CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 28-Dec-2015

Day Change Summary
	Previous	Current
	24-Dec-2015	28-Dec-2015	Change	Change %	Previous Week
Open	0.8286	0.8333	0.0047	0.6%	0.8258
High	0.8332	0.8337	0.0005	0.1%	0.8332
Low	0.8280	0.8305	0.0025	0.3%	0.8248
Close	0.8327	0.8325	-0.0003	0.0%	0.8327
Range	0.0052	0.0032	-0.0020	-37.9%	0.0084
ATR	0.0065	0.0063	-0.0002	-3.6%	0.0000
Volume	54,336	49,861	-4,475	-8.2%	259,793

Daily Pivots for day following 28-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8418	0.8403	0.8342
R3	0.8386	0.8371	0.8333
R2	0.8354	0.8354	0.8330
R1	0.8339	0.8339	0.8327	0.8331
PP	0.8322	0.8322	0.8322	0.8318
S1	0.8307	0.8307	0.8322	0.8299
S2	0.8290	0.8290	0.8319
S3	0.8258	0.8275	0.8316
S4	0.8226	0.8243	0.8307

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8554	0.8525	0.8373
R3	0.8470	0.8441	0.8350
R2	0.8386	0.8386	0.8342
R1	0.8357	0.8357	0.8335	0.8371
PP	0.8302	0.8302	0.8302	0.8309
S1	0.8273	0.8273	0.8319	0.8287
S2	0.8218	0.8218	0.8312
S3	0.8134	0.8189	0.8304
S4	0.8050	0.8105	0.8281

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8337	0.8248	0.0089	1.1%	0.0038	0.5%	87%	True	False	61,930
10	0.8337	0.8058	0.0279	3.4%	0.0068	0.8%	96%	True	False	102,340
20	0.8337	0.8058	0.0279	3.4%	0.0066	0.8%	96%	True	False	78,207
40	0.8337	0.8058	0.0279	3.4%	0.0055	0.7%	96%	True	False	39,368
60	0.8491	0.8058	0.0433	5.2%	0.0054	0.7%	62%	False	False	26,376
80	0.8491	0.8058	0.0433	5.2%	0.0057	0.7%	62%	False	False	19,800
100	0.8608	0.8017	0.0591	7.1%	0.0059	0.7%	52%	False	False	15,842
120	0.8608	0.8017	0.0591	7.1%	0.0054	0.7%	52%	False	False	13,202

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	True
Stretch	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8473
2.618	0.8420
1.618	0.8388
1.000	0.8369
0.618	0.8356
HIGH	0.8337
0.618	0.8324
0.500	0.8321
0.382	0.8317
LOW	0.8305
0.618	0.8285
1.000	0.8273
1.618	0.8253
2.618	0.8221
4.250	0.8169

Fisher Pivots for day following 28-Dec-2015
Pivot	1 day	3 day
R1	0.8323	0.8318
PP	0.8322	0.8311
S1	0.8321	0.8304

Download as Excel Spreadsheet

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

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