CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 23-Dec-2015

Day Change Summary
	Previous	Current
	22-Dec-2015	23-Dec-2015	Change	Change %	Previous Week
Open	0.8267	0.8279	0.0012	0.1%	0.8282
High	0.8299	0.8293	-0.0007	-0.1%	0.8332
Low	0.8260	0.8272	0.0012	0.1%	0.8058
Close	0.8278	0.8289	0.0012	0.1%	0.8267
Range	0.0040	0.0021	-0.0019	-46.8%	0.0275
ATR	0.0070	0.0066	-0.0003	-5.0%	0.0000
Volume	72,483	48,294	-24,189	-33.4%	713,755

Daily Pivots for day following 23-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8347	0.8339	0.8301
R3	0.8326	0.8318	0.8295
R2	0.8305	0.8305	0.8293
R1	0.8297	0.8297	0.8291	0.8301
PP	0.8284	0.8284	0.8284	0.8286
S1	0.8276	0.8276	0.8287	0.8280
S2	0.8263	0.8263	0.8285
S3	0.8242	0.8255	0.8283
S4	0.8221	0.8234	0.8277

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%	0.0074	0.9%	96%	False	False	107,645
10	0.8332	0.8058	0.0275	3.3%	0.0075	0.9%	84%	False	False	119,654
20	0.8332	0.8058	0.0275	3.3%	0.0066	0.8%	84%	False	False	73,065
40	0.8354	0.8058	0.0297	3.6%	0.0056	0.7%	78%	False	False	36,782
60	0.8491	0.8058	0.0433	5.2%	0.0055	0.7%	53%	False	False	24,640
80	0.8491	0.8058	0.0433	5.2%	0.0059	0.7%	53%	False	False	18,497
100	0.8608	0.8017	0.0591	7.1%	0.0059	0.7%	46%	False	False	14,800
120	0.8608	0.8017	0.0591	7.1%	0.0055	0.7%	46%	False	False	12,334

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.8382
2.618	0.8347
1.618	0.8326
1.000	0.8314
0.618	0.8305
HIGH	0.8293
0.618	0.8284
0.500	0.8282
0.382	0.8280
LOW	0.8272
0.618	0.8259
1.000	0.8251
1.618	0.8238
2.618	0.8217
4.250	0.8182

Fisher Pivots for day following 23-Dec-2015
Pivot	1 day	3 day
R1	0.8287	0.8284
PP	0.8284	0.8279
S1	0.8282	0.8273

Download as Excel Spreadsheet

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

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