CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 15-Dec-2015

Day Change Summary
	Previous	Current
	14-Dec-2015	15-Dec-2015	Change	Change %	Previous Week
Open	0.8282	0.8291	0.0010	0.1%	0.8134
High	0.8332	0.8314	-0.0018	-0.2%	0.8314
Low	0.8261	0.8231	-0.0031	-0.4%	0.8118
Close	0.8299	0.8234	-0.0065	-0.8%	0.8301
Range	0.0071	0.0084	0.0013	17.6%	0.0196
ATR	0.0059	0.0061	0.0002	2.9%	0.0000
Volume	135,425	115,495	-19,930	-14.7%	499,676

Daily Pivots for day following 15-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8510	0.8456	0.8280
R3	0.8427	0.8372	0.8257
R2	0.8343	0.8343	0.8249
R1	0.8289	0.8289	0.8242	0.8274
PP	0.8260	0.8260	0.8260	0.8252
S1	0.8205	0.8205	0.8226	0.8191
S2	0.8176	0.8176	0.8219
S3	0.8093	0.8122	0.8211
S4	0.8009	0.8038	0.8188

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	0.8332	0.8147	0.0186	2.3%	0.0089	1.1%	47%	False	False	135,996
10	0.8332	0.8108	0.0224	2.7%	0.0071	0.9%	56%	False	False	78,141
20	0.8332	0.8103	0.0229	2.8%	0.0055	0.7%	57%	False	False	39,786
40	0.8395	0.8103	0.0292	3.5%	0.0054	0.7%	45%	False	False	20,214
60	0.8491	0.8103	0.0388	4.7%	0.0054	0.7%	34%	False	False	13,512
80	0.8608	0.8103	0.0505	6.1%	0.0062	0.8%	26%	False	False	10,145
100	0.8608	0.8017	0.0591	7.2%	0.0057	0.7%	37%	False	False	8,117
120	0.8608	0.8017	0.0591	7.2%	0.0052	0.6%	37%	False	False	6,765

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8669
2.618	0.8533
1.618	0.8449
1.000	0.8398
0.618	0.8366
HIGH	0.8314
0.618	0.8282
0.500	0.8272
0.382	0.8262
LOW	0.8231
0.618	0.8179
1.000	0.8147
1.618	0.8095
2.618	0.8012
4.250	0.7876

Fisher Pivots for day following 15-Dec-2015
Pivot	1 day	3 day
R1	0.8272	0.8266
PP	0.8260	0.8255
S1	0.8247	0.8245

Download as Excel Spreadsheet

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

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