CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 13-Jun-2016

Day Change Summary
	Previous	Current
	10-Jun-2016	13-Jun-2016	Change	Change %	Previous Week
Open	0.9348	0.9366	0.0018	0.2%	0.9384
High	0.9385	0.9455	0.0070	0.7%	0.9412
Low	0.9322	0.9359	0.0037	0.4%	0.9269
Close	0.9366	0.9396	0.0030	0.3%	0.9366
Range	0.0063	0.0096	0.0033	52.4%	0.0143
ATR	0.0094	0.0095	0.0000	0.1%	0.0000
Volume	43,990	3,738	-40,252	-91.5%	618,425

Daily Pivots for day following 13-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9691	0.9639	0.9448
R3	0.9595	0.9543	0.9422
R2	0.9499	0.9499	0.9413
R1	0.9447	0.9447	0.9404	0.9473
PP	0.9403	0.9403	0.9403	0.9416
S1	0.9351	0.9351	0.9387	0.9377
S2	0.9307	0.9307	0.9378
S3	0.9211	0.9255	0.9369
S4	0.9115	0.9159	0.9343

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9778	0.9715	0.9444
R3	0.9635	0.9572	0.9405
R2	0.9492	0.9492	0.9392
R1	0.9429	0.9429	0.9379	0.9389
PP	0.9349	0.9349	0.9349	0.9329
S1	0.9286	0.9286	0.9352	0.9246
S2	0.9206	0.9206	0.9339
S3	0.9063	0.9143	0.9326
S4	0.8920	0.9000	0.9287

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9455	0.9269	0.0187	2.0%	0.0075	0.8%	68%	True	False	92,452
10	0.9455	0.8975	0.0480	5.1%	0.0103	1.1%	88%	True	False	132,858
20	0.9455	0.8975	0.0480	5.1%	0.0089	0.9%	88%	True	False	113,535
40	0.9483	0.8947	0.0536	5.7%	0.0097	1.0%	84%	False	False	114,286
60	0.9483	0.8806	0.0678	7.2%	0.0092	1.0%	87%	False	False	113,343
80	0.9483	0.8756	0.0728	7.7%	0.0093	1.0%	88%	False	False	97,088
100	0.9483	0.8250	0.1233	13.1%	0.0096	1.0%	93%	False	False	77,748
120	0.9483	0.8250	0.1233	13.1%	0.0089	0.9%	93%	False	False	64,812

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	0.0014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9863
2.618	0.9706
1.618	0.9610
1.000	0.9551
0.618	0.9514
HIGH	0.9455
0.618	0.9418
0.500	0.9407
0.382	0.9396
LOW	0.9359
0.618	0.9300
1.000	0.9263
1.618	0.9204
2.618	0.9108
4.250	0.8951

Fisher Pivots for day following 13-Jun-2016
Pivot	1 day	3 day
R1	0.9407	0.9393
PP	0.9403	0.9391
S1	0.9399	0.9389

Download as Excel Spreadsheet

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

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