CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 18-Mar-2016

Day Change Summary
	Previous	Current
	17-Mar-2016	18-Mar-2016	Change	Change %	Previous Week
Open	0.8897	0.8998	0.0101	1.1%	0.8799
High	0.9057	0.9045	-0.0012	-0.1%	0.9057
Low	0.8874	0.8970	0.0096	1.1%	0.8776
Close	0.8995	0.8981	-0.0014	-0.2%	0.8981
Range	0.0183	0.0075	-0.0108	-59.2%	0.0281
ATR	0.0105	0.0103	-0.0002	-2.1%	0.0000
Volume	210,241	107,199	-103,042	-49.0%	650,753

Daily Pivots for day following 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9222	0.9176	0.9022
R3	0.9148	0.9102	0.9001
R2	0.9073	0.9073	0.8995
R1	0.9027	0.9027	0.8988	0.9013
PP	0.8999	0.8999	0.8999	0.8991
S1	0.8953	0.8953	0.8974	0.8938
S2	0.8924	0.8924	0.8967
S3	0.8850	0.8878	0.8961
S4	0.8775	0.8804	0.8940

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9779	0.9661	0.9135
R3	0.9499	0.9380	0.9058
R2	0.9218	0.9218	0.9032
R1	0.9100	0.9100	0.9007	0.9159
PP	0.8938	0.8938	0.8938	0.8968
S1	0.8819	0.8819	0.8955	0.8879
S2	0.8657	0.8657	0.8930
S3	0.8377	0.8539	0.8904
S4	0.8096	0.8258	0.8827

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9057	0.8776	0.0281	3.1%	0.0108	1.2%	73%	False	False	130,150
10	0.9057	0.8761	0.0296	3.3%	0.0101	1.1%	74%	False	False	103,855
20	0.9057	0.8756	0.0301	3.4%	0.0099	1.1%	75%	False	False	53,656
40	0.9057	0.8250	0.0807	9.0%	0.0103	1.1%	91%	False	False	27,031
60	0.9057	0.8250	0.0807	9.0%	0.0087	1.0%	91%	False	False	18,067
80	0.9057	0.8126	0.0931	10.4%	0.0075	0.8%	92%	False	False	13,567
100	0.9057	0.8126	0.0931	10.4%	0.0066	0.7%	92%	False	False	10,858

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9361
2.618	0.9240
1.618	0.9165
1.000	0.9119
0.618	0.9091
HIGH	0.9045
0.618	0.9016
0.500	0.9007
0.382	0.8998
LOW	0.8970
0.618	0.8924
1.000	0.8896
1.618	0.8849
2.618	0.8775
4.250	0.8653

Fisher Pivots for day following 18-Mar-2016
Pivot	1 day	3 day
R1	0.9007	0.8965
PP	0.8999	0.8948
S1	0.8990	0.8932

Download as Excel Spreadsheet

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

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