CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 17-Dec-2015

Day Change Summary
	Previous	Current
	16-Dec-2015	17-Dec-2015	Change	Change %	Previous Week
Open	0.8241	0.8196	-0.0045	-0.5%	0.8134
High	0.8259	0.8200	-0.0059	-0.7%	0.8314
Low	0.8187	0.8155	-0.0033	-0.4%	0.8118
Close	0.8230	0.8156	-0.0075	-0.9%	0.8301
Range	0.0072	0.0046	-0.0027	-36.8%	0.0196
ATR	0.0062	0.0063	0.0001	1.6%	0.0000
Volume	130,065	124,973	-5,092	-3.9%	499,676

Daily Pivots for day following 17-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8307	0.8277	0.8181
R3	0.8261	0.8231	0.8168
R2	0.8216	0.8216	0.8164
R1	0.8186	0.8186	0.8160	0.8178
PP	0.8170	0.8170	0.8170	0.8166
S1	0.8140	0.8140	0.8151	0.8132
S2	0.8125	0.8125	0.8147
S3	0.8079	0.8095	0.8143
S4	0.8034	0.8049	0.8130

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8831	0.8761	0.8409
R3	0.8635	0.8566	0.8355
R2	0.8440	0.8440	0.8337
R1	0.8370	0.8370	0.8319	0.8405
PP	0.8244	0.8244	0.8244	0.8262
S1	0.8175	0.8175	0.8283	0.8210
S2	0.8049	0.8049	0.8265
S3	0.7853	0.7979	0.8247
S4	0.7658	0.7784	0.8193

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8332	0.8155	0.0178	2.2%	0.0077	0.9%	1%	False	True	135,497
10	0.8332	0.8118	0.0215	2.6%	0.0069	0.8%	18%	False	False	101,652
20	0.8332	0.8103	0.0229	2.8%	0.0058	0.7%	23%	False	False	52,485
40	0.8381	0.8103	0.0278	3.4%	0.0055	0.7%	19%	False	False	26,584
60	0.8491	0.8103	0.0388	4.8%	0.0054	0.7%	14%	False	False	17,761
80	0.8491	0.8103	0.0388	4.8%	0.0058	0.7%	14%	False	False	13,332
100	0.8608	0.8017	0.0591	7.2%	0.0057	0.7%	23%	False	False	10,668
120	0.8608	0.8017	0.0591	7.2%	0.0053	0.6%	23%	False	False	8,890

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8393
2.618	0.8319
1.618	0.8274
1.000	0.8246
0.618	0.8228
HIGH	0.8200
0.618	0.8183
0.500	0.8177
0.382	0.8172
LOW	0.8155
0.618	0.8126
1.000	0.8109
1.618	0.8081
2.618	0.8035
4.250	0.7961

Fisher Pivots for day following 17-Dec-2015
Pivot	1 day	3 day
R1	0.8177	0.8234
PP	0.8170	0.8208
S1	0.8163	0.8182

Download as Excel Spreadsheet

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

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