CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 06-Jan-2016

Day Change Summary
	Previous	Current
	05-Jan-2016	06-Jan-2016	Change	Change %	Previous Week
Open	0.8407	0.8460	0.0053	0.6%	0.8351
High	0.8450	0.8483	0.0033	0.4%	0.8361
Low	0.8390	0.8458	0.0068	0.8%	0.8329
Close	0.8440	0.8483	0.0043	0.5%	0.8357
Range	0.0060	0.0025	-0.0036	-59.2%	0.0032
ATR	0.0048	0.0047	0.0000	-0.7%	0.0000
Volume	42	139	97	231.0%	301

Daily Pivots for day following 06-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8548	0.8540	0.8496
R3	0.8523	0.8515	0.8489
R2	0.8499	0.8499	0.8487
R1	0.8491	0.8491	0.8485	0.8495
PP	0.8474	0.8474	0.8474	0.8476
S1	0.8466	0.8466	0.8480	0.8470
S2	0.8450	0.8450	0.8478
S3	0.8425	0.8442	0.8476
S4	0.8401	0.8417	0.8469

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8445	0.8433	0.8374
R3	0.8413	0.8401	0.8365
R2	0.8381	0.8381	0.8362
R1	0.8369	0.8369	0.8359	0.8375
PP	0.8349	0.8349	0.8349	0.8352
S1	0.8337	0.8337	0.8354	0.8343
S2	0.8317	0.8317	0.8351
S3	0.8285	0.8305	0.8348
S4	0.8253	0.8273	0.8339

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8483	0.8329	0.0154	1.8%	0.0048	0.6%	100%	True	False	95
10	0.8483	0.8285	0.0198	2.3%	0.0033	0.4%	100%	True	False	63
20	0.8483	0.8149	0.0334	3.9%	0.0046	0.5%	100%	True	False	90
40	0.8483	0.8126	0.0357	4.2%	0.0033	0.4%	100%	True	False	51

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0003
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8587
2.618	0.8547
1.618	0.8522
1.000	0.8507
0.618	0.8498
HIGH	0.8483
0.618	0.8473
0.500	0.8470
0.382	0.8467
LOW	0.8458
0.618	0.8443
1.000	0.8434
1.618	0.8418
2.618	0.8394
4.250	0.8354

Fisher Pivots for day following 06-Jan-2016
Pivot	1 day	3 day
R1	0.8478	0.8459
PP	0.8474	0.8435
S1	0.8470	0.8411

Download as Excel Spreadsheet

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

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