CME Japanese Yen Future December 2015

Trading Metrics calculated at close of trading on 14-Dec-2015

Day Change Summary
	Previous	Current
	11-Dec-2015	14-Dec-2015	Change	Change %	Previous Week
Open	0.8221	0.8261	0.0040	0.5%	0.8118
High	0.8294	0.8288	-0.0006	-0.1%	0.8294
Low	0.8181	0.8243	0.0062	0.8%	0.8099
Close	0.8281	0.8284	0.0003	0.0%	0.8281
Range	0.0113	0.0045	-0.0068	-60.0%	0.0195
ATR	0.0059	0.0058	-0.0001	-1.7%	0.0000
Volume	76,074	3,540	-72,534	-95.3%	748,481

Daily Pivots for day following 14-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8407	0.8390	0.8308
R3	0.8362	0.8345	0.8296
R2	0.8317	0.8317	0.8292
R1	0.8300	0.8300	0.8288	0.8308
PP	0.8272	0.8272	0.8272	0.8276
S1	0.8255	0.8255	0.8279	0.8263
S2	0.8227	0.8227	0.8275
S3	0.8182	0.8210	0.8271
S4	0.8137	0.8165	0.8259

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8808	0.8739	0.8387
R3	0.8613	0.8544	0.8334
R2	0.8419	0.8419	0.8316
R1	0.8350	0.8350	0.8298	0.8384
PP	0.8224	0.8224	0.8224	0.8242
S1	0.8155	0.8155	0.8263	0.8190
S2	0.8030	0.8030	0.8245
S3	0.7835	0.7961	0.8227
S4	0.7641	0.7766	0.8174

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8294	0.8104	0.0190	2.3%	0.0075	0.9%	95%	False	False	128,284
10	0.8294	0.8086	0.0208	2.5%	0.0064	0.8%	95%	False	False	135,046
20	0.8294	0.8081	0.0213	2.6%	0.0053	0.6%	95%	False	False	118,184
40	0.8399	0.8081	0.0318	3.8%	0.0054	0.6%	64%	False	False	121,294
60	0.8475	0.8081	0.0394	4.8%	0.0056	0.7%	51%	False	False	128,330
80	0.8604	0.8081	0.0523	6.3%	0.0068	0.8%	39%	False	False	110,946
100	0.8604	0.7997	0.0607	7.3%	0.0062	0.7%	47%	False	False	88,834
120	0.8604	0.7997	0.0607	7.3%	0.0060	0.7%	47%	False	False	74,063

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8479
2.618	0.8406
1.618	0.8361
1.000	0.8333
0.618	0.8316
HIGH	0.8288
0.618	0.8271
0.500	0.8266
0.382	0.8260
LOW	0.8243
0.618	0.8215
1.000	0.8198
1.618	0.8170
2.618	0.8125
4.250	0.8052

Fisher Pivots for day following 14-Dec-2015
Pivot	1 day	3 day
R1	0.8278	0.8268
PP	0.8272	0.8253
S1	0.8266	0.8237

Download as Excel Spreadsheet

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

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