CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 31-Dec-2015

Day Change Summary
	Previous	Current
	30-Dec-2015	31-Dec-2015	Change	Change %	Previous Week
Open	0.8313	0.8312	-0.0001	0.0%	0.8258
High	0.8322	0.8346	0.0025	0.3%	0.8332
Low	0.8301	0.8306	0.0006	0.1%	0.8248
Close	0.8309	0.8333	0.0024	0.3%	0.8327
Range	0.0021	0.0040	0.0019	90.5%	0.0084
ATR	0.0057	0.0056	-0.0001	-2.1%	0.0000
Volume	50,986	57,371	6,385	12.5%	259,793

Daily Pivots for day following 31-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8448	0.8430	0.8355
R3	0.8408	0.8390	0.8344
R2	0.8368	0.8368	0.8340
R1	0.8350	0.8350	0.8336	0.8359
PP	0.8328	0.8328	0.8328	0.8333
S1	0.8310	0.8310	0.8329	0.8319
S2	0.8288	0.8288	0.8325
S3	0.8248	0.8270	0.8322
S4	0.8208	0.8230	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	0.8346	0.8280	0.0066	0.8%	0.0033	0.4%	80%	True	False	53,265
10	0.8346	0.8058	0.0289	3.5%	0.0053	0.6%	95%	True	False	80,455
20	0.8346	0.8058	0.0289	3.5%	0.0063	0.8%	95%	True	False	85,431
40	0.8346	0.8058	0.0289	3.5%	0.0053	0.6%	95%	True	False	43,391
60	0.8491	0.8058	0.0433	5.2%	0.0052	0.6%	64%	False	False	29,065
80	0.8491	0.8058	0.0433	5.2%	0.0055	0.7%	64%	False	False	21,826
100	0.8608	0.8017	0.0591	7.1%	0.0059	0.7%	53%	False	False	17,463
120	0.8608	0.8017	0.0591	7.1%	0.0054	0.6%	53%	False	False	14,553

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8516
2.618	0.8451
1.618	0.8411
1.000	0.8386
0.618	0.8371
HIGH	0.8346
0.618	0.8331
0.500	0.8326
0.382	0.8321
LOW	0.8306
0.618	0.8281
1.000	0.8266
1.618	0.8241
2.618	0.8201
4.250	0.8136

Fisher Pivots for day following 31-Dec-2015
Pivot	1 day	3 day
R1	0.8330	0.8329
PP	0.8328	0.8326
S1	0.8326	0.8323

Download as Excel Spreadsheet

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

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