CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 23-Nov-2015

Day Change Summary
	Previous	Current
	20-Nov-2015	23-Nov-2015	Change	Change %	Previous Week
Open	0.8157	0.8161	0.0004	0.0%	0.8197
High	0.8170	0.8165	-0.0005	-0.1%	0.8204
Low	0.8150	0.8136	-0.0015	-0.2%	0.8103
Close	0.8163	0.8164	0.0001	0.0%	0.8163
Range	0.0020	0.0030	0.0010	47.5%	0.0101
ATR	0.0049	0.0048	-0.0001	-2.8%	0.0000
Volume	442	198	-244	-55.2%	2,816

Daily Pivots for day following 23-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8243	0.8233	0.8180
R3	0.8214	0.8204	0.8172
R2	0.8184	0.8184	0.8169
R1	0.8174	0.8174	0.8167	0.8179
PP	0.8155	0.8155	0.8155	0.8157
S1	0.8145	0.8145	0.8161	0.8150
S2	0.8125	0.8125	0.8159
S3	0.8096	0.8115	0.8156
S4	0.8066	0.8086	0.8148

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8460	0.8412	0.8219
R3	0.8359	0.8311	0.8191
R2	0.8258	0.8258	0.8182
R1	0.8210	0.8210	0.8172	0.8184
PP	0.8157	0.8157	0.8157	0.8143
S1	0.8109	0.8109	0.8154	0.8083
S2	0.8056	0.8056	0.8144
S3	0.7955	0.8008	0.8135
S4	0.7854	0.7907	0.8107

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8177	0.8103	0.0074	0.9%	0.0036	0.4%	82%	False	False	457
10	0.8204	0.8103	0.0101	1.2%	0.0037	0.5%	60%	False	False	514
20	0.8354	0.8103	0.0251	3.1%	0.0047	0.6%	24%	False	False	499
40	0.8491	0.8103	0.0388	4.7%	0.0050	0.6%	16%	False	False	419
60	0.8491	0.8103	0.0388	4.7%	0.0056	0.7%	16%	False	False	301
80	0.8608	0.8017	0.0591	7.2%	0.0057	0.7%	25%	False	False	228
100	0.8608	0.8017	0.0591	7.2%	0.0052	0.6%	25%	False	False	183

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8290
2.618	0.8242
1.618	0.8213
1.000	0.8195
0.618	0.8183
HIGH	0.8165
0.618	0.8154
0.500	0.8150
0.382	0.8147
LOW	0.8136
0.618	0.8117
1.000	0.8106
1.618	0.8088
2.618	0.8058
4.250	0.8010

Fisher Pivots for day following 23-Nov-2015
Pivot	1 day	3 day
R1	0.8159	0.8156
PP	0.8155	0.8148
S1	0.8150	0.8140

Download as Excel Spreadsheet

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

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