CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 16-Nov-2015

Day Change Summary
	Previous	Current
	13-Nov-2015	16-Nov-2015	Change	Change %	Previous Week
Open	0.8155	0.8173	0.0019	0.2%	0.8111
High	0.8170	0.8184	0.0014	0.2%	0.8170
Low	0.8132	0.8113	-0.0019	-0.2%	0.8093
Close	0.8151	0.8115	-0.0037	-0.4%	0.8151
Range	0.0038	0.0071	0.0033	88.0%	0.0077
ATR	0.0055	0.0056	0.0001	2.1%	0.0000
Volume	113,909	113,794	-115	-0.1%	554,569

Daily Pivots for day following 16-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8349	0.8302	0.8153
R3	0.8278	0.8232	0.8134
R2	0.8208	0.8208	0.8127
R1	0.8161	0.8161	0.8121	0.8149
PP	0.8137	0.8137	0.8137	0.8131
S1	0.8091	0.8091	0.8108	0.8079
S2	0.8067	0.8067	0.8102
S3	0.7996	0.8020	0.8095
S4	0.7926	0.7950	0.8076

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	0.8184	0.8103	0.0081	1.0%	0.0040	0.5%	14%	True	False	108,210
10	0.8295	0.8093	0.0203	2.5%	0.0049	0.6%	11%	False	False	119,837
20	0.8380	0.8093	0.0287	3.5%	0.0056	0.7%	8%	False	False	125,993
40	0.8475	0.8093	0.0383	4.7%	0.0057	0.7%	6%	False	False	133,760
60	0.8604	0.8093	0.0511	6.3%	0.0072	0.9%	4%	False	False	110,420
80	0.8604	0.7997	0.0607	7.5%	0.0065	0.8%	19%	False	False	82,917
100	0.8604	0.7997	0.0607	7.5%	0.0062	0.8%	19%	False	False	66,376
120	0.8604	0.7977	0.0627	7.7%	0.0060	0.7%	22%	False	False	55,332

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8483
2.618	0.8368
1.618	0.8298
1.000	0.8254
0.618	0.8227
HIGH	0.8184
0.618	0.8157
0.500	0.8148
0.382	0.8140
LOW	0.8113
0.618	0.8069
1.000	0.8043
1.618	0.7999
2.618	0.7928
4.250	0.7813

Fisher Pivots for day following 16-Nov-2015
Pivot	1 day	3 day
R1	0.8148	0.8148
PP	0.8137	0.8137
S1	0.8126	0.8126

Download as Excel Spreadsheet

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

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