CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 03-Feb-2016

Day Change Summary
	Previous	Current
	02-Feb-2016	03-Feb-2016	Change	Change %	Previous Week
Open	0.8269	0.8357	0.0088	1.1%	0.8427
High	0.8351	0.8550	0.0200	2.4%	0.8506
Low	0.8268	0.8337	0.0069	0.8%	0.8210
Close	0.8334	0.8504	0.0170	2.0%	0.8264
Range	0.0083	0.0214	0.0131	158.8%	0.0297
ATR	0.0086	0.0096	0.0009	10.7%	0.0000
Volume	150,636	332,975	182,339	121.0%	821,018

Daily Pivots for day following 03-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9104	0.9017	0.8621
R3	0.8890	0.8804	0.8562
R2	0.8677	0.8677	0.8543
R1	0.8590	0.8590	0.8523	0.8634
PP	0.8463	0.8463	0.8463	0.8485
S1	0.8377	0.8377	0.8484	0.8420
S2	0.8250	0.8250	0.8464
S3	0.8036	0.8163	0.8445
S4	0.7823	0.7950	0.8386

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	0.8550	0.8210	0.0341	4.0%	0.0132	1.6%	86%	True	False	215,125
10	0.8594	0.8210	0.0385	4.5%	0.0105	1.2%	76%	False	False	188,923
20	0.8631	0.8210	0.0422	5.0%	0.0098	1.2%	70%	False	False	195,895
40	0.8631	0.8058	0.0574	6.7%	0.0081	1.0%	78%	False	False	148,346
60	0.8631	0.8058	0.0574	6.7%	0.0070	0.8%	78%	False	False	99,730
80	0.8631	0.8058	0.0574	6.7%	0.0065	0.8%	78%	False	False	74,905
100	0.8631	0.8058	0.0574	6.7%	0.0064	0.8%	78%	False	False	59,946
120	0.8631	0.8058	0.0574	6.7%	0.0066	0.8%	78%	False	False	49,957

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	0.0020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9457
2.618	0.9109
1.618	0.8895
1.000	0.8764
0.618	0.8682
HIGH	0.8550
0.618	0.8468
0.500	0.8443
0.382	0.8418
LOW	0.8337
0.618	0.8205
1.000	0.8123
1.618	0.7991
2.618	0.7778
4.250	0.7429

Fisher Pivots for day following 03-Feb-2016
Pivot	1 day	3 day
R1	0.8483	0.8467
PP	0.8463	0.8430
S1	0.8443	0.8393

Download as Excel Spreadsheet

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

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