CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 05-Nov-2015

Day Change Summary
	Previous	Current
	04-Nov-2015	05-Nov-2015	Change	Change %	Previous Week
Open	0.8262	0.8249	-0.0013	-0.2%	0.8260
High	0.8284	0.8259	-0.0025	-0.3%	0.8354
Low	0.8238	0.8220	-0.0018	-0.2%	0.8253
Close	0.8247	0.8244	-0.0004	0.0%	0.8306
Range	0.0047	0.0040	-0.0007	-15.1%	0.0102
ATR	0.0057	0.0056	-0.0001	-2.2%	0.0000
Volume	448	65	-383	-85.5%	2,469

Daily Pivots for day following 05-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8359	0.8341	0.8265
R3	0.8320	0.8301	0.8254
R2	0.8280	0.8280	0.8251
R1	0.8262	0.8262	0.8247	0.8251
PP	0.8241	0.8241	0.8241	0.8235
S1	0.8222	0.8222	0.8240	0.8212
S2	0.8201	0.8201	0.8236
S3	0.8162	0.8183	0.8233
S4	0.8122	0.8143	0.8222

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	0.8336	0.8220	0.0116	1.4%	0.0050	0.6%	21%	False	True	343
10	0.8354	0.8220	0.0135	1.6%	0.0058	0.7%	18%	False	True	762
20	0.8491	0.8220	0.0271	3.3%	0.0052	0.6%	9%	False	True	433
40	0.8491	0.8220	0.0271	3.3%	0.0056	0.7%	9%	False	True	272
60	0.8608	0.8065	0.0544	6.6%	0.0062	0.8%	33%	False	False	185
80	0.8608	0.8017	0.0591	7.2%	0.0055	0.7%	38%	False	False	140
100	0.8608	0.8017	0.0591	7.2%	0.0049	0.6%	38%	False	False	113

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8427
2.618	0.8362
1.618	0.8323
1.000	0.8299
0.618	0.8283
HIGH	0.8259
0.618	0.8244
0.500	0.8239
0.382	0.8235
LOW	0.8220
0.618	0.8195
1.000	0.8180
1.618	0.8156
2.618	0.8116
4.250	0.8052

Fisher Pivots for day following 05-Nov-2015
Pivot	1 day	3 day
R1	0.8242	0.8266
PP	0.8241	0.8259
S1	0.8239	0.8251

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

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