CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 10-Mar-2016

Day Change Summary
	Previous	Current
	09-Mar-2016	10-Mar-2016	Change	Change %	Previous Week
Open	0.8899	0.8849	-0.0050	-0.6%	0.8820
High	0.8936	0.8904	-0.0032	-0.4%	0.8944
Low	0.8839	0.8761	-0.0078	-0.9%	0.8756
Close	0.8844	0.8867	0.0023	0.3%	0.8794
Range	0.0098	0.0144	0.0046	47.2%	0.0188
ATR	0.0098	0.0101	0.0003	3.3%	0.0000
Volume	82,494	94,833	12,339	15.0%	28,635

Daily Pivots for day following 10-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9274	0.9214	0.8945
R3	0.9131	0.9070	0.8906
R2	0.8987	0.8987	0.8893
R1	0.8927	0.8927	0.8880	0.8957
PP	0.8844	0.8844	0.8844	0.8859
S1	0.8783	0.8783	0.8853	0.8814
S2	0.8700	0.8700	0.8840
S3	0.8557	0.8640	0.8827
S4	0.8413	0.8496	0.8788

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9395	0.9283	0.8897
R3	0.9207	0.9095	0.8846
R2	0.9019	0.9019	0.8828
R1	0.8907	0.8907	0.8811	0.8869
PP	0.8831	0.8831	0.8831	0.8812
S1	0.8719	0.8719	0.8777	0.8681
S2	0.8643	0.8643	0.8760
S3	0.8455	0.8531	0.8742
S4	0.8267	0.8343	0.8691

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8936	0.8761	0.0176	2.0%	0.0093	1.1%	60%	False	True	55,693
10	0.8944	0.8756	0.0188	2.1%	0.0100	1.1%	59%	False	False	29,274
20	0.9043	0.8737	0.0306	3.5%	0.0102	1.2%	42%	False	False	15,022
40	0.9043	0.8250	0.0793	8.9%	0.0099	1.1%	78%	False	False	7,649
60	0.9043	0.8149	0.0894	10.1%	0.0082	0.9%	80%	False	False	5,143
80	0.9043	0.8126	0.0918	10.3%	0.0069	0.8%	81%	False	False	3,861
100	0.9043	0.8126	0.0918	10.3%	0.0061	0.7%	81%	False	False	3,093

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9514
2.618	0.9280
1.618	0.9136
1.000	0.9048
0.618	0.8993
HIGH	0.8904
0.618	0.8849
0.500	0.8832
0.382	0.8815
LOW	0.8761
0.618	0.8672
1.000	0.8617
1.618	0.8528
2.618	0.8385
4.250	0.8151

Fisher Pivots for day following 10-Mar-2016
Pivot	1 day	3 day
R1	0.8855	0.8860
PP	0.8844	0.8854
S1	0.8832	0.8848

Download as Excel Spreadsheet

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

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