CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 03-Mar-2016

Day Change Summary
	Previous	Current
	02-Mar-2016	03-Mar-2016	Change	Change %	Previous Week
Open	0.8771	0.8806	0.0036	0.4%	0.8883
High	0.8835	0.8828	-0.0007	-0.1%	0.9010
Low	0.8730	0.8753	0.0023	0.3%	0.8785
Close	0.8818	0.8807	-0.0012	-0.1%	0.8785
Range	0.0105	0.0076	-0.0030	-28.1%	0.0225
ATR	0.0110	0.0107	-0.0002	-2.2%	0.0000
Volume	124,903	105,200	-19,703	-15.8%	765,916

Daily Pivots for day following 03-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9022	0.8990	0.8848
R3	0.8947	0.8914	0.8827
R2	0.8871	0.8871	0.8820
R1	0.8839	0.8839	0.8813	0.8855
PP	0.8796	0.8796	0.8796	0.8804
S1	0.8763	0.8763	0.8800	0.8780
S2	0.8720	0.8720	0.8793
S3	0.8645	0.8688	0.8786
S4	0.8569	0.8612	0.8765

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	0.8918	0.8730	0.0189	2.1%	0.0087	1.0%	41%	False	False	129,657
10	0.9010	0.8730	0.0281	3.2%	0.0088	1.0%	27%	False	False	140,955
20	0.9017	0.8464	0.0553	6.3%	0.0110	1.3%	62%	False	False	186,680
40	0.9017	0.8210	0.0808	9.2%	0.0104	1.2%	74%	False	False	191,288
60	0.9017	0.8058	0.0960	10.9%	0.0091	1.0%	78%	False	False	161,124
80	0.9017	0.8058	0.0960	10.9%	0.0080	0.9%	78%	False	False	121,467
100	0.9017	0.8058	0.0960	10.9%	0.0074	0.8%	78%	False	False	97,260
120	0.9017	0.8058	0.0960	10.9%	0.0072	0.8%	78%	False	False	81,069

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9149
2.618	0.9026
1.618	0.8950
1.000	0.8904
0.618	0.8875
HIGH	0.8828
0.618	0.8799
0.500	0.8790
0.382	0.8781
LOW	0.8753
0.618	0.8706
1.000	0.8677
1.618	0.8630
2.618	0.8555
4.250	0.8432

Fisher Pivots for day following 03-Mar-2016
Pivot	1 day	3 day
R1	0.8801	0.8824
PP	0.8796	0.8818
S1	0.8790	0.8812

Download as Excel Spreadsheet

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

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