CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 08-Dec-2015

Day Change Summary
	Previous	Current
	07-Dec-2015	08-Dec-2015	Change	Change %	Previous Week
Open	0.8134	0.8124	-0.0010	-0.1%	0.8165
High	0.8139	0.8168	0.0030	0.4%	0.8195
Low	0.8118	0.8123	0.0005	0.1%	0.8108
Close	0.8129	0.8146	0.0017	0.2%	0.8138
Range	0.0021	0.0046	0.0025	122.0%	0.0087
ATR	0.0049	0.0048	0.0000	-0.5%	0.0000
Volume	38,506	32,110	-6,396	-16.6%	41,061

Daily Pivots for day following 08-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8282	0.8259	0.8171
R3	0.8236	0.8214	0.8158
R2	0.8191	0.8191	0.8154
R1	0.8168	0.8168	0.8150	0.8180
PP	0.8145	0.8145	0.8145	0.8151
S1	0.8123	0.8123	0.8141	0.8134
S2	0.8100	0.8100	0.8137
S3	0.8054	0.8077	0.8133
S4	0.8009	0.8032	0.8120

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%	0.0054	0.7%	43%	False	False	20,287
10	0.8201	0.8108	0.0093	1.1%	0.0047	0.6%	41%	False	False	11,345
20	0.8204	0.8103	0.0101	1.2%	0.0042	0.5%	42%	False	False	5,929
40	0.8491	0.8103	0.0388	4.8%	0.0049	0.6%	11%	False	False	3,229
60	0.8491	0.8103	0.0388	4.8%	0.0052	0.6%	11%	False	False	2,190
80	0.8608	0.8066	0.0542	6.7%	0.0059	0.7%	15%	False	False	1,646
100	0.8608	0.8017	0.0591	7.3%	0.0053	0.7%	22%	False	False	1,318
120	0.8608	0.8017	0.0591	7.3%	0.0049	0.6%	22%	False	False	1,099

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8361
2.618	0.8287
1.618	0.8242
1.000	0.8214
0.618	0.8196
HIGH	0.8168
0.618	0.8151
0.500	0.8145
0.382	0.8140
LOW	0.8123
0.618	0.8094
1.000	0.8077
1.618	0.8049
2.618	0.8003
4.250	0.7929

Fisher Pivots for day following 08-Dec-2015
Pivot	1 day	3 day
R1	0.8145	0.8150
PP	0.8145	0.8149
S1	0.8145	0.8147

Download as Excel Spreadsheet

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

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