CME Japanese Yen Future September 2016

Trading Metrics calculated at close of trading on 06-Jun-2016

Day Change Summary
	Previous	Current
	03-Jun-2016	06-Jun-2016	Change	Change %	Previous Week
Open	0.9222	0.9415	0.0193	2.1%	0.9093
High	0.9421	0.9428	0.0007	0.1%	0.9421
Low	0.9197	0.9320	0.0123	1.3%	0.9008
Close	0.9405	0.9344	-0.0061	-0.6%	0.9405
Range	0.0224	0.0108	-0.0117	-52.0%	0.0413
ATR	0.0097	0.0097	0.0001	0.8%	0.0000
Volume	21,431	37,579	16,148	75.3%	32,822

Daily Pivots for day following 06-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9686	0.9623	0.9403
R3	0.9579	0.9515	0.9374
R2	0.9471	0.9471	0.9364
R1	0.9408	0.9408	0.9354	0.9386
PP	0.9364	0.9364	0.9364	0.9353
S1	0.9300	0.9300	0.9334	0.9278
S2	0.9256	0.9256	0.9324
S3	0.9149	0.9193	0.9314
S4	0.9041	0.9085	0.9285

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	0.9428	0.9008	0.0420	4.5%	0.0130	1.4%	80%	True	False	14,080
10	0.9428	0.9008	0.0420	4.5%	0.0100	1.1%	80%	True	False	7,604
20	0.9428	0.9008	0.0420	4.5%	0.0089	1.0%	80%	True	False	4,099
40	0.9509	0.8987	0.0523	5.6%	0.0088	0.9%	68%	False	False	2,146
60	0.9509	0.8804	0.0705	7.5%	0.0084	0.9%	77%	False	False	1,453
80	0.9509	0.8796	0.0714	7.6%	0.0074	0.8%	77%	False	False	1,091
100	0.9509	0.8300	0.1209	12.9%	0.0069	0.7%	86%	False	False	874
120	0.9509	0.8208	0.1302	13.9%	0.0061	0.6%	87%	False	False	729

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9884
2.618	0.9709
1.618	0.9601
1.000	0.9535
0.618	0.9494
HIGH	0.9428
0.618	0.9386
0.500	0.9374
0.382	0.9361
LOW	0.9320
0.618	0.9254
1.000	0.9213
1.618	0.9146
2.618	0.9039
4.250	0.8863

Fisher Pivots for day following 06-Jun-2016
Pivot	1 day	3 day
R1	0.9374	0.9327
PP	0.9364	0.9311
S1	0.9354	0.9294

Download as Excel Spreadsheet

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

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