CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 12-Feb-2016

Day Change Summary
	Previous	Current
	11-Feb-2016	12-Feb-2016	Change	Change %	Previous Week
Open	0.8821	0.8894	0.0074	0.8%	0.8559
High	0.9017	0.8964	-0.0054	-0.6%	0.9017
Low	0.8812	0.8814	0.0002	0.0%	0.8516
Close	0.8905	0.8837	-0.0068	-0.8%	0.8837
Range	0.0205	0.0150	-0.0055	-26.8%	0.0501
ATR	0.0115	0.0118	0.0002	2.1%	0.0000
Volume	334,168	230,454	-103,714	-31.0%	1,380,263

Daily Pivots for day following 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9321	0.9229	0.8919
R3	0.9171	0.9079	0.8878
R2	0.9021	0.9021	0.8864
R1	0.8929	0.8929	0.8850	0.8900
PP	0.8871	0.8871	0.8871	0.8857
S1	0.8779	0.8779	0.8823	0.8750
S2	0.8721	0.8721	0.8809
S3	0.8571	0.8629	0.8795
S4	0.8421	0.8479	0.8754

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0293	1.0066	0.9112
R3	0.9792	0.9565	0.8974
R2	0.9291	0.9291	0.8928
R1	0.9064	0.9064	0.8882	0.9177
PP	0.8790	0.8790	0.8790	0.8847
S1	0.8563	0.8563	0.8791	0.8676
S2	0.8289	0.8289	0.8745
S3	0.7788	0.8062	0.8699
S4	0.7287	0.7561	0.8561

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	5.7%	0.0162	1.8%	64%	False	False	276,052
10	0.9017	0.8237	0.0781	8.8%	0.0137	1.6%	77%	False	False	241,289
20	0.9017	0.8210	0.0808	9.1%	0.0121	1.4%	78%	False	False	218,999
40	0.9017	0.8058	0.0960	10.9%	0.0094	1.1%	81%	False	False	174,530
60	0.9017	0.8058	0.0960	10.9%	0.0081	0.9%	81%	False	False	129,615
80	0.9017	0.8058	0.0960	10.9%	0.0074	0.8%	81%	False	False	97,372
100	0.9017	0.8058	0.0960	10.9%	0.0070	0.8%	81%	False	False	77,919
120	0.9017	0.8058	0.0960	10.9%	0.0073	0.8%	81%	False	False	64,940

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9601
2.618	0.9356
1.618	0.9206
1.000	0.9114
0.618	0.9056
HIGH	0.8964
0.618	0.8906
0.500	0.8889
0.382	0.8871
LOW	0.8814
0.618	0.8721
1.000	0.8664
1.618	0.8571
2.618	0.8421
4.250	0.8176

Fisher Pivots for day following 12-Feb-2016
Pivot	1 day	3 day
R1	0.8889	0.8850
PP	0.8871	0.8845
S1	0.8854	0.8841

Download as Excel Spreadsheet

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

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