CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 04-Feb-2016

Day Change Summary
	Previous	Current
	03-Feb-2016	04-Feb-2016	Change	Change %	Previous Week
Open	0.8357	0.8477	0.0121	1.4%	0.8427
High	0.8550	0.8589	0.0039	0.5%	0.8506
Low	0.8337	0.8464	0.0128	1.5%	0.8210
Close	0.8504	0.8574	0.0071	0.8%	0.8264
Range	0.0214	0.0125	-0.0089	-41.7%	0.0297
ATR	0.0096	0.0098	0.0002	2.1%	0.0000
Volume	332,975	230,574	-102,401	-30.8%	821,018

Daily Pivots for day following 04-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8916	0.8869	0.8642
R3	0.8791	0.8745	0.8608
R2	0.8667	0.8667	0.8597
R1	0.8620	0.8620	0.8585	0.8644
PP	0.8542	0.8542	0.8542	0.8554
S1	0.8496	0.8496	0.8563	0.8519
S2	0.8418	0.8418	0.8551
S3	0.8293	0.8371	0.8540
S4	0.8169	0.8247	0.8506

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	0.8589	0.8210	0.0379	4.4%	0.0149	1.7%	96%	True	False	235,671
10	0.8589	0.8210	0.0379	4.4%	0.0107	1.2%	96%	True	False	186,097
20	0.8631	0.8210	0.0422	4.9%	0.0101	1.2%	86%	False	False	198,447
40	0.8631	0.8058	0.0574	6.7%	0.0084	1.0%	90%	False	False	153,148
60	0.8631	0.8058	0.0574	6.7%	0.0070	0.8%	90%	False	False	103,547
80	0.8631	0.8058	0.0574	6.7%	0.0066	0.8%	90%	False	False	77,787
100	0.8631	0.8058	0.0574	6.7%	0.0065	0.8%	90%	False	False	62,252
120	0.8631	0.8058	0.0574	6.7%	0.0067	0.8%	90%	False	False	51,879

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9118
2.618	0.8914
1.618	0.8790
1.000	0.8713
0.618	0.8665
HIGH	0.8589
0.618	0.8541
0.500	0.8526
0.382	0.8512
LOW	0.8464
0.618	0.8387
1.000	0.8340
1.618	0.8263
2.618	0.8138
4.250	0.7935

Fisher Pivots for day following 04-Feb-2016
Pivot	1 day	3 day
R1	0.8558	0.8525
PP	0.8542	0.8477
S1	0.8526	0.8428

Download as Excel Spreadsheet

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

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