CME Japanese Yen Future September 2016

Trading Metrics calculated at close of trading on 08-Jun-2016

Day Change Summary
	Previous	Current
	07-Jun-2016	08-Jun-2016	Change	Change %	Previous Week
Open	0.9326	0.9351	0.0025	0.3%	0.9093
High	0.9363	0.9414	0.0051	0.5%	0.9421
Low	0.9298	0.9343	0.0045	0.5%	0.9008
Close	0.9351	0.9381	0.0031	0.3%	0.9405
Range	0.0065	0.0071	0.0006	9.2%	0.0413
ATR	0.0095	0.0093	-0.0002	-1.8%	0.0000
Volume	41,421	75,006	33,585	81.1%	32,822

Daily Pivots for day following 08-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9592	0.9558	0.9420
R3	0.9521	0.9487	0.9401
R2	0.9450	0.9450	0.9394
R1	0.9416	0.9416	0.9388	0.9433
PP	0.9379	0.9379	0.9379	0.9388
S1	0.9345	0.9345	0.9374	0.9362
S2	0.9308	0.9308	0.9368
S3	0.9237	0.9274	0.9361
S4	0.9166	0.9203	0.9342

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	0.9161	0.0267	2.8%	0.0111	1.2%	83%	False	False	35,508
10	0.9428	0.9008	0.0420	4.5%	0.0097	1.0%	89%	False	False	19,013
20	0.9428	0.9008	0.0420	4.5%	0.0086	0.9%	89%	False	False	9,877
40	0.9509	0.8987	0.0523	5.6%	0.0088	0.9%	76%	False	False	5,047
60	0.9509	0.8818	0.0691	7.4%	0.0084	0.9%	81%	False	False	3,393
80	0.9509	0.8796	0.0714	7.6%	0.0074	0.8%	82%	False	False	2,547
100	0.9509	0.8300	0.1209	12.9%	0.0070	0.7%	89%	False	False	2,039
120	0.9509	0.8208	0.1302	13.9%	0.0062	0.7%	90%	False	False	1,699

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9716
2.618	0.9600
1.618	0.9529
1.000	0.9485
0.618	0.9458
HIGH	0.9414
0.618	0.9387
0.500	0.9379
0.382	0.9370
LOW	0.9343
0.618	0.9299
1.000	0.9272
1.618	0.9228
2.618	0.9157
4.250	0.9041

Fisher Pivots for day following 08-Jun-2016
Pivot	1 day	3 day
R1	0.9380	0.9375
PP	0.9379	0.9369
S1	0.9379	0.9363

Download as Excel Spreadsheet

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

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