CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 13-Apr-2016

Day Change Summary
	Previous	Current
	12-Apr-2016	13-Apr-2016	Change	Change %	Previous Week
Open	0.9280	0.9224	-0.0057	-0.6%	0.8977
High	0.9286	0.9232	-0.0055	-0.6%	0.9304
Low	0.9208	0.9155	-0.0053	-0.6%	0.8962
Close	0.9229	0.9169	-0.0061	-0.7%	0.9247
Range	0.0079	0.0077	-0.0002	-1.9%	0.0343
ATR	0.0093	0.0092	-0.0001	-1.2%	0.0000
Volume	104,408	100,256	-4,152	-4.0%	799,457

Daily Pivots for day following 13-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9416	0.9369	0.9211
R3	0.9339	0.9292	0.9190
R2	0.9262	0.9262	0.9183
R1	0.9215	0.9215	0.9176	0.9200
PP	0.9185	0.9185	0.9185	0.9177
S1	0.9138	0.9138	0.9161	0.9123
S2	0.9108	0.9108	0.9154
S3	0.9031	0.9061	0.9147
S4	0.8954	0.8984	0.9126

Weekly Pivots for week ending 08-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0198	1.0065	0.9435
R3	0.9856	0.9722	0.9341
R2	0.9513	0.9513	0.9309
R1	0.9380	0.9380	0.9278	0.9447
PP	0.9171	0.9171	0.9171	0.9204
S1	0.9037	0.9037	0.9215	0.9104
S2	0.8828	0.8828	0.9184
S3	0.8486	0.8695	0.9152
S4	0.8143	0.8352	0.9058

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9308	0.9115	0.0193	2.1%	0.0101	1.1%	28%	False	False	137,257
10	0.9308	0.8892	0.0416	4.5%	0.0091	1.0%	66%	False	False	134,239
20	0.9308	0.8806	0.0503	5.5%	0.0088	1.0%	72%	False	False	119,177
40	0.9308	0.8756	0.0553	6.0%	0.0090	1.0%	75%	False	False	75,158
60	0.9308	0.8250	0.1058	11.5%	0.0096	1.0%	87%	False	False	50,228
80	0.9308	0.8149	0.1159	12.6%	0.0085	0.9%	88%	False	False	37,710
100	0.9308	0.8126	0.1183	12.9%	0.0074	0.8%	88%	False	False	30,172
120	0.9308	0.8126	0.1183	12.9%	0.0068	0.7%	88%	False	False	25,147

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9559
2.618	0.9433
1.618	0.9356
1.000	0.9309
0.618	0.9279
HIGH	0.9232
0.618	0.9202
0.500	0.9193
0.382	0.9184
LOW	0.9155
0.618	0.9107
1.000	0.9078
1.618	0.9030
2.618	0.8953
4.250	0.8827

Fisher Pivots for day following 13-Apr-2016
Pivot	1 day	3 day
R1	0.9193	0.9231
PP	0.9185	0.9210
S1	0.9177	0.9189

Download as Excel Spreadsheet

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

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