CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 14-Jan-2016

Day Change Summary
	Previous	Current
	13-Jan-2016	14-Jan-2016	Change	Change %	Previous Week
Open	0.8505	0.8511	0.0006	0.1%	0.8328
High	0.8511	0.8535	0.0025	0.3%	0.8542
Low	0.8457	0.8463	0.0007	0.1%	0.8313
Close	0.8501	0.8473	-0.0028	-0.3%	0.8511
Range	0.0054	0.0072	0.0018	33.3%	0.0229
ATR	0.0068	0.0068	0.0000	0.4%	0.0000
Volume	149,763	183,973	34,210	22.8%	1,019,083

Daily Pivots for day following 14-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8706	0.8661	0.8512
R3	0.8634	0.8589	0.8492
R2	0.8562	0.8562	0.8486
R1	0.8517	0.8517	0.8479	0.8504
PP	0.8490	0.8490	0.8490	0.8483
S1	0.8445	0.8445	0.8466	0.8432
S2	0.8418	0.8418	0.8459
S3	0.8346	0.8373	0.8453
S4	0.8274	0.8301	0.8433

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%	0.0080	0.9%	33%	False	False	177,680
10	0.8573	0.8306	0.0267	3.2%	0.0079	0.9%	62%	False	False	172,398
20	0.8573	0.8058	0.0516	6.1%	0.0068	0.8%	81%	False	False	130,061
40	0.8573	0.8058	0.0516	6.1%	0.0061	0.7%	81%	False	False	84,923
60	0.8573	0.8058	0.0516	6.1%	0.0058	0.7%	81%	False	False	56,829
80	0.8573	0.8058	0.0516	6.1%	0.0057	0.7%	81%	False	False	42,649
100	0.8608	0.8058	0.0551	6.5%	0.0063	0.7%	75%	False	False	34,128
120	0.8608	0.8017	0.0591	7.0%	0.0058	0.7%	77%	False	False	28,441

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8841
2.618	0.8723
1.618	0.8651
1.000	0.8607
0.618	0.8579
HIGH	0.8535
0.618	0.8507
0.500	0.8499
0.382	0.8491
LOW	0.8463
0.618	0.8419
1.000	0.8391
1.618	0.8347
2.618	0.8275
4.250	0.8157

Fisher Pivots for day following 14-Jan-2016
Pivot	1 day	3 day
R1	0.8499	0.8499
PP	0.8490	0.8490
S1	0.8481	0.8481

Download as Excel Spreadsheet

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

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