CME Japanese Yen Future September 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-May-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-May-2016 | 16-May-2016 | Change | Change % | Previous Week |  
                        | Open | 0.9214 | 0.9246 | 0.0033 | 0.4% | 0.9364 |  
                        | High | 0.9245 | 0.9255 | 0.0010 | 0.1% | 0.9364 |  
                        | Low | 0.9175 | 0.9205 | 0.0030 | 0.3% | 0.9175 |  
                        | Close | 0.9242 | 0.9212 | -0.0030 | -0.3% | 0.9242 |  
                        | Range | 0.0070 | 0.0050 | -0.0020 | -28.6% | 0.0189 |  
                        | ATR | 0.0088 | 0.0085 | -0.0003 | -3.1% | 0.0000 |  
                        | Volume | 238 | 463 | 225 | 94.5% | 1,729 |  | 
    
| 
        
            | Daily Pivots for day following 16-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 0.9374 | 0.9343 | 0.9239 |  |  
                | R3 | 0.9324 | 0.9293 | 0.9225 |  |  
                | R2 | 0.9274 | 0.9274 | 0.9221 |  |  
                | R1 | 0.9243 | 0.9243 | 0.9216 | 0.9233 |  
                | PP | 0.9224 | 0.9224 | 0.9224 | 0.9219 |  
                | S1 | 0.9193 | 0.9193 | 0.9207 | 0.9183 |  
                | S2 | 0.9174 | 0.9174 | 0.9202 |  |  
                | S3 | 0.9124 | 0.9143 | 0.9198 |  |  
                | S4 | 0.9074 | 0.9093 | 0.9184 |  |  | 
        
            | Weekly Pivots for week ending 13-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 0.9827 | 0.9723 | 0.9345 |  |  
                | R3 | 0.9638 | 0.9534 | 0.9293 |  |  
                | R2 | 0.9449 | 0.9449 | 0.9276 |  |  
                | R1 | 0.9345 | 0.9345 | 0.9259 | 0.9303 |  
                | PP | 0.9260 | 0.9260 | 0.9260 | 0.9239 |  
                | S1 | 0.9156 | 0.9156 | 0.9224 | 0.9114 |  
                | S2 | 0.9071 | 0.9071 | 0.9207 |  |  
                | S3 | 0.8882 | 0.8967 | 0.9190 |  |  
                | S4 | 0.8693 | 0.8778 | 0.9138 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 0.9265 | 0.9175 | 0.0090 | 1.0% | 0.0072 | 0.8% | 41% | False | False | 361 |  
                | 10 | 0.9509 | 0.9175 | 0.0334 | 3.6% | 0.0077 | 0.8% | 11% | False | False | 280 |  
                | 20 | 0.9509 | 0.8987 | 0.0523 | 5.7% | 0.0090 | 1.0% | 43% | False | False | 249 |  
                | 40 | 0.9509 | 0.8840 | 0.0669 | 7.3% | 0.0080 | 0.9% | 56% | False | False | 179 |  
                | 60 | 0.9509 | 0.8804 | 0.0705 | 7.7% | 0.0073 | 0.8% | 58% | False | False | 125 |  
                | 80 | 0.9509 | 0.8300 | 0.1209 | 13.1% | 0.0067 | 0.7% | 75% | False | False | 95 |  
                | 100 | 0.9509 | 0.8300 | 0.1209 | 13.1% | 0.0059 | 0.6% | 75% | False | False | 77 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 0.9468 |  
            | 2.618 | 0.9386 |  
            | 1.618 | 0.9336 |  
            | 1.000 | 0.9305 |  
            | 0.618 | 0.9286 |  
            | HIGH | 0.9255 |  
            | 0.618 | 0.9236 |  
            | 0.500 | 0.9230 |  
            | 0.382 | 0.9224 |  
            | LOW | 0.9205 |  
            | 0.618 | 0.9174 |  
            | 1.000 | 0.9155 |  
            | 1.618 | 0.9124 |  
            | 2.618 | 0.9074 |  
            | 4.250 | 0.8993 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-May-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 0.9230 | 0.9220 |  
                                | PP | 0.9224 | 0.9217 |  
                                | S1 | 0.9218 | 0.9214 |  |