CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 10-Mar-2016

Day Change Summary
	Previous	Current
	09-Mar-2016	10-Mar-2016	Change	Change %	Previous Week
Open	0.8878	0.8825	-0.0053	-0.6%	0.8797
High	0.8912	0.8882	-0.0030	-0.3%	0.8918
Low	0.8815	0.8738	-0.0077	-0.9%	0.8730
Close	0.8820	0.8844	0.0025	0.3%	0.8769
Range	0.0097	0.0144	0.0047	47.9%	0.0189
ATR	0.0102	0.0105	0.0003	3.0%	0.0000
Volume	178,035	240,540	62,505	35.1%	680,879

Daily Pivots for day following 10-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9252	0.9191	0.8923
R3	0.9108	0.9048	0.8883
R2	0.8965	0.8965	0.8870
R1	0.8904	0.8904	0.8857	0.8935
PP	0.8821	0.8821	0.8821	0.8836
S1	0.8761	0.8761	0.8831	0.8791
S2	0.8678	0.8678	0.8818
S3	0.8534	0.8617	0.8805
S4	0.8391	0.8474	0.8765

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	0.8912	0.8738	0.0174	2.0%	0.0094	1.1%	61%	False	True	172,770
10	0.8918	0.8730	0.0189	2.1%	0.0090	1.0%	61%	False	False	151,214
20	0.9017	0.8710	0.0307	3.5%	0.0100	1.1%	44%	False	False	168,207
40	0.9017	0.8210	0.0808	9.1%	0.0105	1.2%	79%	False	False	187,831
60	0.9017	0.8058	0.0960	10.8%	0.0093	1.1%	82%	False	False	167,194
80	0.9017	0.8058	0.0960	10.8%	0.0083	0.9%	82%	False	False	132,220
100	0.9017	0.8058	0.0960	10.8%	0.0077	0.9%	82%	False	False	105,895
120	0.9017	0.8058	0.0960	10.8%	0.0073	0.8%	82%	False	False	88,266

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9491
2.618	0.9257
1.618	0.9114
1.000	0.9025
0.618	0.8970
HIGH	0.8882
0.618	0.8827
0.500	0.8810
0.382	0.8793
LOW	0.8738
0.618	0.8649
1.000	0.8595
1.618	0.8506
2.618	0.8362
4.250	0.8128

Fisher Pivots for day following 10-Mar-2016
Pivot	1 day	3 day
R1	0.8833	0.8838
PP	0.8821	0.8831
S1	0.8810	0.8825

Download as Excel Spreadsheet

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

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