CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 05-Feb-2016

Day Change Summary
	Previous	Current
	04-Feb-2016	05-Feb-2016	Change	Change %	Previous Week
Open	0.8477	0.8564	0.0087	1.0%	0.8243
High	0.8589	0.8608	0.0020	0.2%	0.8608
Low	0.8464	0.8523	0.0059	0.7%	0.8237
Close	0.8574	0.8564	-0.0011	-0.1%	0.8564
Range	0.0125	0.0085	-0.0040	-31.7%	0.0372
ATR	0.0098	0.0097	-0.0001	-0.9%	0.0000
Volume	230,574	187,111	-43,463	-18.8%	1,032,630

Daily Pivots for day following 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8820	0.8777	0.8610
R3	0.8735	0.8692	0.8587
R2	0.8650	0.8650	0.8579
R1	0.8607	0.8607	0.8571	0.8586
PP	0.8565	0.8565	0.8565	0.8554
S1	0.8522	0.8522	0.8556	0.8501
S2	0.8480	0.8480	0.8548
S3	0.8395	0.8437	0.8540
S4	0.8310	0.8352	0.8517

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9584	0.9445	0.8768
R3	0.9212	0.9074	0.8666
R2	0.8841	0.8841	0.8632
R1	0.8702	0.8702	0.8598	0.8772
PP	0.8469	0.8469	0.8469	0.8504
S1	0.8331	0.8331	0.8529	0.8400
S2	0.8098	0.8098	0.8495
S3	0.7726	0.7959	0.8461
S4	0.7355	0.7588	0.8359

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8608	0.8237	0.0372	4.3%	0.0113	1.3%	88%	True	False	206,526
10	0.8608	0.8210	0.0399	4.7%	0.0106	1.2%	89%	True	False	185,364
20	0.8631	0.8210	0.0422	4.9%	0.0100	1.2%	84%	False	False	194,406
40	0.8631	0.8058	0.0574	6.7%	0.0085	1.0%	88%	False	False	157,023
60	0.8631	0.8058	0.0574	6.7%	0.0071	0.8%	88%	False	False	106,658
80	0.8631	0.8058	0.0574	6.7%	0.0067	0.8%	88%	False	False	80,126
100	0.8631	0.8058	0.0574	6.7%	0.0065	0.8%	88%	False	False	64,123
120	0.8631	0.8058	0.0574	6.7%	0.0067	0.8%	88%	False	False	53,438

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	0.0020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8969
2.618	0.8831
1.618	0.8746
1.000	0.8693
0.618	0.8661
HIGH	0.8608
0.618	0.8576
0.500	0.8566
0.382	0.8555
LOW	0.8523
0.618	0.8470
1.000	0.8438
1.618	0.8385
2.618	0.8300
4.250	0.8162

Fisher Pivots for day following 05-Feb-2016
Pivot	1 day	3 day
R1	0.8566	0.8533
PP	0.8565	0.8503
S1	0.8564	0.8472

Download as Excel Spreadsheet

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

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