CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 12-Nov-2015

Day Change Summary
	Previous	Current
	11-Nov-2015	12-Nov-2015	Change	Change %	Previous Week
Open	0.8163	0.8162	-0.0001	0.0%	0.8323
High	0.8172	0.8182	0.0011	0.1%	0.8336
Low	0.8144	0.8148	0.0005	0.1%	0.8137
Close	0.8156	0.8178	0.0022	0.3%	0.8138
Range	0.0028	0.0034	0.0006	21.4%	0.0199
ATR	0.0054	0.0053	-0.0001	-2.7%	0.0000
Volume	567	301	-266	-46.9%	2,308

Daily Pivots for day following 12-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8271	0.8258	0.8196
R3	0.8237	0.8224	0.8187
R2	0.8203	0.8203	0.8184
R1	0.8190	0.8190	0.8181	0.8197
PP	0.8169	0.8169	0.8169	0.8172
S1	0.8156	0.8156	0.8174	0.8163
S2	0.8135	0.8135	0.8171
S3	0.8101	0.8122	0.8168
S4	0.8067	0.8088	0.8159

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	0.8233	0.8116	0.0117	1.4%	0.0045	0.6%	53%	False	False	721
10	0.8336	0.8116	0.0220	2.7%	0.0048	0.6%	28%	False	False	532
20	0.8436	0.8116	0.0320	3.9%	0.0052	0.6%	19%	False	False	594
40	0.8491	0.8116	0.0375	4.6%	0.0055	0.7%	16%	False	False	356
60	0.8608	0.8097	0.0511	6.2%	0.0065	0.8%	16%	False	False	245
80	0.8608	0.8017	0.0591	7.2%	0.0056	0.7%	27%	False	False	185
100	0.8608	0.8017	0.0591	7.2%	0.0051	0.6%	27%	False	False	149

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8327
2.618	0.8271
1.618	0.8237
1.000	0.8216
0.618	0.8203
HIGH	0.8182
0.618	0.8169
0.500	0.8165
0.382	0.8161
LOW	0.8148
0.618	0.8127
1.000	0.8114
1.618	0.8093
2.618	0.8059
4.250	0.8004

Fisher Pivots for day following 12-Nov-2015
Pivot	1 day	3 day
R1	0.8173	0.8169
PP	0.8169	0.8161
S1	0.8165	0.8153

Download as Excel Spreadsheet

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

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