CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 29-Jan-2016

Day Change Summary
	Previous	Current
	28-Jan-2016	29-Jan-2016	Change	Change %	Previous Week
Open	0.8438	0.8425	-0.0014	-0.2%	0.8427
High	0.8451	0.8475	0.0024	0.3%	0.8506
Low	0.8410	0.8210	-0.0200	-2.4%	0.8210
Close	0.8425	0.8264	-0.0162	-1.9%	0.8264
Range	0.0042	0.0266	0.0224	539.8%	0.0297
ATR	0.0075	0.0088	0.0014	18.2%	0.0000
Volume	127,842	332,838	204,996	160.4%	821,018

Daily Pivots for day following 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9113	0.8954	0.8410
R3	0.8847	0.8688	0.8337
R2	0.8582	0.8582	0.8312
R1	0.8423	0.8423	0.8288	0.8369
PP	0.8316	0.8316	0.8316	0.8289
S1	0.8157	0.8157	0.8239	0.8104
S2	0.8051	0.8051	0.8215
S3	0.7785	0.7892	0.8190
S4	0.7520	0.7626	0.8117

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9216	0.9036	0.8427
R3	0.8919	0.8740	0.8345
R2	0.8623	0.8623	0.8318
R1	0.8443	0.8443	0.8291	0.8385
PP	0.8326	0.8326	0.8326	0.8297
S1	0.8147	0.8147	0.8236	0.8088
S2	0.8030	0.8030	0.8209
S3	0.7733	0.7850	0.8182
S4	0.7437	0.7554	0.8100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8506	0.8210	0.0297	3.6%	0.0100	1.2%	18%	False	True	164,203
10	0.8631	0.8210	0.0422	5.1%	0.0104	1.3%	13%	False	True	196,710
20	0.8631	0.8210	0.0422	5.1%	0.0092	1.1%	13%	False	True	184,554
40	0.8631	0.8058	0.0574	6.9%	0.0078	0.9%	36%	False	False	133,743
60	0.8631	0.8058	0.0574	6.9%	0.0066	0.8%	36%	False	False	89,492
80	0.8631	0.8058	0.0574	6.9%	0.0062	0.8%	36%	False	False	67,222
100	0.8631	0.8058	0.0574	6.9%	0.0063	0.8%	36%	False	False	53,798
120	0.8631	0.8017	0.0614	7.4%	0.0064	0.8%	40%	False	False	44,833

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 109 trading days

Fibonacci Retracements and Extensions
4.250	0.9603
2.618	0.9170
1.618	0.8905
1.000	0.8741
0.618	0.8639
HIGH	0.8475
0.618	0.8374
0.500	0.8342
0.382	0.8311
LOW	0.8210
0.618	0.8045
1.000	0.7944
1.618	0.7780
2.618	0.7514
4.250	0.7081

Fisher Pivots for day following 29-Jan-2016
Pivot	1 day	3 day
R1	0.8342	0.8344
PP	0.8316	0.8317
S1	0.8290	0.8290

Download as Excel Spreadsheet

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

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