CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 01-Dec-2015

Day Change Summary
	Previous	Current
	30-Nov-2015	01-Dec-2015	Change	Change %	Previous Week
Open	0.8146	0.8122	-0.0024	-0.3%	0.8141
High	0.8152	0.8155	0.0003	0.0%	0.8181
Low	0.8109	0.8113	0.0004	0.0%	0.8114
Close	0.8125	0.8142	0.0018	0.2%	0.8142
Range	0.0044	0.0042	-0.0002	-3.4%	0.0067
ATR	0.0048	0.0047	0.0000	-0.9%	0.0000
Volume	92,008	110,595	18,587	20.2%	378,299

Daily Pivots for day following 01-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8262	0.8244	0.8165
R3	0.8220	0.8202	0.8154
R2	0.8178	0.8178	0.8150
R1	0.8160	0.8160	0.8146	0.8169
PP	0.8136	0.8136	0.8136	0.8141
S1	0.8118	0.8118	0.8138	0.8127
S2	0.8094	0.8094	0.8134
S3	0.8052	0.8076	0.8130
S4	0.8010	0.8034	0.8119

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	0.8109	0.0073	0.9%	0.0043	0.5%	46%	False	False	98,627
10	0.8181	0.8081	0.0100	1.2%	0.0039	0.5%	61%	False	False	101,003
20	0.8295	0.8081	0.0214	2.6%	0.0044	0.5%	29%	False	False	110,420
40	0.8475	0.8081	0.0394	4.8%	0.0050	0.6%	15%	False	False	117,804
60	0.8475	0.8081	0.0394	4.8%	0.0058	0.7%	15%	False	False	126,485
80	0.8604	0.7997	0.0607	7.4%	0.0065	0.8%	24%	False	False	95,520
100	0.8604	0.7997	0.0607	7.4%	0.0059	0.7%	24%	False	False	76,448
120	0.8604	0.7997	0.0607	7.4%	0.0058	0.7%	24%	False	False	63,734

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8333
2.618	0.8264
1.618	0.8222
1.000	0.8197
0.618	0.8180
HIGH	0.8155
0.618	0.8138
0.500	0.8134
0.382	0.8129
LOW	0.8113
0.618	0.8087
1.000	0.8071
1.618	0.8045
2.618	0.8003
4.250	0.7934

Fisher Pivots for day following 01-Dec-2015
Pivot	1 day	3 day
R1	0.8139	0.8143
PP	0.8136	0.8143
S1	0.8134	0.8142

Download as Excel Spreadsheet

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

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