CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 04-Mar-2016

Day Change Summary
	Previous	Current
	03-Mar-2016	04-Mar-2016	Change	Change %	Previous Week
Open	0.8806	0.8797	-0.0010	-0.1%	0.8797
High	0.8828	0.8843	0.0015	0.2%	0.8918
Low	0.8753	0.8754	0.0001	0.0%	0.8730
Close	0.8807	0.8769	-0.0038	-0.4%	0.8769
Range	0.0076	0.0089	0.0014	17.9%	0.0189
ATR	0.0107	0.0106	-0.0001	-1.2%	0.0000
Volume	105,200	175,547	70,347	66.9%	680,879

Daily Pivots for day following 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9055	0.9001	0.8818
R3	0.8966	0.8912	0.8793
R2	0.8877	0.8877	0.8785
R1	0.8823	0.8823	0.8777	0.8806
PP	0.8788	0.8788	0.8788	0.8780
S1	0.8734	0.8734	0.8761	0.8717
S2	0.8699	0.8699	0.8753
S3	0.8610	0.8645	0.8745
S4	0.8521	0.8556	0.8720

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9371	0.9259	0.8873
R3	0.9183	0.9070	0.8821
R2	0.8994	0.8994	0.8804
R1	0.8882	0.8882	0.8786	0.8844
PP	0.8806	0.8806	0.8806	0.8787
S1	0.8693	0.8693	0.8752	0.8655
S2	0.8617	0.8617	0.8734
S3	0.8429	0.8505	0.8717
S4	0.8240	0.8316	0.8665

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%	0.0104	1.2%	21%	False	False	136,175
10	0.9010	0.8730	0.0281	3.2%	0.0089	1.0%	14%	False	False	144,679
20	0.9017	0.8516	0.0501	5.7%	0.0109	1.2%	50%	False	False	183,929
40	0.9017	0.8210	0.0808	9.2%	0.0105	1.2%	69%	False	False	191,188
60	0.9017	0.8058	0.0960	10.9%	0.0092	1.1%	74%	False	False	163,408
80	0.9017	0.8058	0.0960	10.9%	0.0080	0.9%	74%	False	False	123,643
100	0.9017	0.8058	0.0960	10.9%	0.0075	0.9%	74%	False	False	99,016
120	0.9017	0.8058	0.0960	10.9%	0.0072	0.8%	74%	False	False	82,531

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9221
2.618	0.9076
1.618	0.8987
1.000	0.8932
0.618	0.8898
HIGH	0.8843
0.618	0.8809
0.500	0.8798
0.382	0.8787
LOW	0.8754
0.618	0.8698
1.000	0.8665
1.618	0.8609
2.618	0.8520
4.250	0.8375

Fisher Pivots for day following 04-Mar-2016
Pivot	1 day	3 day
R1	0.8798	0.8786
PP	0.8788	0.8780
S1	0.8779	0.8775

Download as Excel Spreadsheet

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

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