CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 24-Dec-2015

Day Change Summary
	Previous	Current
	23-Dec-2015	24-Dec-2015	Change	Change %	Previous Week
Open	0.8279	0.8286	0.0007	0.1%	0.8282
High	0.8293	0.8332	0.0039	0.5%	0.8332
Low	0.8272	0.8280	0.0009	0.1%	0.8058
Close	0.8289	0.8327	0.0038	0.5%	0.8267
Range	0.0021	0.0052	0.0031	145.2%	0.0275
ATR	0.0066	0.0065	-0.0001	-1.6%	0.0000
Volume	48,294	54,336	6,042	12.5%	713,755

Daily Pivots for day following 24-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8467	0.8449	0.8355
R3	0.8416	0.8397	0.8341
R2	0.8364	0.8364	0.8336
R1	0.8346	0.8346	0.8332	0.8355
PP	0.8313	0.8313	0.8313	0.8318
S1	0.8294	0.8294	0.8322	0.8304
S2	0.8261	0.8261	0.8318
S3	0.8210	0.8243	0.8313
S4	0.8158	0.8191	0.8299

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	0.8332	0.8058	0.0274	3.3%	0.0075	0.9%	98%	True	False	93,518
10	0.8332	0.8058	0.0275	3.3%	0.0076	0.9%	98%	False	False	114,507
20	0.8332	0.8058	0.0275	3.3%	0.0067	0.8%	98%	False	False	75,742
40	0.8336	0.8058	0.0278	3.3%	0.0055	0.7%	97%	False	False	38,129
60	0.8491	0.8058	0.0433	5.2%	0.0055	0.7%	62%	False	False	25,545
80	0.8491	0.8058	0.0433	5.2%	0.0058	0.7%	62%	False	False	19,177
100	0.8608	0.8017	0.0591	7.1%	0.0059	0.7%	52%	False	False	15,343
120	0.8608	0.8017	0.0591	7.1%	0.0055	0.7%	52%	False	False	12,787

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0024
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8550
2.618	0.8466
1.618	0.8415
1.000	0.8383
0.618	0.8363
HIGH	0.8332
0.618	0.8312
0.500	0.8306
0.382	0.8300
LOW	0.8280
0.618	0.8248
1.000	0.8229
1.618	0.8197
2.618	0.8145
4.250	0.8061

Fisher Pivots for day following 24-Dec-2015
Pivot	1 day	3 day
R1	0.8320	0.8317
PP	0.8313	0.8306
S1	0.8306	0.8296

Download as Excel Spreadsheet

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

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