CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 19-Feb-2016

Day Change Summary
	Previous	Current
	18-Feb-2016	19-Feb-2016	Change	Change %	Previous Week
Open	0.8780	0.8851	0.0071	0.8%	0.8844
High	0.8867	0.8933	0.0067	0.8%	0.8933
Low	0.8778	0.8849	0.0072	0.8%	0.8737
Close	0.8836	0.8917	0.0081	0.9%	0.8917
Range	0.0089	0.0084	-0.0005	-5.6%	0.0196
ATR	0.0104	0.0104	-0.0001	-0.5%	0.0000
Volume	246	563	317	128.9%	2,527

Daily Pivots for day following 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9152	0.9118	0.8963
R3	0.9068	0.9034	0.8940
R2	0.8984	0.8984	0.8932
R1	0.8950	0.8950	0.8924	0.8967
PP	0.8900	0.8900	0.8900	0.8908
S1	0.8866	0.8866	0.8909	0.8883
S2	0.8816	0.8816	0.8901
S3	0.8732	0.8782	0.8893
S4	0.8648	0.8698	0.8870

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9450	0.9379	0.9024
R3	0.9254	0.9183	0.8970
R2	0.9058	0.9058	0.8952
R1	0.8987	0.8987	0.8934	0.9023
PP	0.8862	0.8862	0.8862	0.8880
S1	0.8791	0.8791	0.8899	0.8827
S2	0.8666	0.8666	0.8881
S3	0.8470	0.8595	0.8863
S4	0.8274	0.8399	0.8809

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8976	0.8737	0.0239	2.7%	0.0101	1.1%	75%	False	False	579
10	0.9043	0.8543	0.0500	5.6%	0.0121	1.4%	75%	False	False	535
20	0.9043	0.8250	0.0793	8.9%	0.0107	1.2%	84%	False	False	405
40	0.9043	0.8250	0.0793	8.9%	0.0081	0.9%	84%	False	False	273
60	0.9043	0.8126	0.0918	10.3%	0.0067	0.8%	86%	False	False	204
80	0.9043	0.8126	0.0918	10.3%	0.0058	0.6%	86%	False	False	158

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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9290
2.618	0.9153
1.618	0.9069
1.000	0.9017
0.618	0.8985
HIGH	0.8933
0.618	0.8901
0.500	0.8891
0.382	0.8881
LOW	0.8849
0.618	0.8797
1.000	0.8765
1.618	0.8713
2.618	0.8629
4.250	0.8492

Fisher Pivots for day following 19-Feb-2016
Pivot	1 day	3 day
R1	0.8908	0.8894
PP	0.8900	0.8872
S1	0.8891	0.8850

Download as Excel Spreadsheet

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

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