CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 29-Mar-2016

Day Change Summary
	Previous	Current
	28-Mar-2016	29-Mar-2016	Change	Change %	Previous Week
Open	0.8850	0.8838	-0.0012	-0.1%	0.8988
High	0.8857	0.8901	0.0044	0.5%	0.9014
Low	0.8815	0.8806	-0.0010	-0.1%	0.8867
Close	0.8849	0.8889	0.0041	0.5%	0.8896
Range	0.0042	0.0095	0.0053	126.2%	0.0147
ATR	0.0093	0.0093	0.0000	0.1%	0.0000
Volume	48,438	108,955	60,517	124.9%	340,116

Daily Pivots for day following 29-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9150	0.9115	0.8941
R3	0.9055	0.9020	0.8915
R2	0.8960	0.8960	0.8906
R1	0.8925	0.8925	0.8898	0.8942
PP	0.8865	0.8865	0.8865	0.8874
S1	0.8830	0.8830	0.8880	0.8847
S2	0.8770	0.8770	0.8872
S3	0.8675	0.8735	0.8863
S4	0.8580	0.8640	0.8837

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9365	0.9277	0.8977
R3	0.9219	0.9131	0.8936
R2	0.9072	0.9072	0.8923
R1	0.8984	0.8984	0.8909	0.8955
PP	0.8926	0.8926	0.8926	0.8911
S1	0.8838	0.8838	0.8883	0.8808
S2	0.8779	0.8779	0.8869
S3	0.8633	0.8691	0.8856
S4	0.8486	0.8545	0.8815

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9001	0.8806	0.0195	2.2%	0.0069	0.8%	43%	False	True	88,121
10	0.9057	0.8776	0.0281	3.2%	0.0091	1.0%	40%	False	False	107,806
20	0.9057	0.8756	0.0301	3.4%	0.0092	1.0%	44%	False	False	78,021
40	0.9057	0.8271	0.0786	8.8%	0.0101	1.1%	79%	False	False	39,431
60	0.9057	0.8250	0.0807	9.1%	0.0092	1.0%	79%	False	False	26,354
80	0.9057	0.8126	0.0931	10.5%	0.0079	0.9%	82%	False	False	19,786
100	0.9057	0.8126	0.0931	10.5%	0.0068	0.8%	82%	False	False	15,833

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0027
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9304
2.618	0.9149
1.618	0.9054
1.000	0.8996
0.618	0.8959
HIGH	0.8901
0.618	0.8864
0.500	0.8853
0.382	0.8842
LOW	0.8806
0.618	0.8747
1.000	0.8711
1.618	0.8652
2.618	0.8557
4.250	0.8402

Fisher Pivots for day following 29-Mar-2016
Pivot	1 day	3 day
R1	0.8877	0.8881
PP	0.8865	0.8873
S1	0.8853	0.8865

Download as Excel Spreadsheet

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

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