CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 27-Nov-2015

Day Change Summary
	Previous	Current
	25-Nov-2015	27-Nov-2015	Change	Change %	Previous Week
Open	0.8162	0.8150	-0.0012	-0.1%	0.8141
High	0.8181	0.8177	-0.0004	0.0%	0.8181
Low	0.8136	0.8139	0.0003	0.0%	0.8114
Close	0.8148	0.8142	-0.0006	-0.1%	0.8142
Range	0.0046	0.0039	-0.0007	-15.4%	0.0067
ATR	0.0049	0.0048	-0.0001	-1.5%	0.0000
Volume	86,647	86,708	61	0.1%	378,299

Daily Pivots for day following 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8268	0.8244	0.8163
R3	0.8230	0.8205	0.8153
R2	0.8191	0.8191	0.8149
R1	0.8167	0.8167	0.8146	0.8160
PP	0.8153	0.8153	0.8153	0.8149
S1	0.8128	0.8128	0.8138	0.8121
S2	0.8114	0.8114	0.8135
S3	0.8076	0.8090	0.8131
S4	0.8037	0.8051	0.8121

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8347	0.8311	0.8179
R3	0.8280	0.8244	0.8160
R2	0.8213	0.8213	0.8154
R1	0.8177	0.8177	0.8148	0.8195
PP	0.8146	0.8146	0.8146	0.8155
S1	0.8110	0.8110	0.8136	0.8128
S2	0.8079	0.8079	0.8130
S3	0.8012	0.8043	0.8124
S4	0.7945	0.7976	0.8105

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8181	0.8114	0.0067	0.8%	0.0036	0.4%	42%	False	False	93,367
10	0.8184	0.8081	0.0103	1.3%	0.0041	0.5%	60%	False	False	103,513
20	0.8331	0.8081	0.0250	3.1%	0.0046	0.6%	24%	False	False	114,599
40	0.8475	0.8081	0.0394	4.8%	0.0052	0.6%	15%	False	False	122,801
60	0.8475	0.8081	0.0394	4.8%	0.0059	0.7%	15%	False	False	123,488
80	0.8604	0.7997	0.0607	7.4%	0.0065	0.8%	24%	False	False	92,994
100	0.8604	0.7997	0.0607	7.4%	0.0060	0.7%	24%	False	False	74,427
120	0.8604	0.7997	0.0607	7.4%	0.0059	0.7%	24%	False	False	62,049

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	True
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	0.8341
2.618	0.8278
1.618	0.8239
1.000	0.8216
0.618	0.8201
HIGH	0.8177
0.618	0.8162
0.500	0.8158
0.382	0.8153
LOW	0.8139
0.618	0.8115
1.000	0.8100
1.618	0.8076
2.618	0.8038
4.250	0.7975

Fisher Pivots for day following 27-Nov-2015
Pivot	1 day	3 day
R1	0.8158	0.8157
PP	0.8153	0.8152
S1	0.8147	0.8147

Download as Excel Spreadsheet

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

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