CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 07-Dec-2015

Day Change Summary
	Previous	Current
	04-Dec-2015	07-Dec-2015	Change	Change %	Previous Week
Open	0.8172	0.8134	-0.0038	-0.5%	0.8165
High	0.8183	0.8139	-0.0045	-0.5%	0.8195
Low	0.8118	0.8118	0.0001	0.0%	0.8108
Close	0.8138	0.8129	-0.0009	-0.1%	0.8138
Range	0.0066	0.0021	-0.0045	-68.7%	0.0087
ATR	0.0051	0.0049	-0.0002	-4.3%	0.0000
Volume	10,895	38,506	27,611	253.4%	41,061

Daily Pivots for day following 07-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8190	0.8180	0.8140
R3	0.8170	0.8160	0.8135
R2	0.8149	0.8149	0.8133
R1	0.8139	0.8139	0.8131	0.8134
PP	0.8129	0.8129	0.8129	0.8126
S1	0.8119	0.8119	0.8127	0.8113
S2	0.8108	0.8108	0.8125
S3	0.8088	0.8098	0.8123
S4	0.8067	0.8078	0.8118

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%	0.0053	0.7%	24%	False	False	15,056
10	0.8201	0.8108	0.0093	1.1%	0.0046	0.6%	23%	False	False	8,154
20	0.8204	0.8103	0.0101	1.2%	0.0042	0.5%	26%	False	False	4,346
40	0.8491	0.8103	0.0388	4.8%	0.0048	0.6%	7%	False	False	2,427
60	0.8491	0.8103	0.0388	4.8%	0.0053	0.6%	7%	False	False	1,654
80	0.8608	0.8066	0.0542	6.7%	0.0058	0.7%	12%	False	False	1,244
100	0.8608	0.8017	0.0591	7.3%	0.0053	0.7%	19%	False	False	996
120	0.8608	0.8017	0.0591	7.3%	0.0049	0.6%	19%	False	False	831

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8226
2.618	0.8192
1.618	0.8172
1.000	0.8159
0.618	0.8151
HIGH	0.8139
0.618	0.8131
0.500	0.8128
0.382	0.8126
LOW	0.8118
0.618	0.8105
1.000	0.8098
1.618	0.8085
2.618	0.8064
4.250	0.8031

Fisher Pivots for day following 07-Dec-2015
Pivot	1 day	3 day
R1	0.8129	0.8155
PP	0.8129	0.8146
S1	0.8128	0.8138

Download as Excel Spreadsheet

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

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