CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 31-Mar-2016

Day Change Summary
	Previous	Current
	30-Mar-2016	31-Mar-2016	Change	Change %	Previous Week
Open	0.8893	0.8912	0.0020	0.2%	0.8988
High	0.8945	0.8937	-0.0009	-0.1%	0.9014
Low	0.8882	0.8892	0.0011	0.1%	0.8867
Close	0.8910	0.8904	-0.0006	-0.1%	0.8896
Range	0.0064	0.0045	-0.0019	-29.9%	0.0147
ATR	0.0091	0.0088	-0.0003	-3.7%	0.0000
Volume	91,922	89,029	-2,893	-3.1%	340,116

Daily Pivots for day following 31-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9044	0.9019	0.8928
R3	0.9000	0.8974	0.8916
R2	0.8955	0.8955	0.8912
R1	0.8930	0.8930	0.8908	0.8920
PP	0.8911	0.8911	0.8911	0.8906
S1	0.8885	0.8885	0.8900	0.8876
S2	0.8866	0.8866	0.8896
S3	0.8822	0.8841	0.8892
S4	0.8777	0.8796	0.8880

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%	0.0061	0.7%	71%	False	False	84,043
10	0.9057	0.8806	0.0251	2.8%	0.0077	0.9%	39%	False	False	99,590
20	0.9057	0.8761	0.0296	3.3%	0.0084	0.9%	48%	False	False	86,753
40	0.9057	0.8366	0.0691	7.8%	0.0101	1.1%	78%	False	False	43,945
60	0.9057	0.8250	0.0807	9.1%	0.0091	1.0%	81%	False	False	29,367
80	0.9057	0.8126	0.0931	10.5%	0.0080	0.9%	84%	False	False	22,047
100	0.9057	0.8126	0.0931	10.5%	0.0068	0.8%	84%	False	False	17,642

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9126
2.618	0.9053
1.618	0.9009
1.000	0.8981
0.618	0.8964
HIGH	0.8937
0.618	0.8920
0.500	0.8914
0.382	0.8909
LOW	0.8892
0.618	0.8864
1.000	0.8848
1.618	0.8820
2.618	0.8775
4.250	0.8703

Fisher Pivots for day following 31-Mar-2016
Pivot	1 day	3 day
R1	0.8914	0.8894
PP	0.8911	0.8885
S1	0.8907	0.8875

Download as Excel Spreadsheet

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

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