CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 07-Mar-2016

Day Change Summary
	Previous	Current
	04-Mar-2016	07-Mar-2016	Change	Change %	Previous Week
Open	0.8797	0.8785	-0.0012	-0.1%	0.8797
High	0.8843	0.8834	-0.0009	-0.1%	0.8918
Low	0.8754	0.8782	0.0028	0.3%	0.8730
Close	0.8769	0.8832	0.0063	0.7%	0.8769
Range	0.0089	0.0052	-0.0037	-41.6%	0.0189
ATR	0.0106	0.0103	-0.0003	-2.8%	0.0000
Volume	175,547	114,852	-60,695	-34.6%	680,879

Daily Pivots for day following 07-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8972	0.8954	0.8860
R3	0.8920	0.8902	0.8846
R2	0.8868	0.8868	0.8841
R1	0.8850	0.8850	0.8836	0.8859
PP	0.8816	0.8816	0.8816	0.8820
S1	0.8798	0.8798	0.8827	0.8807
S2	0.8764	0.8764	0.8822
S3	0.8712	0.8746	0.8817
S4	0.8660	0.8694	0.8803

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%	0.0096	1.1%	54%	False	False	131,768
10	0.9010	0.8730	0.0281	3.2%	0.0086	1.0%	36%	False	False	143,846
20	0.9017	0.8516	0.0501	5.7%	0.0107	1.2%	63%	False	False	180,316
40	0.9017	0.8210	0.0808	9.1%	0.0103	1.2%	77%	False	False	187,361
60	0.9017	0.8058	0.0960	10.9%	0.0092	1.0%	81%	False	False	164,787
80	0.9017	0.8058	0.0960	10.9%	0.0080	0.9%	81%	False	False	125,073
100	0.9017	0.8058	0.0960	10.9%	0.0075	0.9%	81%	False	False	100,164
120	0.9017	0.8058	0.0960	10.9%	0.0072	0.8%	81%	False	False	83,488

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9055
2.618	0.8970
1.618	0.8918
1.000	0.8886
0.618	0.8866
HIGH	0.8834
0.618	0.8814
0.500	0.8808
0.382	0.8801
LOW	0.8782
0.618	0.8749
1.000	0.8730
1.618	0.8697
2.618	0.8645
4.250	0.8561

Fisher Pivots for day following 07-Mar-2016
Pivot	1 day	3 day
R1	0.8824	0.8820
PP	0.8816	0.8809
S1	0.8808	0.8798

Download as Excel Spreadsheet

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

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