CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 11-Feb-2016

Day Change Summary
	Previous	Current
	10-Feb-2016	11-Feb-2016	Change	Change %	Previous Week
Open	0.8696	0.8821	0.0125	1.4%	0.8243
High	0.8847	0.9017	0.0170	1.9%	0.8608
Low	0.8682	0.8812	0.0130	1.5%	0.8237
Close	0.8805	0.8905	0.0100	1.1%	0.8564
Range	0.0165	0.0205	0.0040	24.2%	0.0372
ATR	0.0108	0.0115	0.0007	6.9%	0.0000
Volume	316,300	334,168	17,868	5.6%	1,032,630

Daily Pivots for day following 11-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9526	0.9420	0.9017
R3	0.9321	0.9215	0.8961
R2	0.9116	0.9116	0.8942
R1	0.9010	0.9010	0.8923	0.9063
PP	0.8911	0.8911	0.8911	0.8938
S1	0.8805	0.8805	0.8886	0.8858
S2	0.8706	0.8706	0.8867
S3	0.8501	0.8600	0.8848
S4	0.8296	0.8395	0.8792

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	0.9017	0.8516	0.0501	5.6%	0.0149	1.7%	78%	True	False	267,384
10	0.9017	0.8210	0.0808	9.1%	0.0149	1.7%	86%	True	False	251,527
20	0.9017	0.8210	0.0808	9.1%	0.0117	1.3%	86%	True	False	216,675
40	0.9017	0.8058	0.0960	10.8%	0.0093	1.0%	88%	True	False	171,656
60	0.9017	0.8058	0.0960	10.8%	0.0080	0.9%	88%	True	False	125,786
80	0.9017	0.8058	0.0960	10.8%	0.0072	0.8%	88%	True	False	94,492
100	0.9017	0.8058	0.0960	10.8%	0.0069	0.8%	88%	True	False	75,616
120	0.9017	0.8058	0.0960	10.8%	0.0072	0.8%	88%	True	False	63,020

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9888
2.618	0.9554
1.618	0.9349
1.000	0.9222
0.618	0.9144
HIGH	0.9017
0.618	0.8939
0.500	0.8915
0.382	0.8890
LOW	0.8812
0.618	0.8685
1.000	0.8607
1.618	0.8480
2.618	0.8275
4.250	0.7941

Fisher Pivots for day following 11-Feb-2016
Pivot	1 day	3 day
R1	0.8915	0.8881
PP	0.8911	0.8857
S1	0.8908	0.8833

Download as Excel Spreadsheet

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

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