CME Japanese Yen Future September 2016

Trading Metrics calculated at close of trading on 27-May-2016

Day Change Summary
	Previous	Current
	26-May-2016	27-May-2016	Change	Change %	Previous Week
Open	0.9108	0.9148	0.0040	0.4%	0.9111
High	0.9171	0.9164	-0.0008	-0.1%	0.9199
Low	0.9108	0.9090	-0.0018	-0.2%	0.9089
Close	0.9148	0.9133	-0.0015	-0.2%	0.9133
Range	0.0064	0.0074	0.0011	16.5%	0.0111
ATR	0.0079	0.0079	0.0000	-0.5%	0.0000
Volume	851	1,891	1,040	122.2%	5,644

Daily Pivots for day following 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9351	0.9316	0.9174
R3	0.9277	0.9242	0.9153
R2	0.9203	0.9203	0.9147
R1	0.9168	0.9168	0.9140	0.9148
PP	0.9129	0.9129	0.9129	0.9119
S1	0.9094	0.9094	0.9126	0.9074
S2	0.9055	0.9055	0.9119
S3	0.8981	0.9020	0.9113
S4	0.8907	0.8946	0.9092

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9473	0.9414	0.9194
R3	0.9362	0.9303	0.9164
R2	0.9251	0.9251	0.9153
R1	0.9192	0.9192	0.9143	0.9222
PP	0.9140	0.9140	0.9140	0.9155
S1	0.9081	0.9081	0.9123	0.9111
S2	0.9029	0.9029	0.9113
S3	0.8918	0.8970	0.9102
S4	0.8807	0.8859	0.9072

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9199	0.9089	0.0111	1.2%	0.0071	0.8%	40%	False	False	1,128
10	0.9255	0.9079	0.0177	1.9%	0.0070	0.8%	31%	False	False	985
20	0.9509	0.9079	0.0431	4.7%	0.0073	0.8%	13%	False	False	622
40	0.9509	0.8987	0.0523	5.7%	0.0084	0.9%	28%	False	False	400
60	0.9509	0.8804	0.0705	7.7%	0.0079	0.9%	47%	False	False	280
80	0.9509	0.8531	0.0978	10.7%	0.0070	0.8%	62%	False	False	212
100	0.9509	0.8300	0.1209	13.2%	0.0065	0.7%	69%	False	False	171
120	0.9509	0.8182	0.1328	14.5%	0.0056	0.6%	72%	False	False	142

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9478
2.618	0.9357
1.618	0.9283
1.000	0.9238
0.618	0.9209
HIGH	0.9164
0.618	0.9135
0.500	0.9127
0.382	0.9118
LOW	0.9090
0.618	0.9044
1.000	0.9016
1.618	0.8970
2.618	0.8896
4.250	0.8775

Fisher Pivots for day following 27-May-2016
Pivot	1 day	3 day
R1	0.9131	0.9132
PP	0.9129	0.9131
S1	0.9127	0.9130

Download as Excel Spreadsheet

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

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