CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 25-May-2016

Day Change Summary
	Previous	Current
	24-May-2016	25-May-2016	Change	Change %	Previous Week
Open	0.9159	0.9098	-0.0061	-0.7%	0.9210
High	0.9164	0.9107	-0.0058	-0.6%	0.9226
Low	0.9084	0.9058	-0.0027	-0.3%	0.9047
Close	0.9098	0.9088	-0.0010	-0.1%	0.9076
Range	0.0080	0.0049	-0.0031	-38.8%	0.0180
ATR	0.0091	0.0088	-0.0003	-3.3%	0.0000
Volume	80,292	85,272	4,980	6.2%	477,491

Daily Pivots for day following 25-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9231	0.9209	0.9115
R3	0.9182	0.9160	0.9101
R2	0.9133	0.9133	0.9097
R1	0.9111	0.9111	0.9092	0.9097
PP	0.9084	0.9084	0.9084	0.9077
S1	0.9062	0.9062	0.9084	0.9048
S2	0.9035	0.9035	0.9079
S3	0.8986	0.9013	0.9075
S4	0.8937	0.8964	0.9061

Weekly Pivots for week ending 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9655	0.9545	0.9174
R3	0.9475	0.9365	0.9125
R2	0.9296	0.9296	0.9108
R1	0.9186	0.9186	0.9092	0.9151
PP	0.9116	0.9116	0.9116	0.9099
S1	0.9006	0.9006	0.9059	0.8971
S2	0.8937	0.8937	0.9043
S3	0.8757	0.8827	0.9026
S4	0.8578	0.8647	0.8977

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9170	0.9047	0.0124	1.4%	0.0068	0.7%	34%	False	False	89,014
10	0.9247	0.9047	0.0200	2.2%	0.0078	0.9%	21%	False	False	95,491
20	0.9483	0.8947	0.0536	5.9%	0.0100	1.1%	26%	False	False	108,095
40	0.9483	0.8892	0.0591	6.5%	0.0094	1.0%	33%	False	False	114,413
60	0.9483	0.8756	0.0728	8.0%	0.0092	1.0%	46%	False	False	103,742
80	0.9483	0.8297	0.1187	13.1%	0.0098	1.1%	67%	False	False	78,068
100	0.9483	0.8250	0.1233	13.6%	0.0093	1.0%	68%	False	False	62,496
120	0.9483	0.8126	0.1358	14.9%	0.0085	0.9%	71%	False	False	52,094

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 24 trading days

Fibonacci Retracements and Extensions
4.250	0.9315
2.618	0.9235
1.618	0.9186
1.000	0.9156
0.618	0.9137
HIGH	0.9107
0.618	0.9088
0.500	0.9082
0.382	0.9076
LOW	0.9058
0.618	0.9027
1.000	0.9009
1.618	0.8978
2.618	0.8929
4.250	0.8849

Fisher Pivots for day following 25-May-2016
Pivot	1 day	3 day
R1	0.9086	0.9114
PP	0.9084	0.9105
S1	0.9082	0.9097

Download as Excel Spreadsheet

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

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