CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 10-Dec-2015

Day Change Summary
	Previous	Current
	09-Dec-2015	10-Dec-2015	Change	Change %	Previous Week
Open	0.8137	0.8224	0.0087	1.1%	0.8146
High	0.8260	0.8248	-0.0013	-0.2%	0.8178
Low	0.8128	0.8206	0.0079	1.0%	0.8086
Close	0.8254	0.8222	-0.0032	-0.4%	0.8118
Range	0.0133	0.0042	-0.0091	-68.7%	0.0092
ATR	0.0056	0.0055	-0.0001	-1.0%	0.0000
Volume	280,820	163,604	-117,216	-41.7%	690,451

Daily Pivots for day following 10-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8350	0.8327	0.8245
R3	0.8308	0.8286	0.8233
R2	0.8267	0.8267	0.8230
R1	0.8244	0.8244	0.8226	0.8235
PP	0.8225	0.8225	0.8225	0.8220
S1	0.8203	0.8203	0.8218	0.8193
S2	0.8184	0.8184	0.8214
S3	0.8142	0.8161	0.8211
S4	0.8101	0.8120	0.8199

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	0.8099	0.0161	2.0%	0.0061	0.7%	76%	False	False	164,697
10	0.8260	0.8086	0.0174	2.1%	0.0057	0.7%	78%	False	False	144,956
20	0.8260	0.8081	0.0179	2.2%	0.0049	0.6%	79%	False	False	125,916
40	0.8475	0.8081	0.0394	4.8%	0.0053	0.6%	36%	False	False	126,131
60	0.8475	0.8081	0.0394	4.8%	0.0056	0.7%	36%	False	False	132,568
80	0.8604	0.8049	0.0555	6.7%	0.0067	0.8%	31%	False	False	109,958
100	0.8604	0.7997	0.0607	7.4%	0.0061	0.7%	37%	False	False	88,039
120	0.8604	0.7997	0.0607	7.4%	0.0059	0.7%	37%	False	False	73,400

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8424
2.618	0.8356
1.618	0.8315
1.000	0.8289
0.618	0.8273
HIGH	0.8248
0.618	0.8232
0.500	0.8227
0.382	0.8222
LOW	0.8206
0.618	0.8180
1.000	0.8165
1.618	0.8139
2.618	0.8097
4.250	0.8030

Fisher Pivots for day following 10-Dec-2015
Pivot	1 day	3 day
R1	0.8227	0.8209
PP	0.8225	0.8195
S1	0.8224	0.8182

Download as Excel Spreadsheet

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

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