CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 30-Mar-2016

Day Change Summary
	Previous	Current
	29-Mar-2016	30-Mar-2016	Change	Change %	Previous Week
Open	0.8838	0.8893	0.0055	0.6%	0.8988
High	0.8901	0.8945	0.0045	0.5%	0.9014
Low	0.8806	0.8882	0.0076	0.9%	0.8867
Close	0.8889	0.8910	0.0021	0.2%	0.8896
Range	0.0095	0.0064	-0.0032	-33.2%	0.0147
ATR	0.0093	0.0091	-0.0002	-2.3%	0.0000
Volume	108,955	91,922	-17,033	-15.6%	340,116

Daily Pivots for day following 30-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9103	0.9070	0.8944
R3	0.9039	0.9006	0.8927
R2	0.8976	0.8976	0.8921
R1	0.8943	0.8943	0.8915	0.8959
PP	0.8912	0.8912	0.8912	0.8920
S1	0.8879	0.8879	0.8904	0.8896
S2	0.8849	0.8849	0.8898
S3	0.8785	0.8816	0.8892
S4	0.8722	0.8752	0.8875

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	0.8945	0.8806	0.0140	1.6%	0.0064	0.7%	75%	True	False	84,378
10	0.9057	0.8806	0.0251	2.8%	0.0085	0.9%	41%	False	False	104,114
20	0.9057	0.8756	0.0301	3.4%	0.0087	1.0%	51%	False	False	82,400
40	0.9057	0.8297	0.0760	8.5%	0.0101	1.1%	81%	False	False	41,724
60	0.9057	0.8250	0.0807	9.1%	0.0092	1.0%	82%	False	False	27,885
80	0.9057	0.8126	0.0931	10.4%	0.0080	0.9%	84%	False	False	20,935
100	0.9057	0.8126	0.0931	10.4%	0.0068	0.8%	84%	False	False	16,752

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9215
2.618	0.9111
1.618	0.9048
1.000	0.9009
0.618	0.8984
HIGH	0.8945
0.618	0.8921
0.500	0.8913
0.382	0.8906
LOW	0.8882
0.618	0.8842
1.000	0.8818
1.618	0.8779
2.618	0.8715
4.250	0.8612

Fisher Pivots for day following 30-Mar-2016
Pivot	1 day	3 day
R1	0.8913	0.8898
PP	0.8912	0.8887
S1	0.8911	0.8875

Download as Excel Spreadsheet

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

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