CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 22-Oct-2015

Day Change Summary
	Previous	Current
	21-Oct-2015	22-Oct-2015	Change	Change %	Previous Week
Open	0.8360	0.8375	0.0015	0.2%	0.8353
High	0.8371	0.8381	0.0010	0.1%	0.8491
Low	0.8349	0.8301	-0.0048	-0.6%	0.8350
Close	0.8358	0.8303	-0.0055	-0.7%	0.8399
Range	0.0023	0.0080	0.0058	255.6%	0.0141
ATR	0.0054	0.0056	0.0002	3.4%	0.0000
Volume	35	181	146	417.1%	570

Daily Pivots for day following 22-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8568	0.8516	0.8347
R3	0.8488	0.8436	0.8325
R2	0.8408	0.8408	0.8318
R1	0.8356	0.8356	0.8310	0.8342
PP	0.8328	0.8328	0.8328	0.8321
S1	0.8276	0.8276	0.8296	0.8262
S2	0.8248	0.8248	0.8288
S3	0.8168	0.8196	0.8281
S4	0.8088	0.8116	0.8259

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8835	0.8757	0.8476
R3	0.8694	0.8617	0.8437
R2	0.8554	0.8554	0.8424
R1	0.8476	0.8476	0.8411	0.8515
PP	0.8413	0.8413	0.8413	0.8432
S1	0.8336	0.8336	0.8386	0.8374
S2	0.8273	0.8273	0.8373
S3	0.8132	0.8195	0.8360
S4	0.7992	0.8055	0.8321

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8436	0.8301	0.0136	1.6%	0.0045	0.5%	2%	False	True	132
10	0.8491	0.8301	0.0190	2.3%	0.0046	0.5%	1%	False	True	104
20	0.8491	0.8281	0.0210	2.5%	0.0051	0.6%	11%	False	False	122
40	0.8491	0.8259	0.0232	2.8%	0.0061	0.7%	19%	False	False	85
60	0.8608	0.8017	0.0591	7.1%	0.0059	0.7%	48%	False	False	60
80	0.8608	0.8017	0.0591	7.1%	0.0052	0.6%	48%	False	False	45

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.8721
2.618	0.8590
1.618	0.8510
1.000	0.8461
0.618	0.8430
HIGH	0.8381
0.618	0.8350
0.500	0.8341
0.382	0.8331
LOW	0.8301
0.618	0.8251
1.000	0.8221
1.618	0.8171
2.618	0.8091
4.250	0.7961

Fisher Pivots for day following 22-Oct-2015
Pivot	1 day	3 day
R1	0.8341	0.8348
PP	0.8328	0.8333
S1	0.8316	0.8318

Download as Excel Spreadsheet

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

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