CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 22-Feb-2016

Day Change Summary
	Previous	Current
	19-Feb-2016	22-Feb-2016	Change	Change %	Previous Week
Open	0.8829	0.8883	0.0054	0.6%	0.8816
High	0.8909	0.8899	-0.0010	-0.1%	0.8909
Low	0.8825	0.8824	-0.0001	0.0%	0.8710
Close	0.8890	0.8867	-0.0023	-0.3%	0.8890
Range	0.0084	0.0076	-0.0009	-10.1%	0.0199
ATR	0.0113	0.0111	-0.0003	-2.4%	0.0000
Volume	138,311	123,181	-15,130	-10.9%	664,420

Daily Pivots for day following 22-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9090	0.9054	0.8909
R3	0.9014	0.8978	0.8888
R2	0.8939	0.8939	0.8881
R1	0.8903	0.8903	0.8874	0.8883
PP	0.8863	0.8863	0.8863	0.8853
S1	0.8827	0.8827	0.8860	0.8808
S2	0.8788	0.8788	0.8853
S3	0.8712	0.8752	0.8846
S4	0.8637	0.8676	0.8825

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	0.8909	0.8710	0.0199	2.2%	0.0093	1.0%	79%	False	False	157,520
10	0.9017	0.8516	0.0501	5.7%	0.0127	1.4%	70%	False	False	216,786
20	0.9017	0.8210	0.0808	9.1%	0.0117	1.3%	81%	False	False	201,075
40	0.9017	0.8210	0.0808	9.1%	0.0095	1.1%	81%	False	False	178,720
60	0.9017	0.8058	0.0960	10.8%	0.0086	1.0%	84%	False	False	142,704
80	0.9017	0.8058	0.0960	10.8%	0.0076	0.9%	84%	False	False	107,153
100	0.9017	0.8058	0.0960	10.8%	0.0071	0.8%	84%	False	False	85,790
120	0.9017	0.8058	0.0960	10.8%	0.0071	0.8%	84%	False	False	71,503

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	0.0023
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.9220
2.618	0.9097
1.618	0.9021
1.000	0.8975
0.618	0.8946
HIGH	0.8899
0.618	0.8870
0.500	0.8861
0.382	0.8852
LOW	0.8824
0.618	0.8777
1.000	0.8748
1.618	0.8701
2.618	0.8626
4.250	0.8503

Fisher Pivots for day following 22-Feb-2016
Pivot	1 day	3 day
R1	0.8865	0.8855
PP	0.8863	0.8842
S1	0.8861	0.8830

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols