CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 30-Dec-2015

Day Change Summary
	Previous	Current
	29-Dec-2015	30-Dec-2015	Change	Change %	Previous Week
Open	0.8322	0.8313	-0.0009	-0.1%	0.8258
High	0.8330	0.8322	-0.0008	-0.1%	0.8332
Low	0.8311	0.8301	-0.0010	-0.1%	0.8248
Close	0.8321	0.8309	-0.0013	-0.2%	0.8327
Range	0.0019	0.0021	0.0002	10.5%	0.0084
ATR	0.0060	0.0057	-0.0003	-4.6%	0.0000
Volume	53,772	50,986	-2,786	-5.2%	259,793

Daily Pivots for day following 30-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8373	0.8362	0.8320
R3	0.8352	0.8341	0.8314
R2	0.8331	0.8331	0.8312
R1	0.8320	0.8320	0.8310	0.8315
PP	0.8310	0.8310	0.8310	0.8308
S1	0.8299	0.8299	0.8307	0.8294
S2	0.8289	0.8289	0.8305
S3	0.8268	0.8278	0.8303
S4	0.8247	0.8257	0.8297

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	0.8272	0.0065	0.8%	0.0029	0.3%	57%	False	False	51,449
10	0.8337	0.8058	0.0279	3.4%	0.0057	0.7%	90%	False	False	87,724
20	0.8337	0.8058	0.0279	3.4%	0.0064	0.8%	90%	False	False	82,933
40	0.8337	0.8058	0.0279	3.4%	0.0053	0.6%	90%	False	False	41,961
60	0.8491	0.8058	0.0433	5.2%	0.0052	0.6%	58%	False	False	28,111
80	0.8491	0.8058	0.0433	5.2%	0.0056	0.7%	58%	False	False	21,109
100	0.8608	0.8017	0.0591	7.1%	0.0059	0.7%	49%	False	False	16,889
120	0.8608	0.8017	0.0591	7.1%	0.0054	0.7%	49%	False	False	14,075

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8411
2.618	0.8376
1.618	0.8355
1.000	0.8343
0.618	0.8334
HIGH	0.8322
0.618	0.8313
0.500	0.8311
0.382	0.8309
LOW	0.8301
0.618	0.8288
1.000	0.8280
1.618	0.8267
2.618	0.8246
4.250	0.8211

Fisher Pivots for day following 30-Dec-2015
Pivot	1 day	3 day
R1	0.8311	0.8319
PP	0.8310	0.8315
S1	0.8309	0.8312

Download as Excel Spreadsheet

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

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