CME Japanese Yen Future September 2016

Trading Metrics calculated at close of trading on 03-Jun-2016

Day Change Summary
	Previous	Current
	02-Jun-2016	03-Jun-2016	Change	Change %	Previous Week
Open	0.9166	0.9222	0.0056	0.6%	0.9093
High	0.9248	0.9421	0.0174	1.9%	0.9421
Low	0.9161	0.9197	0.0036	0.4%	0.9008
Close	0.9217	0.9405	0.0188	2.0%	0.9405
Range	0.0087	0.0224	0.0138	159.0%	0.0413
ATR	0.0087	0.0097	0.0010	11.3%	0.0000
Volume	2,104	21,431	19,327	918.6%	32,822

Daily Pivots for day following 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0013	0.9933	0.9528
R3	0.9789	0.9709	0.9466
R2	0.9565	0.9565	0.9446
R1	0.9485	0.9485	0.9425	0.9525
PP	0.9341	0.9341	0.9341	0.9361
S1	0.9261	0.9261	0.9384	0.9301
S2	0.9117	0.9117	0.9363
S3	0.8893	0.9037	0.9343
S4	0.8669	0.8813	0.9281

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0517	1.0374	0.9632
R3	1.0104	0.9961	0.9518
R2	0.9691	0.9691	0.9480
R1	0.9548	0.9548	0.9442	0.9619
PP	0.9278	0.9278	0.9278	0.9314
S1	0.9135	0.9135	0.9367	0.9206
S2	0.8865	0.8865	0.9329
S3	0.8452	0.8722	0.9291
S4	0.8039	0.8309	0.9177

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9421	0.9008	0.0413	4.4%	0.0123	1.3%	96%	True	False	6,942
10	0.9421	0.9008	0.0413	4.4%	0.0095	1.0%	96%	True	False	3,938
20	0.9428	0.9008	0.0420	4.5%	0.0087	0.9%	94%	False	False	2,231
40	0.9509	0.8987	0.0523	5.6%	0.0088	0.9%	80%	False	False	1,208
60	0.9509	0.8804	0.0705	7.5%	0.0084	0.9%	85%	False	False	827
80	0.9509	0.8762	0.0747	7.9%	0.0075	0.8%	86%	False	False	622
100	0.9509	0.8300	0.1209	12.9%	0.0068	0.7%	91%	False	False	499
120	0.9509	0.8208	0.1302	13.8%	0.0060	0.6%	92%	False	False	416

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	0.0009
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	1.0373
2.618	1.0007
1.618	0.9783
1.000	0.9645
0.618	0.9559
HIGH	0.9421
0.618	0.9335
0.500	0.9309
0.382	0.9283
LOW	0.9197
0.618	0.9059
1.000	0.8973
1.618	0.8835
2.618	0.8611
4.250	0.8245

Fisher Pivots for day following 03-Jun-2016
Pivot	1 day	3 day
R1	0.9373	0.9349
PP	0.9341	0.9294
S1	0.9309	0.9239

Download as Excel Spreadsheet

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

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