CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 09-Dec-2015

Day Change Summary
	Previous	Current
	08-Dec-2015	09-Dec-2015	Change	Change %	Previous Week
Open	0.8104	0.8137	0.0033	0.4%	0.8146
High	0.8149	0.8260	0.0111	1.4%	0.8178
Low	0.8104	0.8128	0.0024	0.3%	0.8086
Close	0.8127	0.8254	0.0127	1.6%	0.8118
Range	0.0045	0.0133	0.0088	194.4%	0.0092
ATR	0.0050	0.0056	0.0006	12.0%	0.0000
Volume	117,383	280,820	163,437	139.2%	690,451

Daily Pivots for day following 09-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8611	0.8565	0.8326
R3	0.8479	0.8432	0.8290
R2	0.8346	0.8346	0.8278
R1	0.8300	0.8300	0.8266	0.8323
PP	0.8214	0.8214	0.8214	0.8225
S1	0.8167	0.8167	0.8241	0.8191
S2	0.8081	0.8081	0.8229
S3	0.7949	0.8035	0.8217
S4	0.7816	0.7902	0.8181

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8403	0.8353	0.8169
R3	0.8311	0.8261	0.8143
R2	0.8219	0.8219	0.8135
R1	0.8169	0.8169	0.8126	0.8148
PP	0.8127	0.8127	0.8127	0.8117
S1	0.8077	0.8077	0.8110	0.8056
S2	0.8035	0.8035	0.8101
S3	0.7943	0.7985	0.8093
S4	0.7851	0.7893	0.8067

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8260	0.8093	0.0167	2.0%	0.0069	0.8%	96%	True	False	177,439
10	0.8260	0.8086	0.0174	2.1%	0.0057	0.7%	96%	True	False	137,260
20	0.8260	0.8081	0.0179	2.2%	0.0048	0.6%	96%	True	False	122,303
40	0.8475	0.8081	0.0394	4.8%	0.0054	0.7%	44%	False	False	126,236
60	0.8475	0.8081	0.0394	4.8%	0.0056	0.7%	44%	False	False	131,675
80	0.8604	0.8048	0.0556	6.7%	0.0067	0.8%	37%	False	False	107,914
100	0.8604	0.7997	0.0607	7.3%	0.0061	0.7%	42%	False	False	86,405
120	0.8604	0.7997	0.0607	7.3%	0.0059	0.7%	42%	False	False	72,037

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	0.0010
Widest range in 69 trading days

Fibonacci Retracements and Extensions
4.250	0.8823
2.618	0.8607
1.618	0.8474
1.000	0.8393
0.618	0.8342
HIGH	0.8260
0.618	0.8209
0.500	0.8194
0.382	0.8178
LOW	0.8128
0.618	0.8046
1.000	0.7995
1.618	0.7913
2.618	0.7781
4.250	0.7564

Fisher Pivots for day following 09-Dec-2015
Pivot	1 day	3 day
R1	0.8234	0.8229
PP	0.8214	0.8204
S1	0.8194	0.8180

Download as Excel Spreadsheet

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

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