CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 15-Apr-2016

Day Change Summary
	Previous	Current
	14-Apr-2016	15-Apr-2016	Change	Change %	Previous Week
Open	0.9165	0.9154	-0.0011	-0.1%	0.9271
High	0.9197	0.9222	0.0025	0.3%	0.9308
Low	0.9143	0.9126	-0.0017	-0.2%	0.9126
Close	0.9165	0.9214	0.0049	0.5%	0.9214
Range	0.0054	0.0096	0.0042	77.8%	0.0183
ATR	0.0089	0.0089	0.0001	0.6%	0.0000
Volume	108,298	81,805	-26,493	-24.5%	508,585

Daily Pivots for day following 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9475	0.9440	0.9266
R3	0.9379	0.9344	0.9240
R2	0.9283	0.9283	0.9231
R1	0.9248	0.9248	0.9222	0.9266
PP	0.9187	0.9187	0.9187	0.9196
S1	0.9152	0.9152	0.9205	0.9170
S2	0.9091	0.9091	0.9196
S3	0.8995	0.9056	0.9187
S4	0.8899	0.8960	0.9161

Weekly Pivots for week ending 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9763	0.9671	0.9314
R3	0.9581	0.9488	0.9264
R2	0.9398	0.9398	0.9247
R1	0.9306	0.9306	0.9230	0.9261
PP	0.9216	0.9216	0.9216	0.9193
S1	0.9123	0.9123	0.9197	0.9078
S2	0.9033	0.9033	0.9180
S3	0.8851	0.8941	0.9163
S4	0.8668	0.8758	0.9113

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9308	0.9126	0.0183	2.0%	0.0076	0.8%	48%	False	True	101,717
10	0.9308	0.8962	0.0347	3.8%	0.0094	1.0%	73%	False	False	130,804
20	0.9308	0.8806	0.0503	5.5%	0.0080	0.9%	81%	False	False	111,456
40	0.9308	0.8756	0.0553	6.0%	0.0090	1.0%	83%	False	False	79,890
60	0.9308	0.8250	0.1058	11.5%	0.0096	1.0%	91%	False	False	53,389
80	0.9308	0.8250	0.1058	11.5%	0.0085	0.9%	91%	False	False	40,075
100	0.9308	0.8126	0.1183	12.8%	0.0075	0.8%	92%	False	False	32,073
120	0.9308	0.8126	0.1183	12.8%	0.0068	0.7%	92%	False	False	26,731

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9630
2.618	0.9473
1.618	0.9377
1.000	0.9318
0.618	0.9281
HIGH	0.9222
0.618	0.9185
0.500	0.9174
0.382	0.9162
LOW	0.9126
0.618	0.9066
1.000	0.9030
1.618	0.8970
2.618	0.8874
4.250	0.8718

Fisher Pivots for day following 15-Apr-2016
Pivot	1 day	3 day
R1	0.9200	0.9202
PP	0.9187	0.9190
S1	0.9174	0.9179

Download as Excel Spreadsheet

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

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