CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 25-Feb-2016

Day Change Summary
	Previous	Current
	24-Feb-2016	25-Feb-2016	Change	Change %	Previous Week
Open	0.8932	0.8927	-0.0006	-0.1%	0.8816
High	0.9010	0.8940	-0.0071	-0.8%	0.8909
Low	0.8911	0.8850	-0.0061	-0.7%	0.8710
Close	0.8961	0.8869	-0.0092	-1.0%	0.8890
Range	0.0099	0.0090	-0.0010	-9.6%	0.0199
ATR	0.0109	0.0109	0.0000	0.1%	0.0000
Volume	169,905	157,581	-12,324	-7.3%	664,420

Daily Pivots for day following 25-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9155	0.9101	0.8918
R3	0.9065	0.9012	0.8894
R2	0.8976	0.8976	0.8885
R1	0.8922	0.8922	0.8877	0.8904
PP	0.8886	0.8886	0.8886	0.8877
S1	0.8833	0.8833	0.8861	0.8815
S2	0.8797	0.8797	0.8853
S3	0.8707	0.8743	0.8844
S4	0.8618	0.8654	0.8820

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	0.9010	0.8824	0.0187	2.1%	0.0090	1.0%	24%	False	False	152,254
10	0.9017	0.8710	0.0307	3.5%	0.0111	1.2%	52%	False	False	185,200
20	0.9017	0.8210	0.0808	9.1%	0.0122	1.4%	82%	False	False	208,047
40	0.9017	0.8210	0.0808	9.1%	0.0100	1.1%	82%	False	False	187,402
60	0.9017	0.8058	0.0960	10.8%	0.0089	1.0%	85%	False	False	151,004
80	0.9017	0.8058	0.0960	10.8%	0.0077	0.9%	85%	False	False	113,385
100	0.9017	0.8058	0.0960	10.8%	0.0073	0.8%	85%	False	False	90,786
120	0.9017	0.8058	0.0960	10.8%	0.0072	0.8%	85%	False	False	75,667

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9320
2.618	0.9174
1.618	0.9084
1.000	0.9029
0.618	0.8995
HIGH	0.8940
0.618	0.8905
0.500	0.8895
0.382	0.8884
LOW	0.8850
0.618	0.8795
1.000	0.8761
1.618	0.8705
2.618	0.8616
4.250	0.8470

Fisher Pivots for day following 25-Feb-2016
Pivot	1 day	3 day
R1	0.8895	0.8930
PP	0.8886	0.8910
S1	0.8878	0.8889

Download as Excel Spreadsheet

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

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