CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 08-Jun-2016

Day Change Summary
	Previous	Current
	07-Jun-2016	08-Jun-2016	Change	Change %	Previous Week
Open	0.9298	0.9317	0.0019	0.2%	0.9060
High	0.9333	0.9383	0.0050	0.5%	0.9391
Low	0.9269	0.9313	0.0045	0.5%	0.8975
Close	0.9321	0.9351	0.0030	0.3%	0.9374
Range	0.0065	0.0070	0.0006	8.5%	0.0416
ATR	0.0100	0.0098	-0.0002	-2.2%	0.0000
Volume	123,445	147,639	24,194	19.6%	706,422

Daily Pivots for day following 08-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9559	0.9525	0.9389
R3	0.9489	0.9455	0.9370
R2	0.9419	0.9419	0.9363
R1	0.9385	0.9385	0.9357	0.9402
PP	0.9349	0.9349	0.9349	0.9357
S1	0.9315	0.9315	0.9344	0.9332
S2	0.9279	0.9279	0.9338
S3	0.9209	0.9245	0.9331
S4	0.9139	0.9175	0.9312

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0493	1.0349	0.9603
R3	1.0078	0.9934	0.9488
R2	0.9662	0.9662	0.9450
R1	0.9518	0.9518	0.9412	0.9590
PP	0.9247	0.9247	0.9247	0.9283
S1	0.9103	0.9103	0.9336	0.9175
S2	0.8831	0.8831	0.9298
S3	0.8416	0.8687	0.9260
S4	0.8000	0.8272	0.9145

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9398	0.9127	0.0271	2.9%	0.0112	1.2%	83%	False	False	159,284
10	0.9398	0.8975	0.0423	4.5%	0.0099	1.1%	89%	False	False	142,152
20	0.9398	0.8975	0.0423	4.5%	0.0090	1.0%	89%	False	False	118,799
40	0.9483	0.8947	0.0536	5.7%	0.0097	1.0%	75%	False	False	116,765
60	0.9483	0.8776	0.0707	7.6%	0.0095	1.0%	81%	False	False	118,046
80	0.9483	0.8737	0.0746	8.0%	0.0094	1.0%	82%	False	False	94,723
100	0.9483	0.8250	0.1233	13.2%	0.0097	1.0%	89%	False	False	75,842
120	0.9483	0.8149	0.1334	14.3%	0.0089	0.9%	90%	False	False	63,227

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9681
2.618	0.9566
1.618	0.9496
1.000	0.9453
0.618	0.9426
HIGH	0.9383
0.618	0.9356
0.500	0.9348
0.382	0.9340
LOW	0.9313
0.618	0.9270
1.000	0.9243
1.618	0.9200
2.618	0.9130
4.250	0.9016

Fisher Pivots for day following 08-Jun-2016
Pivot	1 day	3 day
R1	0.9350	0.9345
PP	0.9349	0.9339
S1	0.9348	0.9333

Download as Excel Spreadsheet

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

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