CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 26-Apr-2016

Day Change Summary
	Previous	Current
	25-Apr-2016	26-Apr-2016	Change	Change %	Previous Week
Open	0.8954	0.9003	0.0049	0.5%	0.9258
High	0.9033	0.9047	0.0014	0.2%	0.9287
Low	0.8953	0.8982	0.0029	0.3%	0.8955
Close	0.8996	0.8987	-0.0009	-0.1%	0.8965
Range	0.0080	0.0066	-0.0015	-18.1%	0.0332
ATR	0.0093	0.0091	-0.0002	-2.1%	0.0000
Volume	104,750	85,363	-19,387	-18.5%	603,366

Daily Pivots for day following 26-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9202	0.9160	0.9023
R3	0.9136	0.9094	0.9005
R2	0.9071	0.9071	0.8999
R1	0.9029	0.9029	0.8993	0.9017
PP	0.9005	0.9005	0.9005	0.8999
S1	0.8963	0.8963	0.8981	0.8952
S2	0.8940	0.8940	0.8975
S3	0.8874	0.8898	0.8969
S4	0.8809	0.8832	0.8951

Weekly Pivots for week ending 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0065	0.9847	0.9147
R3	0.9733	0.9515	0.9056
R2	0.9401	0.9401	0.9025
R1	0.9183	0.9183	0.8995	0.9126
PP	0.9069	0.9069	0.9069	0.9040
S1	0.8851	0.8851	0.8934	0.8794
S2	0.8737	0.8737	0.8904
S3	0.8405	0.8519	0.8873
S4	0.8073	0.8187	0.8782

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9207	0.8953	0.0254	2.8%	0.0100	1.1%	13%	False	False	115,995
10	0.9287	0.8953	0.0334	3.7%	0.0088	1.0%	10%	False	False	108,383
20	0.9308	0.8882	0.0427	4.7%	0.0089	1.0%	25%	False	False	120,895
40	0.9308	0.8756	0.0553	6.1%	0.0090	1.0%	42%	False	False	99,458
60	0.9308	0.8271	0.1037	11.5%	0.0097	1.1%	69%	False	False	66,586
80	0.9308	0.8250	0.1058	11.8%	0.0091	1.0%	70%	False	False	49,989
100	0.9308	0.8126	0.1183	13.2%	0.0081	0.9%	73%	False	False	40,007
120	0.9308	0.8126	0.1183	13.2%	0.0071	0.8%	73%	False	False	33,343

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	0.0018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9325
2.618	0.9218
1.618	0.9153
1.000	0.9113
0.618	0.9087
HIGH	0.9047
0.618	0.9022
0.500	0.9014
0.382	0.9007
LOW	0.8982
0.618	0.8941
1.000	0.8916
1.618	0.8876
2.618	0.8810
4.250	0.8703

Fisher Pivots for day following 26-Apr-2016
Pivot	1 day	3 day
R1	0.9014	0.9059
PP	0.9005	0.9035
S1	0.8996	0.9011

Download as Excel Spreadsheet

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

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