CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 18-Dec-2015

Day Change Summary
	Previous	Current
	17-Dec-2015	18-Dec-2015	Change	Change %	Previous Week
Open	0.8196	0.8178	-0.0019	-0.2%	0.8282
High	0.8200	0.8278	0.0078	1.0%	0.8332
Low	0.8155	0.8058	-0.0097	-1.2%	0.8058
Close	0.8156	0.8267	0.0111	1.4%	0.8267
Range	0.0046	0.0221	0.0175	384.6%	0.0275
ATR	0.0063	0.0074	0.0011	18.0%	0.0000
Volume	124,973	207,797	82,824	66.3%	713,755

Daily Pivots for day following 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8862	0.8785	0.8388
R3	0.8642	0.8564	0.8327
R2	0.8421	0.8421	0.8307
R1	0.8344	0.8344	0.8287	0.8383
PP	0.8201	0.8201	0.8201	0.8220
S1	0.8123	0.8123	0.8246	0.8162
S2	0.7980	0.7980	0.8226
S3	0.7760	0.7903	0.8206
S4	0.7539	0.7682	0.8145

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.9042	0.8929	0.8417
R3	0.8768	0.8654	0.8342
R2	0.8493	0.8493	0.8317
R1	0.8380	0.8380	0.8292	0.8299
PP	0.8219	0.8219	0.8219	0.8178
S1	0.8105	0.8105	0.8241	0.8025
S2	0.7944	0.7944	0.8216
S3	0.7670	0.7831	0.8191
S4	0.7395	0.7556	0.8116

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8332	0.8058	0.0275	3.3%	0.0099	1.2%	76%	False	True	142,751
10	0.8332	0.8058	0.0275	3.3%	0.0085	1.0%	76%	False	True	121,343
20	0.8332	0.8058	0.0275	3.3%	0.0065	0.8%	76%	False	True	62,845
40	0.8354	0.8058	0.0297	3.6%	0.0059	0.7%	70%	False	True	31,774
60	0.8491	0.8058	0.0433	5.2%	0.0056	0.7%	48%	False	True	21,223
80	0.8491	0.8058	0.0433	5.2%	0.0060	0.7%	48%	False	True	15,929
100	0.8608	0.8017	0.0591	7.1%	0.0059	0.7%	42%	False	False	12,746
120	0.8608	0.8017	0.0591	7.1%	0.0055	0.7%	42%	False	False	10,622

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	0.0024
Widest range in 82 trading days

Fibonacci Retracements and Extensions
4.250	0.9215
2.618	0.8855
1.618	0.8635
1.000	0.8499
0.618	0.8414
HIGH	0.8278
0.618	0.8194
0.500	0.8168
0.382	0.8142
LOW	0.8058
0.618	0.7921
1.000	0.7837
1.618	0.7701
2.618	0.7480
4.250	0.7120

Fisher Pivots for day following 18-Dec-2015
Pivot	1 day	3 day
R1	0.8234	0.8234
PP	0.8201	0.8201
S1	0.8168	0.8168

Download as Excel Spreadsheet

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

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