CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 24-Mar-2016

Day Change Summary
	Previous	Current
	23-Mar-2016	24-Mar-2016	Change	Change %	Previous Week
Open	0.8982	0.8961	-0.0022	-0.2%	0.8878
High	0.8982	0.8961	-0.0022	-0.2%	0.9090
Low	0.8982	0.8961	-0.0022	-0.2%	0.8878
Close	0.8982	0.8961	-0.0022	-0.2%	0.9046
Range
ATR	0.0045	0.0044	-0.0002	-3.8%	0.0000
Volume

Daily Pivots for day following 24-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8961	0.8961	0.8961
R3	0.8961	0.8961	0.8961
R2	0.8961	0.8961	0.8961
R1	0.8961	0.8961	0.8961	0.8961
PP	0.8961	0.8961	0.8961	0.8961
S1	0.8961	0.8961	0.8961	0.8961
S2	0.8961	0.8961	0.8961
S3	0.8961	0.8961	0.8961
S4	0.8961	0.8961	0.8961

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9641	0.9555	0.9163
R3	0.9429	0.9343	0.9104
R2	0.9217	0.9217	0.9085
R1	0.9131	0.9131	0.9065	0.9174
PP	0.9005	0.9005	0.9005	0.9026
S1	0.8919	0.8919	0.9027	0.8962
S2	0.8793	0.8793	0.9007
S3	0.8581	0.8707	0.8988
S4	0.8369	0.8495	0.8929

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9046	0.8961	0.0086	1.0%	0.0000	0.0%	0%	False	True
10	0.9090	0.8878	0.0212	2.4%	0.0009	0.1%	39%	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	0.0001

Fibonacci Retracements and Extensions
4.250	0.8961
2.618	0.8961
1.618	0.8961
1.000	0.8961
0.618	0.8961
HIGH	0.8961
0.618	0.8961
0.500	0.8961
0.382	0.8961
LOW	0.8961
0.618	0.8961
1.000	0.8961
1.618	0.8961
2.618	0.8961
4.250	0.8961

Fisher Pivots for day following 24-Mar-2016
Pivot	1 day	3 day
R1	0.8961	0.8976
PP	0.8961	0.8971
S1	0.8961	0.8966

Download as Excel Spreadsheet

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

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