CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 05-May-2016

Day Change Summary
	Previous	Current
	04-May-2016	05-May-2016	Change	Change %	Previous Week
Open	0.9362	0.9353	-0.0010	-0.1%	0.8954
High	0.9421	0.9372	-0.0050	-0.5%	0.9421
Low	0.9323	0.9310	-0.0013	-0.1%	0.8947
Close	0.9361	0.9332	-0.0029	-0.3%	0.9378
Range	0.0099	0.0062	-0.0037	-37.6%	0.0474
ATR	0.0106	0.0103	-0.0003	-3.0%	0.0000
Volume	107,067	73,467	-33,600	-31.4%	686,060

Daily Pivots for day following 05-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9522	0.9489	0.9366
R3	0.9461	0.9427	0.9349
R2	0.9399	0.9399	0.9343
R1	0.9366	0.9366	0.9338	0.9352
PP	0.9338	0.9338	0.9338	0.9331
S1	0.9304	0.9304	0.9326	0.9290
S2	0.9276	0.9276	0.9321
S3	0.9215	0.9243	0.9315
S4	0.9153	0.9181	0.9298

Weekly Pivots for week ending 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0671	1.0498	0.9639
R3	1.0197	1.0024	0.9508
R2	0.9723	0.9723	0.9465
R1	0.9550	0.9550	0.9421	0.9637
PP	0.9249	0.9249	0.9249	0.9292
S1	0.9076	0.9076	0.9335	0.9163
S2	0.8775	0.8775	0.9291
S3	0.8301	0.8602	0.9248
S4	0.7827	0.8128	0.9117

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9483	0.9251	0.0233	2.5%	0.0098	1.1%	35%	False	False	111,806
10	0.9483	0.8947	0.0536	5.7%	0.0124	1.3%	72%	False	False	126,357
20	0.9483	0.8947	0.0536	5.7%	0.0100	1.1%	72%	False	False	116,774
40	0.9483	0.8761	0.0723	7.7%	0.0096	1.0%	79%	False	False	116,924
60	0.9483	0.8713	0.0770	8.3%	0.0098	1.1%	80%	False	False	81,386
80	0.9483	0.8250	0.1233	13.2%	0.0096	1.0%	88%	False	False	61,102
100	0.9483	0.8149	0.1334	14.3%	0.0087	0.9%	89%	False	False	48,908
120	0.9483	0.8126	0.1358	14.5%	0.0077	0.8%	89%	False	False	40,759

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	0.0020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9633
2.618	0.9533
1.618	0.9471
1.000	0.9433
0.618	0.9410
HIGH	0.9372
0.618	0.9348
0.500	0.9341
0.382	0.9333
LOW	0.9310
0.618	0.9272
1.000	0.9249
1.618	0.9210
2.618	0.9149
4.250	0.9049

Fisher Pivots for day following 05-May-2016
Pivot	1 day	3 day
R1	0.9341	0.9397
PP	0.9338	0.9375
S1	0.9335	0.9354

Download as Excel Spreadsheet

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

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