CME Japanese Yen Future September 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	0.9093	0.9067	-0.0026	-0.3%	0.9111
High	0.9095	0.9202	0.0108	1.2%	0.9199
Low	0.9008	0.9057	0.0049	0.5%	0.9089
Close	0.9076	0.9160	0.0085	0.9%	0.9133
Range	0.0087	0.0146	0.0059	68.2%	0.0111
ATR	0.0082	0.0087	0.0005	5.5%	0.0000
Volume	5,845	3,442	-2,403	-41.1%	5,644

Daily Pivots for day following 01-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9576	0.9514	0.9240
R3	0.9431	0.9368	0.9200
R2	0.9285	0.9285	0.9187
R1	0.9223	0.9223	0.9173	0.9254
PP	0.9140	0.9140	0.9140	0.9155
S1	0.9077	0.9077	0.9147	0.9108
S2	0.8994	0.8994	0.9133
S3	0.8849	0.8932	0.9120
S4	0.8703	0.8786	0.9080

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	0.9202	0.9008	0.0194	2.1%	0.0083	0.9%	78%	True	False	2,519
10	0.9230	0.9008	0.0222	2.4%	0.0082	0.9%	68%	False	False	1,815
20	0.9440	0.9008	0.0432	4.7%	0.0079	0.9%	35%	False	False	1,065
40	0.9509	0.8987	0.0523	5.7%	0.0087	0.9%	33%	False	False	628
60	0.9509	0.8804	0.0705	7.7%	0.0081	0.9%	50%	False	False	435
80	0.9509	0.8686	0.0823	9.0%	0.0072	0.8%	58%	False	False	328
100	0.9509	0.8300	0.1209	13.2%	0.0066	0.7%	71%	False	False	263
120	0.9509	0.8208	0.1302	14.2%	0.0058	0.6%	73%	False	False	220

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	0.0011
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	0.9820
2.618	0.9583
1.618	0.9437
1.000	0.9348
0.618	0.9292
HIGH	0.9202
0.618	0.9146
0.500	0.9129
0.382	0.9112
LOW	0.9057
0.618	0.8967
1.000	0.8911
1.618	0.8821
2.618	0.8676
4.250	0.8438

Fisher Pivots for day following 01-Jun-2016
Pivot	1 day	3 day
R1	0.9150	0.9142
PP	0.9140	0.9123
S1	0.9129	0.9105

Download as Excel Spreadsheet

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

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