CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 28-Jan-2016

Day Change Summary
	Previous	Current
	27-Jan-2016	28-Jan-2016	Change	Change %	Previous Week
Open	0.8451	0.8438	-0.0013	-0.1%	0.8560
High	0.8478	0.8451	-0.0027	-0.3%	0.8631
Low	0.8405	0.8410	0.0005	0.1%	0.8419
Close	0.8433	0.8425	-0.0008	-0.1%	0.8427
Range	0.0074	0.0042	-0.0032	-43.5%	0.0212
ATR	0.0077	0.0075	-0.0003	-3.3%	0.0000
Volume	127,955	127,842	-113	-0.1%	925,017

Daily Pivots for day following 28-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8553	0.8531	0.8448
R3	0.8512	0.8489	0.8436
R2	0.8470	0.8470	0.8433
R1	0.8448	0.8448	0.8429	0.8438
PP	0.8429	0.8429	0.8429	0.8424
S1	0.8406	0.8406	0.8421	0.8397
S2	0.8387	0.8387	0.8417
S3	0.8346	0.8365	0.8414
S4	0.8304	0.8323	0.8402

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	0.8515	0.8405	0.0110	1.3%	0.0066	0.8%	19%	False	False	136,523
10	0.8631	0.8405	0.0227	2.7%	0.0084	1.0%	9%	False	False	181,823
20	0.8631	0.8301	0.0331	3.9%	0.0079	0.9%	38%	False	False	170,461
40	0.8631	0.8058	0.0574	6.8%	0.0072	0.9%	64%	False	False	125,571
60	0.8631	0.8058	0.0574	6.8%	0.0062	0.7%	64%	False	False	83,946
80	0.8631	0.8058	0.0574	6.8%	0.0059	0.7%	64%	False	False	63,064
100	0.8631	0.8058	0.0574	6.8%	0.0061	0.7%	64%	False	False	50,470
120	0.8631	0.8017	0.0614	7.3%	0.0062	0.7%	66%	False	False	42,060

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.8627
2.618	0.8560
1.618	0.8518
1.000	0.8493
0.618	0.8477
HIGH	0.8451
0.618	0.8435
0.500	0.8430
0.382	0.8425
LOW	0.8410
0.618	0.8384
1.000	0.8368
1.618	0.8342
2.618	0.8301
4.250	0.8233

Fisher Pivots for day following 28-Jan-2016
Pivot	1 day	3 day
R1	0.8430	0.8455
PP	0.8429	0.8445
S1	0.8427	0.8435

Download as Excel Spreadsheet

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

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