CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 22-Dec-2015

Day Change Summary
	Previous	Current
	21-Dec-2015	22-Dec-2015	Change	Change %	Previous Week
Open	0.8258	0.8267	0.0009	0.1%	0.8282
High	0.8292	0.8299	0.0007	0.1%	0.8332
Low	0.8248	0.8260	0.0012	0.1%	0.8058
Close	0.8279	0.8278	-0.0002	0.0%	0.8267
Range	0.0045	0.0040	-0.0005	-11.2%	0.0275
ATR	0.0072	0.0070	-0.0002	-3.2%	0.0000
Volume	84,680	72,483	-12,197	-14.4%	713,755

Daily Pivots for day following 22-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8397	0.8377	0.8299
R3	0.8358	0.8337	0.8288
R2	0.8318	0.8318	0.8285
R1	0.8298	0.8298	0.8281	0.8308
PP	0.8279	0.8279	0.8279	0.8284
S1	0.8258	0.8258	0.8274	0.8269
S2	0.8239	0.8239	0.8270
S3	0.8200	0.8219	0.8267
S4	0.8160	0.8179	0.8256

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.9042	0.8929	0.8417
R3	0.8768	0.8654	0.8342
R2	0.8493	0.8493	0.8317
R1	0.8380	0.8380	0.8292	0.8299
PP	0.8219	0.8219	0.8219	0.8178
S1	0.8105	0.8105	0.8241	0.8025
S2	0.7944	0.7944	0.8216
S3	0.7670	0.7831	0.8191
S4	0.7395	0.7556	0.8116

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8299	0.8058	0.0242	2.9%	0.0084	1.0%	91%	True	False	123,999
10	0.8332	0.8058	0.0275	3.3%	0.0086	1.0%	80%	False	False	129,997
20	0.8332	0.8058	0.0275	3.3%	0.0067	0.8%	80%	False	False	70,671
40	0.8354	0.8058	0.0297	3.6%	0.0057	0.7%	74%	False	False	35,585
60	0.8491	0.8058	0.0433	5.2%	0.0055	0.7%	51%	False	False	23,836
80	0.8491	0.8058	0.0433	5.2%	0.0059	0.7%	51%	False	False	17,894
100	0.8608	0.8017	0.0591	7.1%	0.0059	0.7%	44%	False	False	14,317
120	0.8608	0.8017	0.0591	7.1%	0.0055	0.7%	44%	False	False	11,931

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0025
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8467
2.618	0.8402
1.618	0.8363
1.000	0.8339
0.618	0.8323
HIGH	0.8299
0.618	0.8284
0.500	0.8279
0.382	0.8275
LOW	0.8260
0.618	0.8235
1.000	0.8220
1.618	0.8196
2.618	0.8156
4.250	0.8092

Fisher Pivots for day following 22-Dec-2015
Pivot	1 day	3 day
R1	0.8279	0.8244
PP	0.8279	0.8211
S1	0.8278	0.8178

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

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