CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 15-Jan-2016

Day Change Summary
	Previous	Current
	14-Jan-2016	15-Jan-2016	Change	Change %	Previous Week
Open	0.8511	0.8474	-0.0037	-0.4%	0.8570
High	0.8535	0.8593	0.0058	0.7%	0.8593
Low	0.8463	0.8464	0.0001	0.0%	0.8457
Close	0.8473	0.8555	0.0083	1.0%	0.8555
Range	0.0072	0.0129	0.0057	79.2%	0.0136
ATR	0.0068	0.0073	0.0004	6.3%	0.0000
Volume	183,973	221,065	37,092	20.2%	868,592

Daily Pivots for day following 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8924	0.8869	0.8626
R3	0.8795	0.8740	0.8590
R2	0.8666	0.8666	0.8579
R1	0.8611	0.8611	0.8567	0.8638
PP	0.8537	0.8537	0.8537	0.8551
S1	0.8482	0.8482	0.8543	0.8509
S2	0.8408	0.8408	0.8531
S3	0.8279	0.8353	0.8520
S4	0.8150	0.8224	0.8484

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8943	0.8885	0.8630
R3	0.8807	0.8749	0.8592
R2	0.8671	0.8671	0.8580
R1	0.8613	0.8613	0.8567	0.8574
PP	0.8535	0.8535	0.8535	0.8515
S1	0.8477	0.8477	0.8543	0.8438
S2	0.8399	0.8399	0.8530
S3	0.8263	0.8341	0.8518
S4	0.8127	0.8205	0.8480

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8593	0.8457	0.0136	1.6%	0.0081	1.0%	72%	True	False	173,718
10	0.8593	0.8313	0.0280	3.3%	0.0088	1.0%	87%	True	False	188,767
20	0.8593	0.8058	0.0535	6.3%	0.0071	0.8%	93%	True	False	134,611
40	0.8593	0.8058	0.0535	6.3%	0.0064	0.7%	93%	True	False	90,433
60	0.8593	0.8058	0.0535	6.3%	0.0060	0.7%	93%	True	False	60,511
80	0.8593	0.8058	0.0535	6.3%	0.0058	0.7%	93%	True	False	45,412
100	0.8593	0.8058	0.0535	6.3%	0.0061	0.7%	93%	True	False	36,338
120	0.8608	0.8017	0.0591	6.9%	0.0059	0.7%	91%	False	False	30,283

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 18 trading days

Fibonacci Retracements and Extensions
4.250	0.9141
2.618	0.8930
1.618	0.8801
1.000	0.8722
0.618	0.8672
HIGH	0.8593
0.618	0.8543
0.500	0.8528
0.382	0.8513
LOW	0.8464
0.618	0.8384
1.000	0.8335
1.618	0.8255
2.618	0.8126
4.250	0.7915

Fisher Pivots for day following 15-Jan-2016
Pivot	1 day	3 day
R1	0.8546	0.8545
PP	0.8537	0.8535
S1	0.8528	0.8525

Download as Excel Spreadsheet

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

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