CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 23-Feb-2016

Day Change Summary
	Previous	Current
	22-Feb-2016	23-Feb-2016	Change	Change %	Previous Week
Open	0.8913	0.8891	-0.0022	-0.2%	0.8844
High	0.8921	0.8976	0.0055	0.6%	0.8933
Low	0.8852	0.8891	0.0039	0.4%	0.8737
Close	0.8894	0.8956	0.0063	0.7%	0.8917
Range	0.0069	0.0085	0.0016	23.2%	0.0196
ATR	0.0101	0.0100	-0.0001	-1.1%	0.0000
Volume	685	883	198	28.9%	2,527

Daily Pivots for day following 23-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9196	0.9161	0.9003
R3	0.9111	0.9076	0.8979
R2	0.9026	0.9026	0.8972
R1	0.8991	0.8991	0.8964	0.9009
PP	0.8941	0.8941	0.8941	0.8950
S1	0.8906	0.8906	0.8948	0.8924
S2	0.8856	0.8856	0.8940
S3	0.8771	0.8821	0.8933
S4	0.8686	0.8736	0.8909

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	0.8767	0.0209	2.3%	0.0082	0.9%	90%	True	False	584
10	0.9043	0.8688	0.0356	4.0%	0.0112	1.2%	76%	False	False	635
20	0.9043	0.8250	0.0793	8.9%	0.0109	1.2%	89%	False	False	460
40	0.9043	0.8250	0.0793	8.9%	0.0083	0.9%	89%	False	False	311
60	0.9043	0.8126	0.0918	10.2%	0.0069	0.8%	91%	False	False	230
80	0.9043	0.8126	0.0918	10.2%	0.0059	0.7%	91%	False	False	178

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9337
2.618	0.9199
1.618	0.9114
1.000	0.9061
0.618	0.9029
HIGH	0.8976
0.618	0.8944
0.500	0.8934
0.382	0.8923
LOW	0.8891
0.618	0.8838
1.000	0.8806
1.618	0.8753
2.618	0.8668
4.250	0.8530

Fisher Pivots for day following 23-Feb-2016
Pivot	1 day	3 day
R1	0.8949	0.8942
PP	0.8941	0.8927
S1	0.8934	0.8913

Download as Excel Spreadsheet

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

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