CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 06-Jan-2016

Day Change Summary
	Previous	Current
	05-Jan-2016	06-Jan-2016	Change	Change %	Previous Week
Open	0.8392	0.8406	0.0015	0.2%	0.8333
High	0.8429	0.8467	0.0039	0.5%	0.8346
Low	0.8365	0.8402	0.0037	0.4%	0.8301
Close	0.8416	0.8459	0.0043	0.5%	0.8333
Range	0.0064	0.0066	0.0002	3.1%	0.0046
ATR	0.0061	0.0061	0.0000	0.6%	0.0000
Volume	137,138	179,539	42,401	30.9%	211,990

Daily Pivots for day following 06-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8639	0.8615	0.8495
R3	0.8574	0.8549	0.8477
R2	0.8508	0.8508	0.8471
R1	0.8484	0.8484	0.8465	0.8496
PP	0.8443	0.8443	0.8443	0.8449
S1	0.8418	0.8418	0.8453	0.8430
S2	0.8377	0.8377	0.8447
S3	0.8312	0.8353	0.8441
S4	0.8246	0.8287	0.8423

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8463	0.8443	0.8358
R3	0.8417	0.8398	0.8345
R2	0.8372	0.8372	0.8341
R1	0.8352	0.8352	0.8337	0.8355
PP	0.8326	0.8326	0.8326	0.8328
S1	0.8307	0.8307	0.8328	0.8310
S2	0.8281	0.8281	0.8324
S3	0.8235	0.8261	0.8320
S4	0.8190	0.8216	0.8307

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8467	0.8301	0.0167	2.0%	0.0063	0.7%	95%	True	False	123,726
10	0.8467	0.8260	0.0208	2.5%	0.0048	0.6%	96%	True	False	89,737
20	0.8467	0.8058	0.0410	4.8%	0.0067	0.8%	98%	True	False	107,849
40	0.8467	0.8058	0.0410	4.8%	0.0055	0.6%	98%	True	False	56,097
60	0.8491	0.8058	0.0433	5.1%	0.0055	0.6%	93%	False	False	37,567
80	0.8491	0.8058	0.0433	5.1%	0.0056	0.7%	93%	False	False	28,203
100	0.8608	0.8058	0.0551	6.5%	0.0060	0.7%	73%	False	False	22,565
120	0.8608	0.8017	0.0591	7.0%	0.0055	0.7%	75%	False	False	18,805

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8745
2.618	0.8638
1.618	0.8573
1.000	0.8533
0.618	0.8507
HIGH	0.8467
0.618	0.8442
0.500	0.8434
0.382	0.8427
LOW	0.8402
0.618	0.8361
1.000	0.8336
1.618	0.8296
2.618	0.8230
4.250	0.8123

Fisher Pivots for day following 06-Jan-2016
Pivot	1 day	3 day
R1	0.8451	0.8436
PP	0.8443	0.8413
S1	0.8434	0.8390

Download as Excel Spreadsheet

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

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