CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 02-Dec-2015

Day Change Summary
	Previous	Current
	01-Dec-2015	02-Dec-2015	Change	Change %	Previous Week
Open	0.8137	0.8160	0.0024	0.3%	0.8161
High	0.8175	0.8167	-0.0009	-0.1%	0.8201
Low	0.8135	0.8108	-0.0027	-0.3%	0.8136
Close	0.8165	0.8141	-0.0025	-0.3%	0.8163
Range	0.0041	0.0059	0.0018	44.4%	0.0065
ATR	0.0045	0.0046	0.0001	2.1%	0.0000
Volume	5,956	7,409	1,453	24.4%	1,974

Daily Pivots for day following 02-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8314	0.8286	0.8173
R3	0.8255	0.8227	0.8157
R2	0.8197	0.8197	0.8151
R1	0.8169	0.8169	0.8146	0.8154
PP	0.8138	0.8138	0.8138	0.8131
S1	0.8110	0.8110	0.8135	0.8095
S2	0.8080	0.8080	0.8130
S3	0.8021	0.8052	0.8124
S4	0.7963	0.7993	0.8108

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	0.8108	0.0093	1.1%	0.0045	0.5%	35%	False	True	3,800
10	0.8201	0.8103	0.0098	1.2%	0.0042	0.5%	38%	False	False	2,102
20	0.8284	0.8103	0.0181	2.2%	0.0043	0.5%	21%	False	False	1,351
40	0.8491	0.8103	0.0388	4.8%	0.0047	0.6%	10%	False	False	882
60	0.8491	0.8103	0.0388	4.8%	0.0053	0.7%	10%	False	False	625
80	0.8608	0.8017	0.0591	7.3%	0.0058	0.7%	21%	False	False	471
100	0.8608	0.8017	0.0591	7.3%	0.0052	0.6%	21%	False	False	377
120	0.8608	0.8017	0.0591	7.3%	0.0048	0.6%	21%	False	False	315

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8415
2.618	0.8320
1.618	0.8261
1.000	0.8225
0.618	0.8203
HIGH	0.8167
0.618	0.8144
0.500	0.8137
0.382	0.8130
LOW	0.8108
0.618	0.8072
1.000	0.8050
1.618	0.8013
2.618	0.7955
4.250	0.7859

Fisher Pivots for day following 02-Dec-2015
Pivot	1 day	3 day
R1	0.8139	0.8142
PP	0.8138	0.8141
S1	0.8137	0.8141

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

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