CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 12-Jan-2016

Day Change Summary
	Previous	Current
	11-Jan-2016	12-Jan-2016	Change	Change %	Previous Week
Open	0.8570	0.8505	-0.0065	-0.8%	0.8328
High	0.8573	0.8542	-0.0032	-0.4%	0.8542
Low	0.8483	0.8480	-0.0004	0.0%	0.8313
Close	0.8522	0.8513	-0.0009	-0.1%	0.8511
Range	0.0090	0.0062	-0.0028	-31.1%	0.0229
ATR	0.0070	0.0069	-0.0001	-0.8%	0.0000
Volume	150,777	163,014	12,237	8.1%	1,019,083

Daily Pivots for day following 12-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8697	0.8667	0.8547
R3	0.8635	0.8605	0.8530
R2	0.8573	0.8573	0.8524
R1	0.8543	0.8543	0.8519	0.8558
PP	0.8511	0.8511	0.8511	0.8519
S1	0.8481	0.8481	0.8507	0.8496
S2	0.8449	0.8449	0.8502
S3	0.8387	0.8419	0.8496
S4	0.8325	0.8357	0.8479

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	0.8573	0.8402	0.0172	2.0%	0.0088	1.0%	65%	False	False	200,427
10	0.8573	0.8301	0.0273	3.2%	0.0071	0.8%	78%	False	False	149,500
20	0.8573	0.8058	0.0516	6.1%	0.0069	0.8%	88%	False	False	125,920
40	0.8573	0.8058	0.0516	6.1%	0.0061	0.7%	88%	False	False	76,610
60	0.8573	0.8058	0.0516	6.1%	0.0058	0.7%	88%	False	False	51,271
80	0.8573	0.8058	0.0516	6.1%	0.0058	0.7%	88%	False	False	38,483
100	0.8608	0.8058	0.0551	6.5%	0.0063	0.7%	83%	False	False	30,791
120	0.8608	0.8017	0.0591	6.9%	0.0058	0.7%	84%	False	False	25,660

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8805
2.618	0.8704
1.618	0.8642
1.000	0.8604
0.618	0.8580
HIGH	0.8542
0.618	0.8518
0.500	0.8511
0.382	0.8503
LOW	0.8480
0.618	0.8441
1.000	0.8418
1.618	0.8379
2.618	0.8317
4.250	0.8216

Fisher Pivots for day following 12-Jan-2016
Pivot	1 day	3 day
R1	0.8512	0.8508
PP	0.8511	0.8503
S1	0.8511	0.8498

Download as Excel Spreadsheet

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

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