CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 03-May-2016

Day Change Summary
	Previous	Current
	02-May-2016	03-May-2016	Change	Change %	Previous Week
Open	0.9410	0.9407	-0.0004	0.0%	0.8954
High	0.9430	0.9483	0.0054	0.6%	0.9421
Low	0.9370	0.9382	0.0013	0.1%	0.8947
Close	0.9402	0.9406	0.0004	0.0%	0.9378
Range	0.0060	0.0101	0.0041	68.3%	0.0474
ATR	0.0107	0.0107	0.0000	-0.4%	0.0000
Volume	103,326	110,440	7,114	6.9%	686,060

Daily Pivots for day following 03-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9727	0.9667	0.9461
R3	0.9626	0.9566	0.9433
R2	0.9525	0.9525	0.9424
R1	0.9465	0.9465	0.9415	0.9444
PP	0.9424	0.9424	0.9424	0.9413
S1	0.9364	0.9364	0.9396	0.9343
S2	0.9323	0.9323	0.9387
S3	0.9222	0.9263	0.9378
S4	0.9121	0.9162	0.9350

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	0.9483	0.8947	0.0536	5.7%	0.0145	1.5%	86%	True	False	141,942
10	0.9483	0.8947	0.0536	5.7%	0.0122	1.3%	86%	True	False	128,969
20	0.9483	0.8947	0.0536	5.7%	0.0107	1.1%	86%	True	False	127,262
40	0.9483	0.8761	0.0723	7.7%	0.0097	1.0%	89%	True	False	115,825
60	0.9483	0.8543	0.0940	10.0%	0.0100	1.1%	92%	True	False	78,389
80	0.9483	0.8250	0.1233	13.1%	0.0096	1.0%	94%	True	False	58,853
100	0.9483	0.8149	0.1334	14.2%	0.0087	0.9%	94%	True	False	47,103
120	0.9483	0.8126	0.1358	14.4%	0.0076	0.8%	94%	True	False	39,254

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9912
2.618	0.9747
1.618	0.9646
1.000	0.9584
0.618	0.9545
HIGH	0.9483
0.618	0.9444
0.500	0.9433
0.382	0.9421
LOW	0.9382
0.618	0.9320
1.000	0.9281
1.618	0.9219
2.618	0.9118
4.250	0.8953

Fisher Pivots for day following 03-May-2016
Pivot	1 day	3 day
R1	0.9433	0.9393
PP	0.9424	0.9380
S1	0.9415	0.9367

Download as Excel Spreadsheet

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

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