CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 06-Nov-2015

Day Change Summary
	Previous	Current
	05-Nov-2015	06-Nov-2015	Change	Change %	Previous Week
Open	0.8249	0.8233	-0.0016	-0.2%	0.8323
High	0.8259	0.8233	-0.0027	-0.3%	0.8336
Low	0.8220	0.8137	-0.0083	-1.0%	0.8137
Close	0.8244	0.8138	-0.0106	-1.3%	0.8138
Range	0.0040	0.0096	0.0056	141.8%	0.0199
ATR	0.0056	0.0059	0.0004	6.5%	0.0000
Volume	65	1,507	1,442	2,218.5%	2,308

Daily Pivots for day following 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8456	0.8392	0.8191
R3	0.8360	0.8297	0.8164
R2	0.8265	0.8265	0.8156
R1	0.8201	0.8201	0.8147	0.8185
PP	0.8169	0.8169	0.8169	0.8161
S1	0.8106	0.8106	0.8129	0.8090
S2	0.8074	0.8074	0.8120
S3	0.7978	0.8010	0.8112
S4	0.7883	0.7915	0.8085

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8799	0.8667	0.8247
R3	0.8601	0.8469	0.8193
R2	0.8402	0.8402	0.8174
R1	0.8270	0.8270	0.8156	0.8237
PP	0.8204	0.8204	0.8204	0.8187
S1	0.8072	0.8072	0.8120	0.8038
S2	0.8005	0.8005	0.8102
S3	0.7807	0.7873	0.8083
S4	0.7608	0.7675	0.8029

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8336	0.8137	0.0199	2.4%	0.0053	0.6%	1%	False	True	461
10	0.8354	0.8137	0.0217	2.7%	0.0059	0.7%	0%	False	True	477
20	0.8491	0.8137	0.0354	4.3%	0.0055	0.7%	0%	False	True	507
40	0.8491	0.8137	0.0354	4.3%	0.0058	0.7%	0%	False	True	309
60	0.8608	0.8066	0.0542	6.7%	0.0064	0.8%	13%	False	False	210
80	0.8608	0.8017	0.0591	7.3%	0.0056	0.7%	20%	False	False	159
100	0.8608	0.8017	0.0591	7.3%	0.0050	0.6%	20%	False	False	128

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	0.8638
2.618	0.8483
1.618	0.8387
1.000	0.8328
0.618	0.8292
HIGH	0.8233
0.618	0.8196
0.500	0.8185
0.382	0.8173
LOW	0.8137
0.618	0.8078
1.000	0.8042
1.618	0.7982
2.618	0.7887
4.250	0.7731

Fisher Pivots for day following 06-Nov-2015
Pivot	1 day	3 day
R1	0.8185	0.8211
PP	0.8169	0.8186
S1	0.8154	0.8162

Download as Excel Spreadsheet

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

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