CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 22-Jan-2016

Day Change Summary
	Previous	Current
	21-Jan-2016	22-Jan-2016	Change	Change %	Previous Week
Open	0.8559	0.8499	-0.0061	-0.7%	0.8560
High	0.8594	0.8515	-0.0080	-0.9%	0.8631
Low	0.8495	0.8419	-0.0076	-0.9%	0.8419
Close	0.8519	0.8427	-0.0092	-1.1%	0.8427
Range	0.0099	0.0096	-0.0004	-3.5%	0.0212
ATR	0.0079	0.0081	0.0001	1.8%	0.0000
Volume	258,829	194,439	-64,390	-24.9%	925,017

Daily Pivots for day following 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8740	0.8679	0.8480
R3	0.8645	0.8584	0.8453
R2	0.8549	0.8549	0.8445
R1	0.8488	0.8488	0.8436	0.8471
PP	0.8454	0.8454	0.8454	0.8445
S1	0.8393	0.8393	0.8418	0.8375
S2	0.8358	0.8358	0.8409
S3	0.8263	0.8297	0.8401
S4	0.8167	0.8202	0.8374

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9128	0.8990	0.8544
R3	0.8916	0.8778	0.8485
R2	0.8704	0.8704	0.8466
R1	0.8566	0.8566	0.8446	0.8529
PP	0.8492	0.8492	0.8492	0.8474
S1	0.8354	0.8354	0.8408	0.8317
S2	0.8280	0.8280	0.8388
S3	0.8068	0.8142	0.8369
S4	0.7856	0.7930	0.8310

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8631	0.8419	0.0212	2.5%	0.0108	1.3%	4%	False	True	229,216
10	0.8631	0.8419	0.0212	2.5%	0.0094	1.1%	4%	False	True	203,448
20	0.8631	0.8272	0.0360	4.3%	0.0074	0.9%	43%	False	False	156,365
40	0.8631	0.8058	0.0574	6.8%	0.0070	0.8%	64%	False	False	113,518
60	0.8631	0.8058	0.0574	6.8%	0.0063	0.7%	64%	False	False	75,845
80	0.8631	0.8058	0.0574	6.8%	0.0060	0.7%	64%	False	False	56,969
100	0.8631	0.8058	0.0574	6.8%	0.0062	0.7%	64%	False	False	45,588
120	0.8631	0.8017	0.0614	7.3%	0.0061	0.7%	67%	False	False	37,992

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8920
2.618	0.8765
1.618	0.8669
1.000	0.8610
0.618	0.8574
HIGH	0.8515
0.618	0.8478
0.500	0.8467
0.382	0.8455
LOW	0.8419
0.618	0.8360
1.000	0.8324
1.618	0.8264
2.618	0.8169
4.250	0.8013

Fisher Pivots for day following 22-Jan-2016
Pivot	1 day	3 day
R1	0.8467	0.8525
PP	0.8454	0.8492
S1	0.8440	0.8460

Download as Excel Spreadsheet

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

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