CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 15-Mar-2016

Day Change Summary
	Previous	Current
	14-Mar-2016	15-Mar-2016	Change	Change %	Previous Week
Open	0.8878	0.8933	0.0055	0.6%	0.8876
High	0.8878	0.8933	0.0055	0.6%	0.8988
Low	0.8878	0.8933	0.0055	0.6%	0.8829
Close	0.8878	0.8933	0.0055	0.6%	0.8887
Range
ATR
Volume

Daily Pivots for day following 15-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8933	0.8933	0.8933
R3	0.8933	0.8933	0.8933
R2	0.8933	0.8933	0.8933
R1	0.8933	0.8933	0.8933	0.8933
PP	0.8933	0.8933	0.8933	0.8933
S1	0.8933	0.8933	0.8933	0.8933
S2	0.8933	0.8933	0.8933
S3	0.8933	0.8933	0.8933
S4	0.8933	0.8933	0.8933

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9380	0.9293	0.8975
R3	0.9220	0.9133	0.8931
R2	0.9061	0.9061	0.8916
R1	0.8974	0.8974	0.8902	0.9017
PP	0.8901	0.8901	0.8901	0.8923
S1	0.8814	0.8814	0.8872	0.8858
S2	0.8742	0.8742	0.8858
S3	0.8582	0.8655	0.8843
S4	0.8423	0.8495	0.8799

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8988	0.8829	0.0160	1.8%	0.0036	0.4%	66%	False	False	2
10	0.8988	0.8829	0.0160	1.8%	0.0032	0.4%	66%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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	0.0002

Fibonacci Retracements and Extensions
4.250	0.8933
2.618	0.8933
1.618	0.8933
1.000	0.8933
0.618	0.8933
HIGH	0.8933
0.618	0.8933
0.500	0.8933
0.382	0.8933
LOW	0.8933
0.618	0.8933
1.000	0.8933
1.618	0.8933
2.618	0.8933
4.250	0.8933

Fisher Pivots for day following 15-Mar-2016
Pivot	1 day	3 day
R1	0.8933	0.8924
PP	0.8933	0.8915
S1	0.8933	0.8906

Download as Excel Spreadsheet

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

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