CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 27-Nov-2015

Day Change Summary
	Previous	Current
	25-Nov-2015	27-Nov-2015	Change	Change %	Previous Week
Open	0.8185	0.8176	-0.0010	-0.1%	0.8161
High	0.8201	0.8197	-0.0004	0.0%	0.8201
Low	0.8161	0.8155	-0.0006	-0.1%	0.8136
Close	0.8169	0.8163	-0.0006	-0.1%	0.8163
Range	0.0040	0.0042	0.0002	5.0%	0.0065
ATR	0.0046	0.0046	0.0000	-0.7%	0.0000
Volume	781	573	-208	-26.6%	1,974

Daily Pivots for day following 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8298	0.8272	0.8186
R3	0.8256	0.8230	0.8174
R2	0.8214	0.8214	0.8170
R1	0.8188	0.8188	0.8166	0.8180
PP	0.8172	0.8172	0.8172	0.8167
S1	0.8146	0.8146	0.8159	0.8138
S2	0.8130	0.8130	0.8155
S3	0.8088	0.8104	0.8151
S4	0.8046	0.8062	0.8139

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8361	0.8327	0.8198
R3	0.8296	0.8262	0.8180
R2	0.8231	0.8231	0.8174
R1	0.8197	0.8197	0.8168	0.8214
PP	0.8166	0.8166	0.8166	0.8175
S1	0.8132	0.8132	0.8157	0.8149
S2	0.8101	0.8101	0.8151
S3	0.8036	0.8067	0.8145
S4	0.7971	0.8002	0.8127

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8201	0.8136	0.0065	0.8%	0.0034	0.4%	42%	False	False	483
10	0.8204	0.8103	0.0101	1.2%	0.0040	0.5%	59%	False	False	526
20	0.8336	0.8103	0.0233	2.8%	0.0044	0.5%	26%	False	False	529
40	0.8491	0.8103	0.0388	4.7%	0.0048	0.6%	15%	False	False	460
60	0.8491	0.8103	0.0388	4.7%	0.0054	0.7%	15%	False	False	331
80	0.8608	0.8017	0.0591	7.2%	0.0057	0.7%	25%	False	False	250
100	0.8608	0.8017	0.0591	7.2%	0.0052	0.6%	25%	False	False	201
120	0.8608	0.8017	0.0591	7.2%	0.0047	0.6%	25%	False	False	168

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8376
2.618	0.8307
1.618	0.8265
1.000	0.8239
0.618	0.8223
HIGH	0.8197
0.618	0.8181
0.500	0.8176
0.382	0.8171
LOW	0.8155
0.618	0.8129
1.000	0.8113
1.618	0.8087
2.618	0.8045
4.250	0.7977

Fisher Pivots for day following 27-Nov-2015
Pivot	1 day	3 day
R1	0.8176	0.8178
PP	0.8172	0.8173
S1	0.8167	0.8168

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

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