CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 07-Apr-2016

Day Change Summary
	Previous	Current
	06-Apr-2016	07-Apr-2016	Change	Change %	Previous Week
Open	0.9079	0.9127	0.0048	0.5%	0.8850
High	0.9163	0.9304	0.0142	1.5%	0.8979
Low	0.9054	0.9115	0.0061	0.7%	0.8806
Close	0.9137	0.9254	0.0118	1.3%	0.8969
Range	0.0109	0.0189	0.0081	74.2%	0.0174
ATR	0.0089	0.0096	0.0007	8.1%	0.0000
Volume	165,662	224,633	58,971	35.6%	473,775

Daily Pivots for day following 07-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9791	0.9712	0.9358
R3	0.9602	0.9523	0.9306
R2	0.9413	0.9413	0.9289
R1	0.9334	0.9334	0.9271	0.9374
PP	0.9224	0.9224	0.9224	0.9244
S1	0.9145	0.9145	0.9237	0.9185
S2	0.9035	0.9035	0.9219
S3	0.8846	0.8956	0.9202
S4	0.8657	0.8767	0.9150

Weekly Pivots for week ending 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9438	0.9377	0.9064
R3	0.9265	0.9203	0.9016
R2	0.9091	0.9091	0.9000
R1	0.9030	0.9030	0.8984	0.9061
PP	0.8918	0.8918	0.8918	0.8933
S1	0.8856	0.8856	0.8953	0.8887
S2	0.8744	0.8744	0.8937
S3	0.8571	0.8683	0.8921
S4	0.8397	0.8509	0.8873

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9304	0.8900	0.0405	4.4%	0.0110	1.2%	88%	True	False	158,343
10	0.9304	0.8806	0.0499	5.4%	0.0085	0.9%	90%	True	False	121,193
20	0.9304	0.8761	0.0544	5.9%	0.0092	1.0%	91%	True	False	117,075
40	0.9304	0.8713	0.0591	6.4%	0.0097	1.1%	92%	True	False	63,692
60	0.9304	0.8250	0.1054	11.4%	0.0095	1.0%	95%	True	False	42,545
80	0.9304	0.8149	0.1155	12.5%	0.0084	0.9%	96%	True	False	31,941
100	0.9304	0.8126	0.1179	12.7%	0.0072	0.8%	96%	True	False	25,556
120	0.9304	0.8126	0.1179	12.7%	0.0066	0.7%	96%	True	False	21,300

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	1.0107
2.618	0.9799
1.618	0.9610
1.000	0.9493
0.618	0.9421
HIGH	0.9304
0.618	0.9232
0.500	0.9210
0.382	0.9187
LOW	0.9115
0.618	0.8998
1.000	0.8926
1.618	0.8809
2.618	0.8620
4.250	0.8312

Fisher Pivots for day following 07-Apr-2016
Pivot	1 day	3 day
R1	0.9239	0.9219
PP	0.9224	0.9185
S1	0.9210	0.9150

Download as Excel Spreadsheet

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

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