0.8138	0.8138	0.8146
S1	0.8106	0.8106	0.8144	0.8122
S2	0.8061	0.8061	0.8137
S3	0.7984	0.8029	0.8130
S4	0.7907	0.7952	0.8109

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8170	0.8093	0.0077	0.9%	0.0035	0.4%	76%	True	False	110,913
10	0.8319	0.8093	0.0227	2.8%	0.0046	0.6%	26%	False	False	117,344
20	0.8399	0.8093	0.0306	3.8%	0.0054	0.7%	19%	False	False	124,404
40	0.8475	0.8093	0.0383	4.7%	0.0057	0.7%	15%	False	False	133,402
60	0.8604	0.8093	0.0511	6.3%	0.0073	0.9%	11%	False	False	108,533
80	0.8604	0.7997	0.0607	7.4%	0.0064	0.8%	25%	False	False	81,496
100	0.8604	0.7997	0.0607	7.4%	0.0061	0.8%	25%	False	False	65,239
120	0.8604	0.7977	0.0627	7.7%	0.0059	0.7%	28%	False	False	54,384

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8329
2.618	0.8268
1.618	0.8230
1.000	0.8207
0.618	0.8193
HIGH	0.8170
0.618	0.8155
0.500	0.8151
0.382	0.8146
LOW	0.8132
0.618	0.8109
1.000	0.8095
1.618	0.8071
2.618	0.8034
4.250	0.7973

Fisher Pivots for day following 13-Nov-2015
Pivot	1 day	3 day
R1	0.8151	0.8148
PP	0.8151	0.8146
S1	0.8151	0.8143

Download as Excel Spreadsheet

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

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