CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 02-Dec-2015

Day Change Summary
	Previous	Current
	01-Dec-2015	02-Dec-2015	Change	Change %	Previous Week
Open	0.8122	0.8137	0.0015	0.2%	0.8141
High	0.8155	0.8143	-0.0012	-0.1%	0.8181
Low	0.8113	0.8086	-0.0027	-0.3%	0.8114
Close	0.8142	0.8119	-0.0023	-0.3%	0.8142
Range	0.0042	0.0057	0.0015	34.5%	0.0067
ATR	0.0047	0.0048	0.0001	1.4%	0.0000
Volume	110,595	109,453	-1,142	-1.0%	378,299

Daily Pivots for day following 02-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8285	0.8259	0.8150
R3	0.8229	0.8202	0.8135
R2	0.8172	0.8172	0.8129
R1	0.8146	0.8146	0.8124	0.8131
PP	0.8116	0.8116	0.8116	0.8108
S1	0.8089	0.8089	0.8114	0.8074
S2	0.8059	0.8059	0.8109
S3	0.8003	0.8033	0.8103
S4	0.7946	0.7976	0.8088

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	0.8086	0.0095	1.2%	0.0045	0.6%	35%	False	True	97,082
10	0.8181	0.8081	0.0100	1.2%	0.0043	0.5%	38%	False	False	100,899
20	0.8267	0.8081	0.0186	2.3%	0.0045	0.5%	20%	False	False	111,713
40	0.8475	0.8081	0.0394	4.9%	0.0050	0.6%	10%	False	False	117,628
60	0.8475	0.8081	0.0394	4.9%	0.0057	0.7%	10%	False	False	127,546
80	0.8604	0.7997	0.0607	7.5%	0.0065	0.8%	20%	False	False	96,875
100	0.8604	0.7997	0.0607	7.5%	0.0059	0.7%	20%	False	False	77,540
120	0.8604	0.7997	0.0607	7.5%	0.0058	0.7%	20%	False	False	64,646

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

Fibonacci Retracements and Extensions
4.250	0.8383
2.618	0.8290
1.618	0.8234
1.000	0.8199
0.618	0.8177
HIGH	0.8143
0.618	0.8121
0.500	0.8114
0.382	0.8108
LOW	0.8086
0.618	0.8051
1.000	0.8030
1.618	0.7995
2.618	0.7938
4.250	0.7846

Fisher Pivots for day following 02-Dec-2015
Pivot	1 day	3 day
R1	0.8117	0.8120
PP	0.8116	0.8120
S1	0.8114	0.8119

Download as Excel Spreadsheet

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

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