CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 01-Feb-2016

Day Change Summary
	Previous	Current
	29-Jan-2016	01-Feb-2016	Change	Change %	Previous Week
Open	0.8425	0.8243	-0.0182	-2.2%	0.8427
High	0.8475	0.8294	-0.0182	-2.1%	0.8506
Low	0.8210	0.8237	0.0027	0.3%	0.8210
Close	0.8264	0.8261	-0.0003	0.0%	0.8264
Range	0.0266	0.0057	-0.0209	-78.5%	0.0297
ATR	0.0088	0.0086	-0.0002	-2.5%	0.0000
Volume	332,838	131,334	-201,504	-60.5%	821,018

Daily Pivots for day following 01-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8435	0.8405	0.8292
R3	0.8378	0.8348	0.8276
R2	0.8321	0.8321	0.8271
R1	0.8291	0.8291	0.8266	0.8306
PP	0.8264	0.8264	0.8264	0.8271
S1	0.8234	0.8234	0.8255	0.8249
S2	0.8207	0.8207	0.8250
S3	0.8150	0.8177	0.8245
S4	0.8093	0.8120	0.8229

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%	0.0101	1.2%	17%	False	False	165,910
10	0.8631	0.8210	0.0422	5.1%	0.0097	1.2%	12%	False	False	187,736
20	0.8631	0.8210	0.0422	5.1%	0.0092	1.1%	12%	False	False	188,252
40	0.8631	0.8058	0.0574	6.9%	0.0078	0.9%	35%	False	False	136,841
60	0.8631	0.8058	0.0574	6.9%	0.0066	0.8%	35%	False	False	91,678
80	0.8631	0.8058	0.0574	6.9%	0.0062	0.8%	35%	False	False	68,862
100	0.8631	0.8058	0.0574	6.9%	0.0063	0.8%	35%	False	False	55,111
120	0.8631	0.8017	0.0614	7.4%	0.0064	0.8%	40%	False	False	45,928

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

Fibonacci Retracements and Extensions
4.250	0.8536
2.618	0.8443
1.618	0.8386
1.000	0.8351
0.618	0.8329
HIGH	0.8294
0.618	0.8272
0.500	0.8265
0.382	0.8258
LOW	0.8237
0.618	0.8201
1.000	0.8180
1.618	0.8144
2.618	0.8087
4.250	0.7994

Fisher Pivots for day following 01-Feb-2016
Pivot	1 day	3 day
R1	0.8265	0.8342
PP	0.8264	0.8315
S1	0.8262	0.8288

Download as Excel Spreadsheet

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

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