CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 13-Jan-2016

Day Change Summary
	Previous	Current
	12-Jan-2016	13-Jan-2016	Change	Change %	Previous Week
Open	0.8505	0.8505	0.0000	0.0%	0.8328
High	0.8542	0.8511	-0.0031	-0.4%	0.8542
Low	0.8480	0.8457	-0.0023	-0.3%	0.8313
Close	0.8513	0.8501	-0.0013	-0.1%	0.8511
Range	0.0062	0.0054	-0.0008	-12.9%	0.0229
ATR	0.0069	0.0068	-0.0001	-1.3%	0.0000
Volume	163,014	149,763	-13,251	-8.1%	1,019,083

Daily Pivots for day following 13-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8651	0.8630	0.8530
R3	0.8597	0.8576	0.8515
R2	0.8543	0.8543	0.8510
R1	0.8522	0.8522	0.8505	0.8506
PP	0.8489	0.8489	0.8489	0.8481
S1	0.8468	0.8468	0.8496	0.8452
S2	0.8435	0.8435	0.8491
S3	0.8381	0.8414	0.8486
S4	0.8327	0.8360	0.8471

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	0.8422	0.0151	1.8%	0.0086	1.0%	52%	False	False	194,472
10	0.8573	0.8301	0.0273	3.2%	0.0074	0.9%	73%	False	False	159,099
20	0.8573	0.8058	0.0516	6.1%	0.0069	0.8%	86%	False	False	126,637
40	0.8573	0.8058	0.0516	6.1%	0.0061	0.7%	86%	False	False	80,342
60	0.8573	0.8058	0.0516	6.1%	0.0058	0.7%	86%	False	False	53,764
80	0.8573	0.8058	0.0516	6.1%	0.0057	0.7%	86%	False	False	40,351
100	0.8608	0.8058	0.0551	6.5%	0.0063	0.7%	80%	False	False	32,289
120	0.8608	0.8017	0.0591	7.0%	0.0058	0.7%	82%	False	False	26,908

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	0.0014
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8740
2.618	0.8652
1.618	0.8598
1.000	0.8565
0.618	0.8544
HIGH	0.8511
0.618	0.8490
0.500	0.8484
0.382	0.8477
LOW	0.8457
0.618	0.8423
1.000	0.8403
1.618	0.8369
2.618	0.8315
4.250	0.8227

Fisher Pivots for day following 13-Jan-2016
Pivot	1 day	3 day
R1	0.8495	0.8515
PP	0.8489	0.8510
S1	0.8484	0.8505

Download as Excel Spreadsheet

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

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