CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 27-Jan-2016

Day Change Summary
	Previous	Current
	26-Jan-2016	27-Jan-2016	Change	Change %	Previous Week
Open	0.8459	0.8451	-0.0008	-0.1%	0.8560
High	0.8506	0.8478	-0.0028	-0.3%	0.8631
Low	0.8437	0.8405	-0.0033	-0.4%	0.8419
Close	0.8449	0.8433	-0.0016	-0.2%	0.8427
Range	0.0069	0.0074	0.0005	6.5%	0.0212
ATR	0.0078	0.0077	0.0000	-0.4%	0.0000
Volume	109,582	127,955	18,373	16.8%	925,017

Daily Pivots for day following 27-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8659	0.8619	0.8473
R3	0.8585	0.8546	0.8453
R2	0.8512	0.8512	0.8446
R1	0.8472	0.8472	0.8439	0.8455
PP	0.8438	0.8438	0.8438	0.8430
S1	0.8399	0.8399	0.8426	0.8382
S2	0.8365	0.8365	0.8419
S3	0.8291	0.8325	0.8412
S4	0.8218	0.8252	0.8392

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	0.8594	0.8405	0.0190	2.2%	0.0077	0.9%	15%	False	True	162,721
10	0.8631	0.8405	0.0227	2.7%	0.0086	1.0%	12%	False	True	184,015
20	0.8631	0.8301	0.0331	3.9%	0.0078	0.9%	40%	False	False	166,757
40	0.8631	0.8058	0.0574	6.8%	0.0072	0.9%	65%	False	False	122,482
60	0.8631	0.8058	0.0574	6.8%	0.0063	0.7%	65%	False	False	81,831
80	0.8631	0.8058	0.0574	6.8%	0.0060	0.7%	65%	False	False	61,471
100	0.8631	0.8058	0.0574	6.8%	0.0062	0.7%	65%	False	False	49,191
120	0.8631	0.8017	0.0614	7.3%	0.0062	0.7%	68%	False	False	40,994

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	0.8790
2.618	0.8670
1.618	0.8597
1.000	0.8552
0.618	0.8523
HIGH	0.8478
0.618	0.8450
0.500	0.8441
0.382	0.8433
LOW	0.8405
0.618	0.8359
1.000	0.8331
1.618	0.8286
2.618	0.8212
4.250	0.8092

Fisher Pivots for day following 27-Jan-2016
Pivot	1 day	3 day
R1	0.8441	0.8455
PP	0.8438	0.8448
S1	0.8435	0.8440

Download as Excel Spreadsheet

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

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