CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 21-Jan-2016

Day Change Summary
	Previous	Current
	20-Jan-2016	21-Jan-2016	Change	Change %	Previous Week
Open	0.8512	0.8559	0.0048	0.6%	0.8570
High	0.8631	0.8594	-0.0037	-0.4%	0.8593
Low	0.8506	0.8495	-0.0011	-0.1%	0.8457
Close	0.8571	0.8519	-0.0053	-0.6%	0.8555
Range	0.0126	0.0099	-0.0027	-21.1%	0.0136
ATR	0.0078	0.0079	0.0002	2.0%	0.0000
Volume	239,157	258,829	19,672	8.2%	868,592

Daily Pivots for day following 21-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8833	0.8775	0.8573
R3	0.8734	0.8676	0.8546
R2	0.8635	0.8635	0.8537
R1	0.8577	0.8577	0.8528	0.8556
PP	0.8536	0.8536	0.8536	0.8526
S1	0.8478	0.8478	0.8509	0.8457
S2	0.8437	0.8437	0.8500
S3	0.8338	0.8379	0.8491
S4	0.8239	0.8280	0.8464

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	0.8631	0.8463	0.0168	2.0%	0.0103	1.2%	33%	False	False	227,123
10	0.8631	0.8422	0.0209	2.5%	0.0094	1.1%	46%	False	False	210,797
20	0.8631	0.8260	0.0372	4.4%	0.0071	0.8%	70%	False	False	150,267
40	0.8631	0.8058	0.0574	6.7%	0.0069	0.8%	80%	False	False	108,662
60	0.8631	0.8058	0.0574	6.7%	0.0062	0.7%	80%	False	False	72,611
80	0.8631	0.8058	0.0574	6.7%	0.0059	0.7%	80%	False	False	54,541
100	0.8631	0.8058	0.0574	6.7%	0.0061	0.7%	80%	False	False	43,644
120	0.8631	0.8017	0.0614	7.2%	0.0061	0.7%	82%	False	False	36,371

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9015
2.618	0.8853
1.618	0.8754
1.000	0.8693
0.618	0.8655
HIGH	0.8594
0.618	0.8556
0.500	0.8545
0.382	0.8533
LOW	0.8495
0.618	0.8434
1.000	0.8396
1.618	0.8335
2.618	0.8236
4.250	0.8074

Fisher Pivots for day following 21-Jan-2016
Pivot	1 day	3 day
R1	0.8545	0.8553
PP	0.8536	0.8541
S1	0.8527	0.8530

Download as Excel Spreadsheet

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

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