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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |