CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 04-Dec-2015

Day Change Summary
	Previous	Current
	03-Dec-2015	04-Dec-2015	Change	Change %	Previous Week
Open	0.8133	0.8172	0.0039	0.5%	0.8165
High	0.8195	0.8183	-0.0012	-0.1%	0.8195
Low	0.8114	0.8118	0.0004	0.0%	0.8108
Close	0.8195	0.8138	-0.0057	-0.7%	0.8138
Range	0.0081	0.0066	-0.0016	-19.1%	0.0087
ATR	0.0049	0.0051	0.0002	4.1%	0.0000
Volume	12,516	10,895	-1,621	-13.0%	41,061

Daily Pivots for day following 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8343	0.8306	0.8174
R3	0.8277	0.8240	0.8156
R2	0.8212	0.8212	0.8150
R1	0.8175	0.8175	0.8144	0.8160
PP	0.8146	0.8146	0.8146	0.8139
S1	0.8109	0.8109	0.8131	0.8095
S2	0.8081	0.8081	0.8125
S3	0.8015	0.8044	0.8119
S4	0.7950	0.7978	0.8101

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8408	0.8360	0.8185
R3	0.8321	0.8273	0.8161
R2	0.8234	0.8234	0.8153
R1	0.8186	0.8186	0.8145	0.8166
PP	0.8147	0.8147	0.8147	0.8137
S1	0.8099	0.8099	0.8130	0.8079
S2	0.8060	0.8060	0.8122
S3	0.7973	0.8012	0.8114
S4	0.7886	0.7925	0.8090

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8195	0.8108	0.0087	1.1%	0.0058	0.7%	34%	False	False	8,212
10	0.8201	0.8108	0.0093	1.1%	0.0046	0.6%	32%	False	False	4,347
20	0.8233	0.8103	0.0130	1.6%	0.0046	0.6%	27%	False	False	2,496
40	0.8491	0.8103	0.0388	4.8%	0.0049	0.6%	9%	False	False	1,465
60	0.8491	0.8103	0.0388	4.8%	0.0053	0.6%	9%	False	False	1,013
80	0.8608	0.8065	0.0544	6.7%	0.0058	0.7%	13%	False	False	763
100	0.8608	0.8017	0.0591	7.3%	0.0053	0.6%	20%	False	False	611
120	0.8608	0.8017	0.0591	7.3%	0.0049	0.6%	20%	False	False	510

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

Fibonacci Retracements and Extensions
4.250	0.8461
2.618	0.8354
1.618	0.8289
1.000	0.8249
0.618	0.8223
HIGH	0.8183
0.618	0.8158
0.500	0.8150
0.382	0.8143
LOW	0.8118
0.618	0.8077
1.000	0.8052
1.618	0.8012
2.618	0.7946
4.250	0.7839

Fisher Pivots for day following 04-Dec-2015
Pivot	1 day	3 day
R1	0.8150	0.8152
PP	0.8146	0.8147
S1	0.8142	0.8142

Download as Excel Spreadsheet

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

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