CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 29-Dec-2015

Day Change Summary
	Previous	Current
	28-Dec-2015	29-Dec-2015	Change	Change %	Previous Week
Open	0.8333	0.8322	-0.0011	-0.1%	0.8258
High	0.8337	0.8330	-0.0007	-0.1%	0.8332
Low	0.8305	0.8311	0.0006	0.1%	0.8248
Close	0.8325	0.8321	-0.0004	0.0%	0.8327
Range	0.0032	0.0019	-0.0013	-40.6%	0.0084
ATR	0.0063	0.0060	-0.0003	-5.0%	0.0000
Volume	49,861	53,772	3,911	7.8%	259,793

Daily Pivots for day following 29-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8377	0.8368	0.8331
R3	0.8358	0.8349	0.8326
R2	0.8339	0.8339	0.8324
R1	0.8330	0.8330	0.8323	0.8325
PP	0.8320	0.8320	0.8320	0.8318
S1	0.8311	0.8311	0.8319	0.8306
S2	0.8301	0.8301	0.8318
S3	0.8282	0.8292	0.8316
S4	0.8263	0.8273	0.8311

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	0.8260	0.0077	0.9%	0.0033	0.4%	80%	False	False	55,749
10	0.8337	0.8058	0.0279	3.4%	0.0063	0.8%	94%	False	False	94,175
20	0.8337	0.8058	0.0279	3.4%	0.0065	0.8%	94%	False	False	80,681
40	0.8337	0.8058	0.0279	3.4%	0.0053	0.6%	94%	False	False	40,689
60	0.8491	0.8058	0.0433	5.2%	0.0053	0.6%	61%	False	False	27,265
80	0.8491	0.8058	0.0433	5.2%	0.0057	0.7%	61%	False	False	20,472
100	0.8608	0.8017	0.0591	7.1%	0.0059	0.7%	51%	False	False	16,379
120	0.8608	0.8017	0.0591	7.1%	0.0054	0.6%	51%	False	False	13,650

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	0.8410
2.618	0.8379
1.618	0.8360
1.000	0.8349
0.618	0.8341
HIGH	0.8330
0.618	0.8322
0.500	0.8320
0.382	0.8318
LOW	0.8311
0.618	0.8299
1.000	0.8292
1.618	0.8280
2.618	0.8261
4.250	0.8230

Fisher Pivots for day following 29-Dec-2015
Pivot	1 day	3 day
R1	0.8321	0.8317
PP	0.8320	0.8313
S1	0.8320	0.8308

Download as Excel Spreadsheet

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

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