CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 20-Nov-2015

Day Change Summary
	Previous	Current
	19-Nov-2015	20-Nov-2015	Change	Change %	Previous Week
Open	0.8092	0.8136	0.0044	0.5%	0.8173
High	0.8157	0.8150	-0.0008	-0.1%	0.8184
Low	0.8092	0.8128	0.0036	0.4%	0.8081
Close	0.8141	0.8142	0.0002	0.0%	0.8142
Range	0.0065	0.0022	-0.0044	-66.9%	0.0103
ATR	0.0053	0.0051	-0.0002	-4.2%	0.0000
Volume	122,404	88,540	-33,864	-27.7%	542,925

Daily Pivots for day following 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8204	0.8195	0.8154
R3	0.8183	0.8173	0.8148
R2	0.8161	0.8161	0.8146
R1	0.8152	0.8152	0.8144	0.8157
PP	0.8140	0.8140	0.8140	0.8142
S1	0.8130	0.8130	0.8140	0.8135
S2	0.8118	0.8118	0.8138
S3	0.8097	0.8109	0.8136
S4	0.8075	0.8087	0.8130

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8443	0.8395	0.8198
R3	0.8341	0.8293	0.8170
R2	0.8238	0.8238	0.8161
R1	0.8190	0.8190	0.8151	0.8163
PP	0.8136	0.8136	0.8136	0.8122
S1	0.8088	0.8088	0.8133	0.8060
S2	0.8033	0.8033	0.8123
S3	0.7931	0.7985	0.8114
S4	0.7828	0.7883	0.8086

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%	0.0043	0.5%	60%	False	False	108,585
10	0.8184	0.8081	0.0103	1.3%	0.0039	0.5%	60%	False	False	109,749
20	0.8350	0.8081	0.0269	3.3%	0.0052	0.6%	23%	False	False	120,067
40	0.8475	0.8081	0.0394	4.8%	0.0054	0.7%	15%	False	False	128,747
60	0.8475	0.8081	0.0394	4.8%	0.0062	0.8%	15%	False	False	117,427
80	0.8604	0.7997	0.0607	7.4%	0.0065	0.8%	24%	False	False	88,276
100	0.8604	0.7997	0.0607	7.4%	0.0061	0.8%	24%	False	False	70,655
120	0.8604	0.7977	0.0627	7.7%	0.0059	0.7%	26%	False	False	58,905

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8241
2.618	0.8206
1.618	0.8184
1.000	0.8171
0.618	0.8163
HIGH	0.8150
0.618	0.8141
0.500	0.8139
0.382	0.8136
LOW	0.8128
0.618	0.8115
1.000	0.8107
1.618	0.8093
2.618	0.8072
4.250	0.8037

Fisher Pivots for day following 20-Nov-2015
Pivot	1 day	3 day
R1	0.8141	0.8134
PP	0.8140	0.8127
S1	0.8139	0.8119

Download as Excel Spreadsheet

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

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