CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 03-Dec-2015

Day Change Summary
	Previous	Current
	02-Dec-2015	03-Dec-2015	Change	Change %	Previous Week
Open	0.8160	0.8133	-0.0027	-0.3%	0.8161
High	0.8167	0.8195	0.0029	0.3%	0.8201
Low	0.8108	0.8114	0.0006	0.1%	0.8136
Close	0.8141	0.8195	0.0054	0.7%	0.8163
Range	0.0059	0.0081	0.0023	38.5%	0.0065
ATR	0.0046	0.0049	0.0002	5.3%	0.0000
Volume	7,409	12,516	5,107	68.9%	1,974

Daily Pivots for day following 03-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8411	0.8384	0.8239
R3	0.8330	0.8303	0.8217
R2	0.8249	0.8249	0.8209
R1	0.8222	0.8222	0.8202	0.8235
PP	0.8168	0.8168	0.8168	0.8175
S1	0.8141	0.8141	0.8187	0.8154
S2	0.8087	0.8087	0.8180
S3	0.8006	0.8060	0.8172
S4	0.7925	0.7979	0.8150

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	0.8197	0.8108	0.0089	1.1%	0.0053	0.6%	97%	False	False	6,147
10	0.8201	0.8103	0.0098	1.2%	0.0047	0.6%	94%	False	False	3,317
20	0.8259	0.8103	0.0156	1.9%	0.0044	0.5%	59%	False	False	1,955
40	0.8491	0.8103	0.0388	4.7%	0.0048	0.6%	24%	False	False	1,193
60	0.8491	0.8103	0.0388	4.7%	0.0053	0.6%	24%	False	False	832
80	0.8608	0.8017	0.0591	7.2%	0.0058	0.7%	30%	False	False	627
100	0.8608	0.8017	0.0591	7.2%	0.0053	0.6%	30%	False	False	502
120	0.8608	0.8017	0.0591	7.2%	0.0048	0.6%	30%	False	False	419

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	0.0010
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.8539
2.618	0.8407
1.618	0.8326
1.000	0.8276
0.618	0.8245
HIGH	0.8195
0.618	0.8164
0.500	0.8155
0.382	0.8145
LOW	0.8114
0.618	0.8064
1.000	0.8033
1.618	0.7983
2.618	0.7902
4.250	0.7770

Fisher Pivots for day following 03-Dec-2015
Pivot	1 day	3 day
R1	0.8181	0.8180
PP	0.8168	0.8166
S1	0.8155	0.8152

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

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