CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 01-Mar-2016

Day Change Summary
	Previous	Current
	29-Feb-2016	01-Mar-2016	Change	Change %	Previous Week
Open	0.8797	0.8899	0.0103	1.2%	0.8883
High	0.8880	0.8918	0.0039	0.4%	0.9010
Low	0.8785	0.8760	-0.0025	-0.3%	0.8785
Close	0.8867	0.8770	-0.0097	-1.1%	0.8785
Range	0.0095	0.0158	0.0064	67.2%	0.0225
ATR	0.0106	0.0110	0.0004	3.5%	0.0000
Volume	136,888	138,341	1,453	1.1%	765,916

Daily Pivots for day following 01-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9290	0.9188	0.8857
R3	0.9132	0.9030	0.8813
R2	0.8974	0.8974	0.8799
R1	0.8872	0.8872	0.8784	0.8844
PP	0.8816	0.8816	0.8816	0.8802
S1	0.8714	0.8714	0.8756	0.8686
S2	0.8658	0.8658	0.8741
S3	0.8500	0.8556	0.8727
S4	0.8342	0.8398	0.8683

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9535	0.9385	0.8909
R3	0.9310	0.9160	0.8847
R2	0.9085	0.9085	0.8826
R1	0.8935	0.8935	0.8806	0.8898
PP	0.8860	0.8860	0.8860	0.8841
S1	0.8710	0.8710	0.8764	0.8673
S2	0.8635	0.8635	0.8744
S3	0.8410	0.8485	0.8723
S4	0.8185	0.8260	0.8661

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9010	0.8760	0.0250	2.9%	0.0088	1.0%	4%	False	True	149,134
10	0.9010	0.8738	0.0272	3.1%	0.0088	1.0%	12%	False	False	146,205
20	0.9017	0.8268	0.0749	8.5%	0.0116	1.3%	67%	False	False	199,356
40	0.9017	0.8210	0.0808	9.2%	0.0104	1.2%	69%	False	False	193,804
60	0.9017	0.8058	0.0960	10.9%	0.0091	1.0%	74%	False	False	157,679
80	0.9017	0.8058	0.0960	10.9%	0.0079	0.9%	74%	False	False	118,597
100	0.9017	0.8058	0.0960	10.9%	0.0073	0.8%	74%	False	False	94,960
120	0.9017	0.8058	0.0960	10.9%	0.0072	0.8%	74%	False	False	79,152

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.9590
2.618	0.9332
1.618	0.9174
1.000	0.9076
0.618	0.9016
HIGH	0.8918
0.618	0.8858
0.500	0.8839
0.382	0.8820
LOW	0.8760
0.618	0.8662
1.000	0.8602
1.618	0.8504
2.618	0.8346
4.250	0.8089

Fisher Pivots for day following 01-Mar-2016
Pivot	1 day	3 day
R1	0.8839	0.8839
PP	0.8816	0.8816
S1	0.8793	0.8793

Download as Excel Spreadsheet

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

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