CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 29-Apr-2016

Day Change Summary
	Previous	Current
	28-Apr-2016	29-Apr-2016	Change	Change %	Previous Week
Open	0.8981	0.9255	0.0274	3.1%	0.8954
High	0.9280	0.9421	0.0142	1.5%	0.9421
Low	0.8947	0.9251	0.0304	3.4%	0.8947
Close	0.9261	0.9378	0.0117	1.3%	0.9378
Range	0.0333	0.0171	-0.0162	-48.7%	0.0474
ATR	0.0106	0.0111	0.0005	4.3%	0.0000
Volume	242,571	164,734	-77,837	-32.1%	686,060

Daily Pivots for day following 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9861	0.9790	0.9472
R3	0.9691	0.9620	0.9425
R2	0.9520	0.9520	0.9409
R1	0.9449	0.9449	0.9394	0.9485
PP	0.9350	0.9350	0.9350	0.9368
S1	0.9279	0.9279	0.9362	0.9314
S2	0.9179	0.9179	0.9347
S3	0.9009	0.9108	0.9331
S4	0.8838	0.8938	0.9284

Weekly Pivots for week ending 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0671	1.0498	0.9639
R3	1.0197	1.0024	0.9508
R2	0.9723	0.9723	0.9465
R1	0.9550	0.9550	0.9421	0.9637
PP	0.9249	0.9249	0.9249	0.9292
S1	0.9076	0.9076	0.9335	0.9163
S2	0.8775	0.8775	0.9291
S3	0.8301	0.8602	0.9248
S4	0.7827	0.8128	0.9117

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9421	0.8947	0.0474	5.1%	0.0141	1.5%	91%	True	False	137,212
10	0.9421	0.8947	0.0474	5.1%	0.0122	1.3%	91%	True	False	128,942
20	0.9421	0.8947	0.0474	5.1%	0.0108	1.1%	91%	True	False	129,873
40	0.9421	0.8761	0.0661	7.0%	0.0096	1.0%	93%	True	False	111,658
60	0.9421	0.8486	0.0935	10.0%	0.0101	1.1%	95%	True	False	74,834
80	0.9421	0.8250	0.1171	12.5%	0.0096	1.0%	96%	True	False	56,186
100	0.9421	0.8137	0.1284	13.7%	0.0086	0.9%	97%	True	False	44,966
120	0.9421	0.8126	0.1296	13.8%	0.0075	0.8%	97%	True	False	37,476

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 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0146
2.618	0.9867
1.618	0.9697
1.000	0.9592
0.618	0.9526
HIGH	0.9421
0.618	0.9356
0.500	0.9336
0.382	0.9316
LOW	0.9251
0.618	0.9145
1.000	0.9080
1.618	0.8975
2.618	0.8804
4.250	0.8526

Fisher Pivots for day following 29-Apr-2016
Pivot	1 day	3 day
R1	0.9364	0.9313
PP	0.9350	0.9249
S1	0.9336	0.9184

Download as Excel Spreadsheet

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

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