CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 01-Jun-2016

Day Change Summary
	Previous	Current
	31-May-2016	01-Jun-2016	Change	Change %	Previous Week
Open	0.9060	0.9032	-0.0028	-0.3%	0.9086
High	0.9062	0.9172	0.0111	1.2%	0.9170
Low	0.8975	0.9025	0.0050	0.6%	0.9057
Close	0.9045	0.9129	0.0084	0.9%	0.9102
Range	0.0087	0.0148	0.0061	70.5%	0.0113
ATR	0.0089	0.0094	0.0004	4.6%	0.0000
Volume	169,665	171,319	1,654	1.0%	464,641

Daily Pivots for day following 01-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9551	0.9487	0.9210
R3	0.9403	0.9340	0.9169
R2	0.9256	0.9256	0.9156
R1	0.9192	0.9192	0.9142	0.9224
PP	0.9108	0.9108	0.9108	0.9124
S1	0.9045	0.9045	0.9115	0.9077
S2	0.8961	0.8961	0.9101
S3	0.8813	0.8897	0.9088
S4	0.8666	0.8750	0.9047

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	0.9172	0.8975	0.0197	2.2%	0.0086	0.9%	78%	True	False	125,020
10	0.9203	0.8975	0.0228	2.5%	0.0085	0.9%	67%	False	False	111,316
20	0.9421	0.8975	0.0446	4.9%	0.0086	0.9%	34%	False	False	104,033
40	0.9483	0.8947	0.0536	5.9%	0.0096	1.1%	34%	False	False	115,647
60	0.9483	0.8761	0.0723	7.9%	0.0093	1.0%	51%	False	False	111,894
80	0.9483	0.8543	0.0940	10.3%	0.0097	1.1%	62%	False	False	84,800
100	0.9483	0.8250	0.1233	13.5%	0.0094	1.0%	71%	False	False	67,889
120	0.9483	0.8149	0.1334	14.6%	0.0087	0.9%	73%	False	False	56,591

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	0.9799
2.618	0.9558
1.618	0.9411
1.000	0.9320
0.618	0.9263
HIGH	0.9172
0.618	0.9116
0.500	0.9098
0.382	0.9081
LOW	0.9025
0.618	0.8933
1.000	0.8877
1.618	0.8786
2.618	0.8638
4.250	0.8398

Fisher Pivots for day following 01-Jun-2016
Pivot	1 day	3 day
R1	0.9118	0.9110
PP	0.9108	0.9092
S1	0.9098	0.9074

Download as Excel Spreadsheet

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

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