CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 22-Mar-2016

Day Change Summary
	Previous	Current
	21-Mar-2016	22-Mar-2016	Change	Change %	Previous Week
Open	0.8988	0.8956	-0.0032	-0.4%	0.8799
High	0.9014	0.9001	-0.0013	-0.1%	0.9057
Low	0.8952	0.8911	-0.0041	-0.5%	0.8776
Close	0.8961	0.8926	-0.0035	-0.4%	0.8981
Range	0.0062	0.0090	0.0028	45.5%	0.0281
ATR	0.0100	0.0100	-0.0001	-0.8%	0.0000
Volume	56,903	110,636	53,733	94.4%	650,753

Daily Pivots for day following 22-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9214	0.9160	0.8975
R3	0.9125	0.9070	0.8951
R2	0.9035	0.9035	0.8942
R1	0.8981	0.8981	0.8934	0.8963
PP	0.8946	0.8946	0.8946	0.8937
S1	0.8891	0.8891	0.8918	0.8874
S2	0.8856	0.8856	0.8910
S3	0.8767	0.8802	0.8901
S4	0.8677	0.8712	0.8877

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	0.8808	0.0249	2.8%	0.0105	1.2%	48%	False	False	123,850
10	0.9057	0.8761	0.0296	3.3%	0.0102	1.1%	56%	False	False	112,136
20	0.9057	0.8756	0.0301	3.4%	0.0099	1.1%	57%	False	False	61,955
40	0.9057	0.8250	0.0807	9.0%	0.0104	1.2%	84%	False	False	31,207
60	0.9057	0.8250	0.0807	9.0%	0.0088	1.0%	84%	False	False	20,859
80	0.9057	0.8126	0.0931	10.4%	0.0077	0.9%	86%	False	False	15,661
100	0.9057	0.8126	0.0931	10.4%	0.0067	0.8%	86%	False	False	12,533

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	0.0033
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9381
2.618	0.9235
1.618	0.9145
1.000	0.9090
0.618	0.9056
HIGH	0.9001
0.618	0.8966
0.500	0.8956
0.382	0.8945
LOW	0.8911
0.618	0.8856
1.000	0.8822
1.618	0.8766
2.618	0.8677
4.250	0.8531

Fisher Pivots for day following 22-Mar-2016
Pivot	1 day	3 day
R1	0.8956	0.8978
PP	0.8946	0.8961
S1	0.8936	0.8943

Download as Excel Spreadsheet

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

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