CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 19-Nov-2015

Day Change Summary
	Previous	Current
	18-Nov-2015	19-Nov-2015	Change	Change %	Previous Week
Open	0.8103	0.8092	-0.0011	-0.1%	0.8111
High	0.8118	0.8157	0.0040	0.5%	0.8170
Low	0.8081	0.8092	0.0011	0.1%	0.8093
Close	0.8095	0.8141	0.0046	0.6%	0.8151
Range	0.0037	0.0065	0.0029	78.1%	0.0077
ATR	0.0052	0.0053	0.0001	1.8%	0.0000
Volume	107,695	122,404	14,709	13.7%	554,569

Daily Pivots for day following 19-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8325	0.8298	0.8176
R3	0.8260	0.8233	0.8158
R2	0.8195	0.8195	0.8152
R1	0.8168	0.8168	0.8146	0.8181
PP	0.8130	0.8130	0.8130	0.8137
S1	0.8103	0.8103	0.8135	0.8116
S2	0.8065	0.8065	0.8129
S3	0.8000	0.8038	0.8123
S4	0.7935	0.7973	0.8105

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%	0.0046	0.6%	58%	False	False	113,658
10	0.8224	0.8081	0.0143	1.8%	0.0048	0.6%	42%	False	False	119,607
20	0.8350	0.8081	0.0269	3.3%	0.0055	0.7%	22%	False	False	124,446
40	0.8475	0.8081	0.0394	4.8%	0.0055	0.7%	15%	False	False	131,361
60	0.8475	0.8081	0.0394	4.8%	0.0064	0.8%	15%	False	False	115,973
80	0.8604	0.7997	0.0607	7.5%	0.0065	0.8%	24%	False	False	87,170
100	0.8604	0.7997	0.0607	7.5%	0.0061	0.8%	24%	False	False	69,777
120	0.8604	0.7977	0.0627	7.7%	0.0059	0.7%	26%	False	False	58,168

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8433
2.618	0.8327
1.618	0.8262
1.000	0.8222
0.618	0.8197
HIGH	0.8157
0.618	0.8132
0.500	0.8125
0.382	0.8117
LOW	0.8092
0.618	0.8052
1.000	0.8027
1.618	0.7987
2.618	0.7922
4.250	0.7816

Fisher Pivots for day following 19-Nov-2015
Pivot	1 day	3 day
R1	0.8135	0.8133
PP	0.8130	0.8126
S1	0.8125	0.8119

Download as Excel Spreadsheet

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

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