CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 10-Sep-2015

Day Change Summary
	Previous	Current
	09-Sep-2015	10-Sep-2015	Change	Change %	Previous Week
Open	0.8345	0.8346	0.0001	0.0%	0.8279
High	0.8371	0.8357	-0.0014	-0.2%	0.8444
Low	0.8289	0.8279	-0.0010	-0.1%	0.8265
Close	0.8324	0.8324	-0.0001	0.0%	0.8440
Range	0.0082	0.0078	-0.0005	-5.5%	0.0179
ATR	0.0076	0.0076	0.0000	0.2%	0.0000
Volume	83	8	-75	-90.4%	10

Daily Pivots for day following 10-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8552	0.8515	0.8366
R3	0.8475	0.8438	0.8345
R2	0.8397	0.8397	0.8338
R1	0.8360	0.8360	0.8331	0.8340
PP	0.8320	0.8320	0.8320	0.8310
S1	0.8283	0.8283	0.8316	0.8263
S2	0.8242	0.8242	0.8309
S3	0.8165	0.8205	0.8302
S4	0.8087	0.8128	0.8281

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8918	0.8858	0.8538
R3	0.8740	0.8679	0.8489
R2	0.8561	0.8561	0.8473
R1	0.8501	0.8501	0.8456	0.8531
PP	0.8383	0.8383	0.8383	0.8398
S1	0.8322	0.8322	0.8424	0.8353
S2	0.8204	0.8204	0.8407
S3	0.8026	0.8144	0.8391
S4	0.7847	0.7965	0.8342

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8444	0.8279	0.0165	2.0%	0.0079	0.9%	27%	False	True	24
10	0.8444	0.8259	0.0185	2.2%	0.0076	0.9%	35%	False	False	13
20	0.8608	0.8065	0.0544	6.5%	0.0074	0.9%	48%	False	False	12
40	0.8608	0.8017	0.0591	7.1%	0.0053	0.6%	52%	False	False	9
60	0.8608	0.8017	0.0591	7.1%	0.0044	0.5%	52%	False	False	7

Crabel Price Patterns
NR	True
NR4	True
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	0.0018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8686
2.618	0.8559
1.618	0.8482
1.000	0.8434
0.618	0.8404
HIGH	0.8357
0.618	0.8327
0.500	0.8318
0.382	0.8309
LOW	0.8279
0.618	0.8231
1.000	0.8202
1.618	0.8154
2.618	0.8076
4.250	0.7950

Fisher Pivots for day following 10-Sep-2015
Pivot	1 day	3 day
R1	0.8322	0.8361
PP	0.8320	0.8348
S1	0.8318	0.8336

Download as Excel Spreadsheet

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

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