CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 01-Dec-2015

Day Change Summary
	Previous	Current
	30-Nov-2015	01-Dec-2015	Change	Change %	Previous Week
Open	0.8165	0.8137	-0.0029	-0.3%	0.8161
High	0.8172	0.8175	0.0003	0.0%	0.8201
Low	0.8130	0.8135	0.0005	0.1%	0.8136
Close	0.8145	0.8165	0.0020	0.2%	0.8163
Range	0.0042	0.0041	-0.0002	-3.6%	0.0065
ATR	0.0046	0.0045	0.0000	-0.8%	0.0000
Volume	4,285	5,956	1,671	39.0%	1,974

Daily Pivots for day following 01-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8280	0.8263	0.8187
R3	0.8239	0.8222	0.8176
R2	0.8199	0.8199	0.8172
R1	0.8182	0.8182	0.8169	0.8190
PP	0.8158	0.8158	0.8158	0.8162
S1	0.8141	0.8141	0.8161	0.8150
S2	0.8118	0.8118	0.8158
S3	0.8077	0.8101	0.8154
S4	0.8037	0.8060	0.8143

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8361	0.8327	0.8198
R3	0.8296	0.8262	0.8180
R2	0.8231	0.8231	0.8174
R1	0.8197	0.8197	0.8168	0.8214
PP	0.8166	0.8166	0.8166	0.8175
S1	0.8132	0.8132	0.8157	0.8149
S2	0.8101	0.8101	0.8151
S3	0.8036	0.8067	0.8145
S4	0.7971	0.8002	0.8127

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8201	0.8130	0.0071	0.9%	0.0041	0.5%	50%	False	False	2,403
10	0.8201	0.8103	0.0098	1.2%	0.0038	0.5%	64%	False	False	1,430
20	0.8313	0.8103	0.0210	2.6%	0.0042	0.5%	30%	False	False	990
40	0.8491	0.8103	0.0388	4.7%	0.0046	0.6%	16%	False	False	700
60	0.8491	0.8103	0.0388	4.7%	0.0053	0.7%	16%	False	False	502
80	0.8608	0.8017	0.0591	7.2%	0.0057	0.7%	25%	False	False	378
100	0.8608	0.8017	0.0591	7.2%	0.0052	0.6%	25%	False	False	303
120	0.8608	0.8017	0.0591	7.2%	0.0047	0.6%	25%	False	False	253

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8347
2.618	0.8281
1.618	0.8241
1.000	0.8216
0.618	0.8200
HIGH	0.8175
0.618	0.8160
0.500	0.8155
0.382	0.8150
LOW	0.8135
0.618	0.8109
1.000	0.8094
1.618	0.8069
2.618	0.8028
4.250	0.7962

Fisher Pivots for day following 01-Dec-2015
Pivot	1 day	3 day
R1	0.8162	0.8165
PP	0.8158	0.8164
S1	0.8155	0.8164

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

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