CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 02-Feb-2016

Day Change Summary
	Previous	Current
	01-Feb-2016	02-Feb-2016	Change	Change %	Previous Week
Open	0.8243	0.8269	0.0027	0.3%	0.8427
High	0.8294	0.8351	0.0057	0.7%	0.8506
Low	0.8237	0.8268	0.0032	0.4%	0.8210
Close	0.8261	0.8334	0.0073	0.9%	0.8264
Range	0.0057	0.0083	0.0026	44.7%	0.0297
ATR	0.0086	0.0086	0.0000	0.3%	0.0000
Volume	131,334	150,636	19,302	14.7%	821,018

Daily Pivots for day following 02-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8565	0.8532	0.8379
R3	0.8482	0.8449	0.8356
R2	0.8400	0.8400	0.8349
R1	0.8367	0.8367	0.8341	0.8383
PP	0.8317	0.8317	0.8317	0.8326
S1	0.8284	0.8284	0.8326	0.8301
S2	0.8235	0.8235	0.8318
S3	0.8152	0.8202	0.8311
S4	0.8070	0.8119	0.8288

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	0.8478	0.8210	0.0269	3.2%	0.0104	1.2%	46%	False	False	174,121
10	0.8631	0.8210	0.0422	5.1%	0.0096	1.1%	29%	False	False	179,541
20	0.8631	0.8210	0.0422	5.1%	0.0090	1.1%	29%	False	False	186,104
40	0.8631	0.8058	0.0574	6.9%	0.0078	0.9%	48%	False	False	140,294
60	0.8631	0.8058	0.0574	6.9%	0.0067	0.8%	48%	False	False	94,181
80	0.8631	0.8058	0.0574	6.9%	0.0063	0.8%	48%	False	False	70,744
100	0.8631	0.8058	0.0574	6.9%	0.0063	0.8%	48%	False	False	56,617
120	0.8631	0.8017	0.0614	7.4%	0.0065	0.8%	52%	False	False	47,183

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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8701
2.618	0.8566
1.618	0.8484
1.000	0.8433
0.618	0.8401
HIGH	0.8351
0.618	0.8319
0.500	0.8309
0.382	0.8300
LOW	0.8268
0.618	0.8217
1.000	0.8186
1.618	0.8135
2.618	0.8052
4.250	0.7917

Fisher Pivots for day following 02-Feb-2016
Pivot	1 day	3 day
R1	0.8325	0.8342
PP	0.8317	0.8339
S1	0.8309	0.8336

Download as Excel Spreadsheet

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

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