CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 08-Mar-2016

Day Change Summary
	Previous	Current
	07-Mar-2016	08-Mar-2016	Change	Change %	Previous Week
Open	0.8785	0.8823	0.0038	0.4%	0.8797
High	0.8834	0.8896	0.0063	0.7%	0.8918
Low	0.8782	0.8810	0.0029	0.3%	0.8730
Close	0.8832	0.8882	0.0050	0.6%	0.8769
Range	0.0052	0.0086	0.0034	65.4%	0.0189
ATR	0.0103	0.0102	-0.0001	-1.2%	0.0000
Volume	114,852	154,879	40,027	34.9%	680,879

Daily Pivots for day following 08-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9121	0.9087	0.8929
R3	0.9035	0.9001	0.8905
R2	0.8949	0.8949	0.8897
R1	0.8915	0.8915	0.8889	0.8932
PP	0.8863	0.8863	0.8863	0.8871
S1	0.8829	0.8829	0.8874	0.8846
S2	0.8777	0.8777	0.8866
S3	0.8691	0.8743	0.8858
S4	0.8605	0.8657	0.8834

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	0.8896	0.8730	0.0167	1.9%	0.0082	0.9%	91%	True	False	135,076
10	0.9010	0.8730	0.0281	3.2%	0.0085	1.0%	54%	False	False	142,105
20	0.9017	0.8648	0.0369	4.2%	0.0102	1.2%	63%	False	False	176,737
40	0.9017	0.8210	0.0808	9.1%	0.0103	1.2%	83%	False	False	185,211
60	0.9017	0.8058	0.0960	10.8%	0.0092	1.0%	86%	False	False	164,840
80	0.9017	0.8058	0.0960	10.8%	0.0081	0.9%	86%	False	False	126,999
100	0.9017	0.8058	0.0960	10.8%	0.0076	0.9%	86%	False	False	101,713
120	0.9017	0.8058	0.0960	10.8%	0.0072	0.8%	86%	False	False	84,779

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9262
2.618	0.9121
1.618	0.9035
1.000	0.8982
0.618	0.8949
HIGH	0.8896
0.618	0.8863
0.500	0.8853
0.382	0.8843
LOW	0.8810
0.618	0.8757
1.000	0.8724
1.618	0.8671
2.618	0.8585
4.250	0.8445

Fisher Pivots for day following 08-Mar-2016
Pivot	1 day	3 day
R1	0.8872	0.8863
PP	0.8863	0.8844
S1	0.8853	0.8825

Download as Excel Spreadsheet

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

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