CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 08-Jan-2016

Day Change Summary
	Previous	Current
	07-Jan-2016	08-Jan-2016	Change	Change %	Previous Week
Open	0.8449	0.8511	0.0063	0.7%	0.8328
High	0.8533	0.8542	0.0009	0.1%	0.8542
Low	0.8431	0.8422	-0.0009	-0.1%	0.8313
Close	0.8524	0.8511	-0.0013	-0.2%	0.8511
Range	0.0102	0.0120	0.0018	17.2%	0.0229
ATR	0.0064	0.0068	0.0004	6.2%	0.0000
Volume	267,933	240,875	-27,058	-10.1%	1,019,083

Daily Pivots for day following 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8850	0.8800	0.8577
R3	0.8731	0.8681	0.8544
R2	0.8611	0.8611	0.8533
R1	0.8561	0.8561	0.8522	0.8571
PP	0.8492	0.8492	0.8492	0.8496
S1	0.8442	0.8442	0.8500	0.8451
S2	0.8372	0.8372	0.8489
S3	0.8253	0.8322	0.8478
S4	0.8133	0.8203	0.8445

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9141	0.9054	0.8637
R3	0.8912	0.8826	0.8574
R2	0.8684	0.8684	0.8553
R1	0.8597	0.8597	0.8532	0.8641
PP	0.8455	0.8455	0.8455	0.8477
S1	0.8369	0.8369	0.8490	0.8412
S2	0.8227	0.8227	0.8469
S3	0.7998	0.8140	0.8448
S4	0.7770	0.7912	0.8385

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8542	0.8313	0.0229	2.7%	0.0095	1.1%	87%	True	False	203,816
10	0.8542	0.8280	0.0262	3.1%	0.0064	0.7%	88%	True	False	128,540
20	0.8542	0.8058	0.0484	5.7%	0.0069	0.8%	94%	True	False	124,097
40	0.8542	0.8058	0.0484	5.7%	0.0059	0.7%	94%	True	False	68,787
60	0.8542	0.8058	0.0484	5.7%	0.0058	0.7%	94%	True	False	46,047
80	0.8542	0.8058	0.0484	5.7%	0.0057	0.7%	94%	True	False	34,562
100	0.8608	0.8058	0.0551	6.5%	0.0062	0.7%	82%	False	False	27,653
120	0.8608	0.8017	0.0591	6.9%	0.0057	0.7%	84%	False	False	23,045

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9049
2.618	0.8854
1.618	0.8735
1.000	0.8661
0.618	0.8615
HIGH	0.8542
0.618	0.8496
0.500	0.8482
0.382	0.8468
LOW	0.8422
0.618	0.8348
1.000	0.8303
1.618	0.8229
2.618	0.8109
4.250	0.7914

Fisher Pivots for day following 08-Jan-2016
Pivot	1 day	3 day
R1	0.8501	0.8498
PP	0.8492	0.8485
S1	0.8482	0.8472

Download as Excel Spreadsheet

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

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