CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 19-Feb-2016

Day Change Summary
	Previous	Current
	18-Feb-2016	19-Feb-2016	Change	Change %	Previous Week
Open	0.8769	0.8829	0.0060	0.7%	0.8816
High	0.8843	0.8909	0.0066	0.7%	0.8909
Low	0.8752	0.8825	0.0073	0.8%	0.8710
Close	0.8811	0.8890	0.0079	0.9%	0.8890
Range	0.0092	0.0084	-0.0008	-8.2%	0.0199
ATR	0.0114	0.0113	-0.0001	-1.0%	0.0000
Volume	123,875	138,311	14,436	11.7%	664,420

Daily Pivots for day following 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9126	0.9092	0.8936
R3	0.9042	0.9008	0.8913
R2	0.8958	0.8958	0.8905
R1	0.8924	0.8924	0.8897	0.8941
PP	0.8874	0.8874	0.8874	0.8883
S1	0.8840	0.8840	0.8882	0.8857
S2	0.8790	0.8790	0.8874
S3	0.8706	0.8756	0.8866
S4	0.8622	0.8672	0.8843

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9432	0.9359	0.8999
R3	0.9233	0.9161	0.8944
R2	0.9035	0.9035	0.8926
R1	0.8962	0.8962	0.8908	0.8998
PP	0.8836	0.8836	0.8836	0.8854
S1	0.8764	0.8764	0.8871	0.8800
S2	0.8638	0.8638	0.8853
S3	0.8439	0.8565	0.8835
S4	0.8241	0.8367	0.8780

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8964	0.8710	0.0254	2.9%	0.0107	1.2%	71%	False	False	178,974
10	0.9017	0.8516	0.0501	5.6%	0.0128	1.4%	75%	False	False	223,179
20	0.9017	0.8210	0.0808	9.1%	0.0118	1.3%	84%	False	False	204,638
40	0.9017	0.8210	0.0808	9.1%	0.0094	1.1%	84%	False	False	177,453
60	0.9017	0.8058	0.0960	10.8%	0.0085	1.0%	87%	False	False	140,654
80	0.9017	0.8058	0.0960	10.8%	0.0076	0.9%	87%	False	False	105,617
100	0.9017	0.8058	0.0960	10.8%	0.0071	0.8%	87%	False	False	84,561
120	0.9017	0.8058	0.0960	10.8%	0.0071	0.8%	87%	False	False	70,476

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0026
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9266
2.618	0.9128
1.618	0.9044
1.000	0.8993
0.618	0.8960
HIGH	0.8909
0.618	0.8876
0.500	0.8867
0.382	0.8857
LOW	0.8825
0.618	0.8773
1.000	0.8741
1.618	0.8689
2.618	0.8605
4.250	0.8468

Fisher Pivots for day following 19-Feb-2016
Pivot	1 day	3 day
R1	0.8882	0.8867
PP	0.8874	0.8845
S1	0.8867	0.8823

Download as Excel Spreadsheet

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

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