CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 25-Nov-2015

Day Change Summary
	Previous	Current
	24-Nov-2015	25-Nov-2015	Change	Change %	Previous Week
Open	0.8139	0.8162	0.0024	0.3%	0.8173
High	0.8178	0.8181	0.0004	0.0%	0.8184
Low	0.8134	0.8136	0.0002	0.0%	0.8081
Close	0.8168	0.8148	-0.0020	-0.2%	0.8142
Range	0.0044	0.0046	0.0002	3.4%	0.0103
ATR	0.0049	0.0049	0.0000	-0.5%	0.0000
Volume	117,181	86,647	-30,534	-26.1%	542,925

Daily Pivots for day following 25-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8291	0.8265	0.8173
R3	0.8246	0.8220	0.8161
R2	0.8200	0.8200	0.8156
R1	0.8174	0.8174	0.8152	0.8165
PP	0.8155	0.8155	0.8155	0.8150
S1	0.8129	0.8129	0.8144	0.8119
S2	0.8109	0.8109	0.8140
S3	0.8064	0.8083	0.8135
S4	0.8018	0.8038	0.8123

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	0.8181	0.8092	0.0089	1.1%	0.0042	0.5%	63%	True	False	100,507
10	0.8184	0.8081	0.0103	1.3%	0.0041	0.5%	65%	False	False	106,875
20	0.8331	0.8081	0.0250	3.1%	0.0047	0.6%	27%	False	False	116,412
40	0.8475	0.8081	0.0394	4.8%	0.0052	0.6%	17%	False	False	124,602
60	0.8475	0.8081	0.0394	4.8%	0.0060	0.7%	17%	False	False	122,125
80	0.8604	0.7997	0.0607	7.4%	0.0065	0.8%	25%	False	False	91,911
100	0.8604	0.7997	0.0607	7.4%	0.0061	0.7%	25%	False	False	73,563
120	0.8604	0.7997	0.0607	7.4%	0.0059	0.7%	25%	False	False	61,332

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

Fibonacci Retracements and Extensions
4.250	0.8374
2.618	0.8300
1.618	0.8255
1.000	0.8227
0.618	0.8209
HIGH	0.8181
0.618	0.8164
0.500	0.8158
0.382	0.8153
LOW	0.8136
0.618	0.8107
1.000	0.8090
1.618	0.8062
2.618	0.8016
4.250	0.7942

Fisher Pivots for day following 25-Nov-2015
Pivot	1 day	3 day
R1	0.8158	0.8148
PP	0.8155	0.8148
S1	0.8151	0.8148

Download as Excel Spreadsheet

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

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