CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 28-Mar-2016

Day Change Summary
	Previous	Current
	24-Mar-2016	28-Mar-2016	Change	Change %	Previous Week
Open	0.8961	0.8912	-0.0049	-0.5%	0.9027
High	0.8961	0.8912	-0.0049	-0.5%	0.9027
Low	0.8961	0.8912	-0.0049	-0.5%	0.8961
Close	0.8961	0.8912	-0.0049	-0.5%	0.8961
Range
ATR	0.0044	0.0044	0.0000	0.8%	0.0000
Volume

Daily Pivots for day following 28-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8912	0.8912	0.8912
R3	0.8912	0.8912	0.8912
R2	0.8912	0.8912	0.8912
R1	0.8912	0.8912	0.8912	0.8912
PP	0.8912	0.8912	0.8912	0.8912
S1	0.8912	0.8912	0.8912	0.8912
S2	0.8912	0.8912	0.8912
S3	0.8912	0.8912	0.8912
S4	0.8912	0.8912	0.8912

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9182	0.9138	0.8997
R3	0.9116	0.9071	0.8979
R2	0.9049	0.9049	0.8973
R1	0.9005	0.9005	0.8967	0.8994
PP	0.8983	0.8983	0.8983	0.8977
S1	0.8938	0.8938	0.8954	0.8927
S2	0.8916	0.8916	0.8948
S3	0.8850	0.8872	0.8942
S4	0.8783	0.8805	0.8924

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9027	0.8912	0.0115	1.3%	0.0000	0.0%	0%	False	True
10	0.9090	0.8878	0.0212	2.4%	0.0009	0.1%	16%	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	0.8912
2.618	0.8912
1.618	0.8912
1.000	0.8912
0.618	0.8912
HIGH	0.8912
0.618	0.8912
0.500	0.8912
0.382	0.8912
LOW	0.8912
0.618	0.8912
1.000	0.8912
1.618	0.8912
2.618	0.8912
4.250	0.8912

Fisher Pivots for day following 28-Mar-2016
Pivot	1 day	3 day
R1	0.8912	0.8947
PP	0.8912	0.8935
S1	0.8912	0.8924

Download as Excel Spreadsheet

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

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