CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 31-May-2016

Day Change Summary
	Previous	Current
	27-May-2016	31-May-2016	Change	Change %	Previous Week
Open	0.9115	0.9060	-0.0055	-0.6%	0.9086
High	0.9138	0.9062	-0.0076	-0.8%	0.9170
Low	0.9057	0.8975	-0.0082	-0.9%	0.9057
Close	0.9102	0.9045	-0.0057	-0.6%	0.9102
Range	0.0081	0.0087	0.0006	7.5%	0.0113
ATR	0.0086	0.0089	0.0003	3.3%	0.0000
Volume	88,323	169,665	81,342	92.1%	464,641

Daily Pivots for day following 31-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9287	0.9252	0.9092
R3	0.9200	0.9166	0.9068
R2	0.9114	0.9114	0.9060
R1	0.9079	0.9079	0.9052	0.9053
PP	0.9027	0.9027	0.9027	0.9014
S1	0.8993	0.8993	0.9037	0.8967
S2	0.8941	0.8941	0.9029
S3	0.8854	0.8906	0.9021
S4	0.8768	0.8820	0.8997

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9449	0.9388	0.9164
R3	0.9336	0.9275	0.9133
R2	0.9223	0.9223	0.9122
R1	0.9162	0.9162	0.9112	0.9192
PP	0.9110	0.9110	0.9110	0.9125
S1	0.9049	0.9049	0.9091	0.9079
S2	0.8997	0.8997	0.9081
S3	0.8884	0.8936	0.9070
S4	0.8771	0.8823	0.9039

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9164	0.8975	0.0189	2.1%	0.0073	0.8%	37%	False	True	106,815
10	0.9203	0.8975	0.0228	2.5%	0.0077	0.9%	30%	False	True	104,657
20	0.9483	0.8975	0.0508	5.6%	0.0083	0.9%	14%	False	True	100,989
40	0.9483	0.8947	0.0536	5.9%	0.0096	1.1%	18%	False	False	115,871
60	0.9483	0.8761	0.0723	8.0%	0.0091	1.0%	39%	False	False	109,550
80	0.9483	0.8543	0.0940	10.4%	0.0096	1.1%	53%	False	False	82,662
100	0.9483	0.8250	0.1233	13.6%	0.0093	1.0%	64%	False	False	66,179
120	0.9483	0.8149	0.1334	14.7%	0.0086	0.9%	67%	False	False	55,164

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9429
2.618	0.9288
1.618	0.9201
1.000	0.9148
0.618	0.9115
HIGH	0.9062
0.618	0.9028
0.500	0.9018
0.382	0.9008
LOW	0.8975
0.618	0.8922
1.000	0.8889
1.618	0.8835
2.618	0.8749
4.250	0.8607

Fisher Pivots for day following 31-May-2016
Pivot	1 day	3 day
R1	0.9036	0.9059
PP	0.9027	0.9054
S1	0.9018	0.9049

Download as Excel Spreadsheet

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

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