CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 19-Jan-2016

Day Change Summary
	Previous	Current
	15-Jan-2016	19-Jan-2016	Change	Change %	Previous Week
Open	0.8474	0.8560	0.0087	1.0%	0.8570
High	0.8593	0.8566	-0.0027	-0.3%	0.8593
Low	0.8464	0.8474	0.0011	0.1%	0.8457
Close	0.8555	0.8524	-0.0031	-0.4%	0.8555
Range	0.0129	0.0092	-0.0038	-29.1%	0.0136
ATR	0.0073	0.0074	0.0001	1.8%	0.0000
Volume	221,065	232,592	11,527	5.2%	868,592

Daily Pivots for day following 19-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8796	0.8751	0.8574
R3	0.8704	0.8660	0.8549
R2	0.8613	0.8613	0.8541
R1	0.8568	0.8568	0.8532	0.8545
PP	0.8521	0.8521	0.8521	0.8509
S1	0.8477	0.8477	0.8516	0.8453
S2	0.8430	0.8430	0.8507
S3	0.8338	0.8385	0.8499
S4	0.8247	0.8294	0.8474

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%	0.0082	1.0%	50%	False	False	190,081
10	0.8593	0.8365	0.0228	2.7%	0.0085	1.0%	70%	False	False	192,666
20	0.8593	0.8058	0.0535	6.3%	0.0073	0.9%	87%	False	False	139,992
40	0.8593	0.8058	0.0535	6.3%	0.0065	0.8%	87%	False	False	96,238
60	0.8593	0.8058	0.0535	6.3%	0.0061	0.7%	87%	False	False	64,387
80	0.8593	0.8058	0.0535	6.3%	0.0059	0.7%	87%	False	False	48,319
100	0.8593	0.8058	0.0535	6.3%	0.0061	0.7%	87%	False	False	38,664
120	0.8608	0.8017	0.0591	6.9%	0.0060	0.7%	86%	False	False	32,222

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

Fibonacci Retracements and Extensions
4.250	0.8954
2.618	0.8805
1.618	0.8714
1.000	0.8657
0.618	0.8622
HIGH	0.8566
0.618	0.8531
0.500	0.8520
0.382	0.8509
LOW	0.8474
0.618	0.8417
1.000	0.8383
1.618	0.8326
2.618	0.8234
4.250	0.8085

Fisher Pivots for day following 19-Jan-2016
Pivot	1 day	3 day
R1	0.8523	0.8528
PP	0.8521	0.8527
S1	0.8520	0.8525

Download as Excel Spreadsheet

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

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