CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 09-Mar-2016

Day Change Summary
	Previous	Current
	08-Mar-2016	09-Mar-2016	Change	Change %	Previous Week
Open	0.8848	0.8899	0.0051	0.6%	0.8820
High	0.8922	0.8936	0.0015	0.2%	0.8944
Low	0.8836	0.8839	0.0003	0.0%	0.8756
Close	0.8907	0.8844	-0.0063	-0.7%	0.8794
Range	0.0086	0.0098	0.0012	13.4%	0.0188
ATR	0.0098	0.0098	0.0000	0.0%	0.0000
Volume	54,081	82,494	28,413	52.5%	28,635

Daily Pivots for day following 09-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9165	0.9102	0.8897
R3	0.9068	0.9004	0.8870
R2	0.8970	0.8970	0.8861
R1	0.8907	0.8907	0.8852	0.8890
PP	0.8873	0.8873	0.8873	0.8864
S1	0.8809	0.8809	0.8835	0.8792
S2	0.8775	0.8775	0.8826
S3	0.8678	0.8712	0.8817
S4	0.8580	0.8614	0.8790

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9395	0.9283	0.8897
R3	0.9207	0.9095	0.8846
R2	0.9019	0.9019	0.8828
R1	0.8907	0.8907	0.8811	0.8869
PP	0.8831	0.8831	0.8831	0.8812
S1	0.8719	0.8719	0.8777	0.8681
S2	0.8643	0.8643	0.8760
S3	0.8455	0.8531	0.8742
S4	0.8267	0.8343	0.8691

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8936	0.8779	0.0158	1.8%	0.0080	0.9%	41%	True	False	37,056
10	0.8966	0.8756	0.0210	2.4%	0.0095	1.1%	42%	False	False	19,933
20	0.9043	0.8713	0.0330	3.7%	0.0103	1.2%	40%	False	False	10,309
40	0.9043	0.8250	0.0793	9.0%	0.0096	1.1%	75%	False	False	5,280
60	0.9043	0.8149	0.0894	10.1%	0.0081	0.9%	78%	False	False	3,564
80	0.9043	0.8126	0.0918	10.4%	0.0067	0.8%	78%	False	False	2,676
100	0.9043	0.8126	0.0918	10.4%	0.0061	0.7%	78%	False	False	2,145

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9350
2.618	0.9191
1.618	0.9094
1.000	0.9034
0.618	0.8996
HIGH	0.8936
0.618	0.8899
0.500	0.8887
0.382	0.8876
LOW	0.8839
0.618	0.8778
1.000	0.8741
1.618	0.8681
2.618	0.8583
4.250	0.8424

Fisher Pivots for day following 09-Mar-2016
Pivot	1 day	3 day
R1	0.8887	0.8871
PP	0.8873	0.8862
S1	0.8858	0.8853

Download as Excel Spreadsheet

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

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