CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 17-Nov-2015

Day Change Summary
	Previous	Current
	16-Nov-2015	17-Nov-2015	Change	Change %	Previous Week
Open	0.8197	0.8136	-0.0061	-0.7%	0.8135
High	0.8204	0.8142	-0.0063	-0.8%	0.8190
Low	0.8136	0.8123	-0.0013	-0.2%	0.8116
Close	0.8137	0.8127	-0.0010	-0.1%	0.8173
Range	0.0069	0.0019	-0.0050	-72.3%	0.0074
ATR	0.0053	0.0050	-0.0002	-4.6%	0.0000
Volume	725	695	-30	-4.1%	2,574

Daily Pivots for day following 17-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8187	0.8176	0.8137
R3	0.8168	0.8157	0.8132
R2	0.8149	0.8149	0.8130
R1	0.8138	0.8138	0.8129	0.8134
PP	0.8130	0.8130	0.8130	0.8128
S1	0.8119	0.8119	0.8125	0.8115
S2	0.8111	0.8111	0.8124
S3	0.8092	0.8100	0.8122
S4	0.8073	0.8081	0.8117

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8382	0.8351	0.8214
R3	0.8308	0.8277	0.8193
R2	0.8234	0.8234	0.8187
R1	0.8203	0.8203	0.8180	0.8219
PP	0.8160	0.8160	0.8160	0.8167
S1	0.8129	0.8129	0.8166	0.8145
S2	0.8086	0.8086	0.8159
S3	0.8012	0.8055	0.8153
S4	0.7938	0.7981	0.8132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8204	0.8123	0.0082	1.0%	0.0037	0.5%	6%	False	True	552
10	0.8284	0.8116	0.0168	2.1%	0.0043	0.5%	7%	False	False	601
20	0.8381	0.8116	0.0265	3.3%	0.0052	0.6%	4%	False	False	667
40	0.8491	0.8116	0.0375	4.6%	0.0052	0.6%	3%	False	False	392
60	0.8491	0.8116	0.0375	4.6%	0.0060	0.7%	3%	False	False	276
80	0.8608	0.8017	0.0591	7.3%	0.0057	0.7%	19%	False	False	209
100	0.8608	0.8017	0.0591	7.3%	0.0052	0.6%	19%	False	False	168

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0011
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	0.8222
2.618	0.8191
1.618	0.8172
1.000	0.8161
0.618	0.8153
HIGH	0.8142
0.618	0.8134
0.500	0.8132
0.382	0.8130
LOW	0.8123
0.618	0.8111
1.000	0.8104
1.618	0.8092
2.618	0.8073
4.250	0.8042

Fisher Pivots for day following 17-Nov-2015
Pivot	1 day	3 day
R1	0.8132	0.8163
PP	0.8130	0.8151
S1	0.8129	0.8139

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

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