CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 27-Oct-2015

Day Change Summary
	Previous	Current
	26-Oct-2015	27-Oct-2015	Change	Change %	Previous Week
Open	0.8260	0.8295	0.0035	0.4%	0.8405
High	0.8310	0.8342	0.0032	0.4%	0.8414
Low	0.8253	0.8280	0.0027	0.3%	0.8251
Close	0.8283	0.8332	0.0050	0.6%	0.8258
Range	0.0058	0.0062	0.0005	7.8%	0.0163
ATR	0.0058	0.0058	0.0000	0.5%	0.0000
Volume	379	412	33	8.7%	4,803

Daily Pivots for day following 27-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8504	0.8480	0.8366
R3	0.8442	0.8418	0.8349
R2	0.8380	0.8380	0.8343
R1	0.8356	0.8356	0.8338	0.8368
PP	0.8318	0.8318	0.8318	0.8324
S1	0.8294	0.8294	0.8326	0.8306
S2	0.8256	0.8256	0.8321
S3	0.8194	0.8232	0.8315
S4	0.8132	0.8170	0.8298

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8795	0.8689	0.8347
R3	0.8633	0.8527	0.8303
R2	0.8470	0.8470	0.8288
R1	0.8364	0.8364	0.8273	0.8336
PP	0.8308	0.8308	0.8308	0.8293
S1	0.8202	0.8202	0.8243	0.8173
S2	0.8145	0.8145	0.8228
S3	0.7983	0.8039	0.8213
S4	0.7820	0.7877	0.8169

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8381	0.8251	0.0130	1.6%	0.0062	0.7%	63%	False	False	1,072
10	0.8491	0.8251	0.0240	2.9%	0.0058	0.7%	34%	False	False	614
20	0.8491	0.8251	0.0240	2.9%	0.0052	0.6%	34%	False	False	357
40	0.8491	0.8251	0.0240	2.9%	0.0061	0.7%	34%	False	False	213
60	0.8608	0.8017	0.0591	7.1%	0.0061	0.7%	53%	False	False	145
80	0.8608	0.8017	0.0591	7.1%	0.0054	0.7%	53%	False	False	110

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8606
2.618	0.8504
1.618	0.8442
1.000	0.8404
0.618	0.8380
HIGH	0.8342
0.618	0.8318
0.500	0.8311
0.382	0.8304
LOW	0.8280
0.618	0.8242
1.000	0.8218
1.618	0.8180
2.618	0.8118
4.250	0.8016

Fisher Pivots for day following 27-Oct-2015
Pivot	1 day	3 day
R1	0.8325	0.8320
PP	0.8318	0.8308
S1	0.8311	0.8297

Download as Excel Spreadsheet

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

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