CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 30-Oct-2015

Day Change Summary
	Previous	Current
	29-Oct-2015	30-Oct-2015	Change	Change %	Previous Week
Open	0.8281	0.8308	0.0027	0.3%	0.8260
High	0.8313	0.8335	0.0023	0.3%	0.8354
Low	0.8274	0.8253	-0.0021	-0.3%	0.8253
Close	0.8277	0.8306	0.0029	0.4%	0.8306
Range	0.0039	0.0083	0.0044	111.5%	0.0102
ATR	0.0059	0.0061	0.0002	2.8%	0.0000
Volume	318	916	598	188.1%	2,469

Daily Pivots for day following 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8545	0.8508	0.8351
R3	0.8463	0.8426	0.8329
R2	0.8380	0.8380	0.8321
R1	0.8343	0.8343	0.8314	0.8321
PP	0.8298	0.8298	0.8298	0.8287
S1	0.8261	0.8261	0.8298	0.8238
S2	0.8215	0.8215	0.8291
S3	0.8133	0.8178	0.8283
S4	0.8050	0.8096	0.8261

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8609	0.8559	0.8362
R3	0.8507	0.8457	0.8334
R2	0.8406	0.8406	0.8325
R1	0.8356	0.8356	0.8315	0.8381
PP	0.8304	0.8304	0.8304	0.8317
S1	0.8254	0.8254	0.8297	0.8279
S2	0.8203	0.8203	0.8287
S3	0.8101	0.8153	0.8278
S4	0.8000	0.8051	0.8250

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8354	0.8253	0.0102	1.2%	0.0065	0.8%	53%	False	True	493
10	0.8414	0.8251	0.0163	2.0%	0.0058	0.7%	34%	False	False	727
20	0.8491	0.8251	0.0240	2.9%	0.0051	0.6%	23%	False	False	415
40	0.8491	0.8251	0.0240	2.9%	0.0060	0.7%	23%	False	False	255
60	0.8608	0.8017	0.0591	7.1%	0.0063	0.8%	49%	False	False	173
80	0.8608	0.8017	0.0591	7.1%	0.0054	0.7%	49%	False	False	130
100	0.8608	0.8017	0.0591	7.1%	0.0049	0.6%	49%	False	False	105

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8686
2.618	0.8551
1.618	0.8468
1.000	0.8418
0.618	0.8386
HIGH	0.8335
0.618	0.8303
0.500	0.8294
0.382	0.8284
LOW	0.8253
0.618	0.8202
1.000	0.8170
1.618	0.8119
2.618	0.8037
4.250	0.7902

Fisher Pivots for day following 30-Oct-2015
Pivot	1 day	3 day
R1	0.8302	0.8305
PP	0.8298	0.8304
S1	0.8294	0.8303

Download as Excel Spreadsheet

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

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