CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 23-Feb-2016

Day Change Summary
	Previous	Current
	22-Feb-2016	23-Feb-2016	Change	Change %	Previous Week
Open	0.8883	0.8860	-0.0023	-0.3%	0.8816
High	0.8899	0.8951	0.0052	0.6%	0.8909
Low	0.8824	0.8850	0.0027	0.3%	0.8710
Close	0.8867	0.8929	0.0062	0.7%	0.8890
Range	0.0076	0.0101	0.0026	33.8%	0.0199
ATR	0.0111	0.0110	-0.0001	-0.6%	0.0000
Volume	123,181	172,293	49,112	39.9%	664,420

Daily Pivots for day following 23-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9213	0.9172	0.8985
R3	0.9112	0.9071	0.8957
R2	0.9011	0.9011	0.8948
R1	0.8970	0.8970	0.8938	0.8991
PP	0.8910	0.8910	0.8910	0.8920
S1	0.8869	0.8869	0.8920	0.8890
S2	0.8809	0.8809	0.8910
S3	0.8708	0.8768	0.8901
S4	0.8607	0.8667	0.8873

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	0.8951	0.8738	0.0213	2.4%	0.0088	1.0%	90%	True	False	143,277
10	0.9017	0.8648	0.0369	4.1%	0.0120	1.3%	76%	False	False	211,369
20	0.9017	0.8210	0.0808	9.0%	0.0119	1.3%	89%	False	False	203,550
40	0.9017	0.8210	0.0808	9.0%	0.0097	1.1%	89%	False	False	181,820
60	0.9017	0.8058	0.0960	10.7%	0.0087	1.0%	91%	False	False	145,568
80	0.9017	0.8058	0.0960	10.7%	0.0077	0.9%	91%	False	False	109,301
100	0.9017	0.8058	0.0960	10.7%	0.0072	0.8%	91%	False	False	87,512
120	0.9017	0.8058	0.0960	10.7%	0.0072	0.8%	91%	False	False	72,938

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	0.0020
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9380
2.618	0.9215
1.618	0.9114
1.000	0.9052
0.618	0.9013
HIGH	0.8951
0.618	0.8912
0.500	0.8901
0.382	0.8889
LOW	0.8850
0.618	0.8788
1.000	0.8749
1.618	0.8687
2.618	0.8586
4.250	0.8421

Fisher Pivots for day following 23-Feb-2016
Pivot	1 day	3 day
R1	0.8920	0.8915
PP	0.8910	0.8901
S1	0.8901	0.8887

Download as Excel Spreadsheet

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

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