CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 18-Nov-2015

Day Change Summary
	Previous	Current
	17-Nov-2015	18-Nov-2015	Change	Change %	Previous Week
Open	0.8116	0.8103	-0.0013	-0.2%	0.8111
High	0.8120	0.8118	-0.0003	0.0%	0.8170
Low	0.8099	0.8081	-0.0018	-0.2%	0.8093
Close	0.8105	0.8095	-0.0010	-0.1%	0.8151
Range	0.0021	0.0037	0.0016	73.8%	0.0077
ATR	0.0053	0.0052	-0.0001	-2.2%	0.0000
Volume	110,492	107,695	-2,797	-2.5%	554,569

Daily Pivots for day following 18-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8207	0.8187	0.8115
R3	0.8171	0.8151	0.8105
R2	0.8134	0.8134	0.8101
R1	0.8114	0.8114	0.8098	0.8106
PP	0.8098	0.8098	0.8098	0.8094
S1	0.8078	0.8078	0.8091	0.8070
S2	0.8061	0.8061	0.8088
S3	0.8025	0.8041	0.8084
S4	0.7988	0.8005	0.8074

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	0.8081	0.0103	1.3%	0.0040	0.5%	13%	False	True	113,244
10	0.8241	0.8081	0.0160	2.0%	0.0045	0.6%	8%	False	True	119,629
20	0.8365	0.8081	0.0284	3.5%	0.0056	0.7%	5%	False	True	126,495
40	0.8475	0.8081	0.0394	4.9%	0.0056	0.7%	3%	False	True	133,383
60	0.8475	0.8081	0.0394	4.9%	0.0064	0.8%	3%	False	True	113,948
80	0.8604	0.7997	0.0607	7.5%	0.0064	0.8%	16%	False	False	85,642
100	0.8604	0.7997	0.0607	7.5%	0.0061	0.8%	16%	False	False	68,557
120	0.8604	0.7977	0.0627	7.7%	0.0059	0.7%	19%	False	False	57,148

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8273
2.618	0.8213
1.618	0.8177
1.000	0.8154
0.618	0.8140
HIGH	0.8118
0.618	0.8104
0.500	0.8099
0.382	0.8095
LOW	0.8081
0.618	0.8058
1.000	0.8045
1.618	0.8022
2.618	0.7985
4.250	0.7926

Fisher Pivots for day following 18-Nov-2015
Pivot	1 day	3 day
R1	0.8099	0.8132
PP	0.8098	0.8120
S1	0.8096	0.8107

Download as Excel Spreadsheet

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

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