CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 04-Nov-2015

Day Change Summary
	Previous	Current
	03-Nov-2015	04-Nov-2015	Change	Change %	Previous Week
Open	0.8302	0.8262	-0.0041	-0.5%	0.8260
High	0.8313	0.8284	-0.0029	-0.3%	0.8354
Low	0.8270	0.8238	-0.0032	-0.4%	0.8253
Close	0.8281	0.8247	-0.0034	-0.4%	0.8306
Range	0.0044	0.0047	0.0003	6.9%	0.0102
ATR	0.0058	0.0057	-0.0001	-1.4%	0.0000
Volume	183	448	265	144.8%	2,469

Daily Pivots for day following 04-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8396	0.8368	0.8273
R3	0.8349	0.8321	0.8260
R2	0.8303	0.8303	0.8256
R1	0.8275	0.8275	0.8251	0.8266
PP	0.8256	0.8256	0.8256	0.8252
S1	0.8228	0.8228	0.8243	0.8219
S2	0.8210	0.8210	0.8238
S3	0.8163	0.8182	0.8234
S4	0.8117	0.8135	0.8221

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8609	0.8559	0.8362
R3	0.8507	0.8457	0.8334
R2	0.8406	0.8406	0.8325
R1	0.8356	0.8356	0.8315	0.8381
PP	0.8304	0.8304	0.8304	0.8317
S1	0.8254	0.8254	0.8297	0.8279
S2	0.8203	0.8203	0.8287
S3	0.8101	0.8153	0.8278
S4	0.8000	0.8051	0.8250

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8336	0.8238	0.0098	1.2%	0.0050	0.6%	10%	False	True	394
10	0.8381	0.8238	0.0143	1.7%	0.0062	0.8%	7%	False	True	774
20	0.8491	0.8238	0.0253	3.1%	0.0051	0.6%	4%	False	True	431
40	0.8491	0.8238	0.0253	3.1%	0.0057	0.7%	4%	False	True	270
60	0.8608	0.8017	0.0591	7.2%	0.0063	0.8%	39%	False	False	185
80	0.8608	0.8017	0.0591	7.2%	0.0055	0.7%	39%	False	False	139
100	0.8608	0.8017	0.0591	7.2%	0.0049	0.6%	39%	False	False	112

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	0.0018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8482
2.618	0.8406
1.618	0.8359
1.000	0.8331
0.618	0.8313
HIGH	0.8284
0.618	0.8266
0.500	0.8261
0.382	0.8255
LOW	0.8238
0.618	0.8209
1.000	0.8191
1.618	0.8162
2.618	0.8116
4.250	0.8040

Fisher Pivots for day following 04-Nov-2015
Pivot	1 day	3 day
R1	0.8261	0.8287
PP	0.8256	0.8273
S1	0.8252	0.8260

Download as Excel Spreadsheet

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

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