CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 10-Dec-2015

Day Change Summary
	Previous	Current
	09-Dec-2015	10-Dec-2015	Change	Change %	Previous Week
Open	0.8158	0.8243	0.0086	1.0%	0.8165
High	0.8280	0.8267	-0.0014	-0.2%	0.8195
Low	0.8147	0.8226	0.0079	1.0%	0.8108
Close	0.8274	0.8242	-0.0032	-0.4%	0.8138
Range	0.0134	0.0041	-0.0093	-69.3%	0.0087
ATR	0.0055	0.0054	0.0000	-0.9%	0.0000
Volume	151,730	105,803	-45,927	-30.3%	41,061

Daily Pivots for day following 10-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8368	0.8346	0.8264
R3	0.8327	0.8305	0.8253
R2	0.8286	0.8286	0.8249
R1	0.8264	0.8264	0.8245	0.8254
PP	0.8245	0.8245	0.8245	0.8240
S1	0.8223	0.8223	0.8238	0.8213
S2	0.8204	0.8204	0.8234
S3	0.8163	0.8182	0.8230
S4	0.8122	0.8141	0.8219

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	0.8280	0.8118	0.0163	2.0%	0.0061	0.7%	76%	False	False	67,808
10	0.8280	0.8108	0.0172	2.1%	0.0057	0.7%	78%	False	False	36,978
20	0.8280	0.8103	0.0177	2.1%	0.0048	0.6%	78%	False	False	18,738
40	0.8491	0.8103	0.0388	4.7%	0.0051	0.6%	36%	False	False	9,663
60	0.8491	0.8103	0.0388	4.7%	0.0053	0.6%	36%	False	False	6,480
80	0.8608	0.8081	0.0527	6.4%	0.0060	0.7%	30%	False	False	4,865
100	0.8608	0.8017	0.0591	7.2%	0.0055	0.7%	38%	False	False	3,893
120	0.8608	0.8017	0.0591	7.2%	0.0050	0.6%	38%	False	False	3,244

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8441
2.618	0.8374
1.618	0.8333
1.000	0.8308
0.618	0.8292
HIGH	0.8267
0.618	0.8251
0.500	0.8246
0.382	0.8241
LOW	0.8226
0.618	0.8200
1.000	0.8185
1.618	0.8159
2.618	0.8118
4.250	0.8051

Fisher Pivots for day following 10-Dec-2015
Pivot	1 day	3 day
R1	0.8246	0.8228
PP	0.8245	0.8215
S1	0.8243	0.8201

Download as Excel Spreadsheet

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

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