CME Japanese Yen Future September 2016

Trading Metrics calculated at close of trading on 02-Jun-2016

Day Change Summary
	Previous	Current
	01-Jun-2016	02-Jun-2016	Change	Change %	Previous Week
Open	0.9067	0.9166	0.0099	1.1%	0.9111
High	0.9202	0.9248	0.0046	0.5%	0.9199
Low	0.9057	0.9161	0.0105	1.2%	0.9089
Close	0.9160	0.9217	0.0057	0.6%	0.9133
Range	0.0146	0.0087	-0.0059	-40.5%	0.0111
ATR	0.0087	0.0087	0.0000	0.1%	0.0000
Volume	3,442	2,104	-1,338	-38.9%	5,644

Daily Pivots for day following 02-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9468	0.9429	0.9265
R3	0.9382	0.9343	0.9241
R2	0.9295	0.9295	0.9233
R1	0.9256	0.9256	0.9225	0.9276
PP	0.9209	0.9209	0.9209	0.9218
S1	0.9170	0.9170	0.9209	0.9189
S2	0.9122	0.9122	0.9201
S3	0.9036	0.9083	0.9193
S4	0.8949	0.8997	0.9169

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	0.9248	0.9008	0.0240	2.6%	0.0091	1.0%	87%	True	False	2,826
10	0.9248	0.9008	0.0240	2.6%	0.0078	0.8%	87%	True	False	1,871
20	0.9428	0.9008	0.0420	4.6%	0.0079	0.9%	50%	False	False	1,165
40	0.9509	0.8987	0.0523	5.7%	0.0086	0.9%	44%	False	False	679
60	0.9509	0.8804	0.0705	7.6%	0.0081	0.9%	59%	False	False	470
80	0.9509	0.8759	0.0750	8.1%	0.0072	0.8%	61%	False	False	354
100	0.9509	0.8300	0.1209	13.1%	0.0066	0.7%	76%	False	False	284
120	0.9509	0.8208	0.1302	14.1%	0.0058	0.6%	78%	False	False	237

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9615
2.618	0.9474
1.618	0.9387
1.000	0.9334
0.618	0.9301
HIGH	0.9248
0.618	0.9214
0.500	0.9204
0.382	0.9194
LOW	0.9161
0.618	0.9108
1.000	0.9075
1.618	0.9021
2.618	0.8935
4.250	0.8793

Fisher Pivots for day following 02-Jun-2016
Pivot	1 day	3 day
R1	0.9213	0.9187
PP	0.9209	0.9158
S1	0.9204	0.9128

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

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