CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 09-Feb-2016

Day Change Summary
	Previous	Current
	08-Feb-2016	09-Feb-2016	Change	Change %	Previous Week
Open	0.8559	0.8664	0.0106	1.2%	0.8243
High	0.8691	0.8765	0.0074	0.8%	0.8608
Low	0.8516	0.8648	0.0132	1.6%	0.8237
Close	0.8678	0.8703	0.0025	0.3%	0.8564
Range	0.0175	0.0117	-0.0059	-33.4%	0.0372
ATR	0.0102	0.0103	0.0001	1.0%	0.0000
Volume	226,465	272,876	46,411	20.5%	1,032,630

Daily Pivots for day following 09-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9055	0.8995	0.8767
R3	0.8938	0.8879	0.8735
R2	0.8822	0.8822	0.8724
R1	0.8762	0.8762	0.8713	0.8792
PP	0.8705	0.8705	0.8705	0.8720
S1	0.8646	0.8646	0.8692	0.8675
S2	0.8589	0.8589	0.8681
S3	0.8472	0.8529	0.8670
S4	0.8356	0.8413	0.8638

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	0.8765	0.8337	0.0428	4.9%	0.0143	1.6%	86%	True	False	250,000
10	0.8765	0.8210	0.0555	6.4%	0.0123	1.4%	89%	True	False	212,060
20	0.8765	0.8210	0.0555	6.4%	0.0104	1.2%	89%	True	False	199,791
40	0.8765	0.8058	0.0707	8.1%	0.0088	1.0%	91%	True	False	163,068
60	0.8765	0.8058	0.0707	8.1%	0.0075	0.9%	91%	True	False	114,958
80	0.8765	0.8058	0.0707	8.1%	0.0069	0.8%	91%	True	False	86,365
100	0.8765	0.8058	0.0707	8.1%	0.0067	0.8%	91%	True	False	69,115
120	0.8765	0.8058	0.0707	8.1%	0.0070	0.8%	91%	True	False	57,599

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	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9260
2.618	0.9069
1.618	0.8953
1.000	0.8881
0.618	0.8836
HIGH	0.8765
0.618	0.8720
0.500	0.8706
0.382	0.8693
LOW	0.8648
0.618	0.8576
1.000	0.8532
1.618	0.8460
2.618	0.8343
4.250	0.8153

Fisher Pivots for day following 09-Feb-2016
Pivot	1 day	3 day
R1	0.8706	0.8682
PP	0.8705	0.8661
S1	0.8704	0.8640

Download as Excel Spreadsheet

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

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