CME Japanese Yen Future September 2016

Trading Metrics calculated at close of trading on 09-Jun-2016

Day Change Summary
	Previous	Current
	08-Jun-2016	09-Jun-2016	Change	Change %	Previous Week
Open	0.9351	0.9383	0.0033	0.3%	0.9093
High	0.9414	0.9443	0.0029	0.3%	0.9421
Low	0.9343	0.9362	0.0019	0.2%	0.9008
Close	0.9381	0.9389	0.0008	0.1%	0.9405
Range	0.0071	0.0081	0.0010	14.1%	0.0413
ATR	0.0093	0.0092	-0.0001	-0.9%	0.0000
Volume	75,006	84,728	9,722	13.0%	32,822

Daily Pivots for day following 09-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9641	0.9596	0.9433
R3	0.9560	0.9515	0.9411
R2	0.9479	0.9479	0.9403
R1	0.9434	0.9434	0.9396	0.9456
PP	0.9398	0.9398	0.9398	0.9409
S1	0.9353	0.9353	0.9381	0.9375
S2	0.9317	0.9317	0.9374
S3	0.9236	0.9272	0.9366
S4	0.9155	0.9191	0.9344

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	0.9443	0.9197	0.0246	2.6%	0.0110	1.2%	78%	True	False	52,033
10	0.9443	0.9008	0.0435	4.6%	0.0100	1.1%	87%	True	False	27,429
20	0.9443	0.9008	0.0435	4.6%	0.0086	0.9%	87%	True	False	14,092
40	0.9509	0.8987	0.0523	5.6%	0.0089	0.9%	77%	False	False	7,160
60	0.9509	0.8840	0.0669	7.1%	0.0084	0.9%	82%	False	False	4,804
80	0.9509	0.8796	0.0714	7.6%	0.0075	0.8%	83%	False	False	3,606
100	0.9509	0.8300	0.1209	12.9%	0.0070	0.7%	90%	False	False	2,886
120	0.9509	0.8208	0.1302	13.9%	0.0062	0.7%	91%	False	False	2,405

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9787
2.618	0.9655
1.618	0.9574
1.000	0.9524
0.618	0.9493
HIGH	0.9443
0.618	0.9412
0.500	0.9403
0.382	0.9393
LOW	0.9362
0.618	0.9312
1.000	0.9281
1.618	0.9231
2.618	0.9150
4.250	0.9018

Fisher Pivots for day following 09-Jun-2016
Pivot	1 day	3 day
R1	0.9403	0.9383
PP	0.9398	0.9377
S1	0.9393	0.9371

Download as Excel Spreadsheet

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

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