CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 11-Dec-2015

Day Change Summary
	Previous	Current
	10-Dec-2015	11-Dec-2015	Change	Change %	Previous Week
Open	0.8243	0.8242	-0.0002	0.0%	0.8134
High	0.8267	0.8314	0.0047	0.6%	0.8314
Low	0.8226	0.8200	-0.0026	-0.3%	0.8118
Close	0.8242	0.8301	0.0060	0.7%	0.8301
Range	0.0041	0.0114	0.0073	176.8%	0.0196
ATR	0.0054	0.0058	0.0004	7.8%	0.0000
Volume	105,803	171,527	65,724	62.1%	499,676

Daily Pivots for day following 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8612	0.8570	0.8363
R3	0.8499	0.8457	0.8332
R2	0.8385	0.8385	0.8322
R1	0.8343	0.8343	0.8311	0.8364
PP	0.8272	0.8272	0.8272	0.8282
S1	0.8230	0.8230	0.8291	0.8251
S2	0.8158	0.8158	0.8280
S3	0.8045	0.8116	0.8270
S4	0.7931	0.8003	0.8239

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8831	0.8761	0.8409
R3	0.8635	0.8566	0.8355
R2	0.8440	0.8440	0.8337
R1	0.8370	0.8370	0.8319	0.8405
PP	0.8244	0.8244	0.8244	0.8262
S1	0.8175	0.8175	0.8283	0.8210
S2	0.8049	0.8049	0.8265
S3	0.7853	0.7979	0.8247
S4	0.7658	0.7784	0.8193

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8314	0.8118	0.0196	2.4%	0.0071	0.9%	94%	True	False	99,935
10	0.8314	0.8108	0.0206	2.5%	0.0064	0.8%	94%	True	False	54,073
20	0.8314	0.8103	0.0211	2.5%	0.0052	0.6%	94%	True	False	27,300
40	0.8436	0.8103	0.0333	4.0%	0.0052	0.6%	59%	False	False	13,947
60	0.8491	0.8103	0.0388	4.7%	0.0054	0.6%	51%	False	False	9,337
80	0.8608	0.8097	0.0511	6.2%	0.0061	0.7%	40%	False	False	7,009
100	0.8608	0.8017	0.0591	7.1%	0.0055	0.7%	48%	False	False	5,608
120	0.8608	0.8017	0.0591	7.1%	0.0051	0.6%	48%	False	False	4,674

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8796
2.618	0.8611
1.618	0.8497
1.000	0.8427
0.618	0.8384
HIGH	0.8314
0.618	0.8270
0.500	0.8257
0.382	0.8243
LOW	0.8200
0.618	0.8130
1.000	0.8087
1.618	0.8016
2.618	0.7903
4.250	0.7718

Fisher Pivots for day following 11-Dec-2015
Pivot	1 day	3 day
R1	0.8286	0.8277
PP	0.8272	0.8254
S1	0.8257	0.8230

Download as Excel Spreadsheet

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

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