CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 16-Dec-2015

Day Change Summary
	Previous	Current
	15-Dec-2015	16-Dec-2015	Change	Change %	Previous Week
Open	0.8291	0.8241	-0.0050	-0.6%	0.8134
High	0.8314	0.8259	-0.0055	-0.7%	0.8314
Low	0.8231	0.8187	-0.0044	-0.5%	0.8118
Close	0.8234	0.8230	-0.0004	0.0%	0.8301
Range	0.0084	0.0072	-0.0012	-13.8%	0.0196
ATR	0.0061	0.0062	0.0001	1.3%	0.0000
Volume	115,495	130,065	14,570	12.6%	499,676

Daily Pivots for day following 16-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8441	0.8408	0.8270
R3	0.8369	0.8336	0.8250
R2	0.8297	0.8297	0.8243
R1	0.8264	0.8264	0.8237	0.8245
PP	0.8225	0.8225	0.8225	0.8216
S1	0.8192	0.8192	0.8223	0.8173
S2	0.8153	0.8153	0.8217
S3	0.8081	0.8120	0.8210
S4	0.8009	0.8048	0.8190

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	0.8187	0.0145	1.8%	0.0076	0.9%	30%	False	True	131,663
10	0.8332	0.8114	0.0218	2.6%	0.0073	0.9%	53%	False	False	90,407
20	0.8332	0.8103	0.0229	2.8%	0.0057	0.7%	55%	False	False	46,254
40	0.8381	0.8103	0.0278	3.4%	0.0054	0.7%	46%	False	False	23,460
60	0.8491	0.8103	0.0388	4.7%	0.0054	0.7%	33%	False	False	15,679
80	0.8491	0.8103	0.0388	4.7%	0.0059	0.7%	33%	False	False	11,770
100	0.8608	0.8017	0.0591	7.2%	0.0057	0.7%	36%	False	False	9,418
120	0.8608	0.8017	0.0591	7.2%	0.0053	0.6%	36%	False	False	7,849

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8565
2.618	0.8447
1.618	0.8375
1.000	0.8331
0.618	0.8303
HIGH	0.8259
0.618	0.8231
0.500	0.8223
0.382	0.8215
LOW	0.8187
0.618	0.8143
1.000	0.8115
1.618	0.8071
2.618	0.7999
4.250	0.7881

Fisher Pivots for day following 16-Dec-2015
Pivot	1 day	3 day
R1	0.8228	0.8260
PP	0.8225	0.8250
S1	0.8223	0.8240

Download as Excel Spreadsheet

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

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