CME Japanese Yen Future September 2016

Trading Metrics calculated at close of trading on 10-Jun-2016

Day Change Summary
	Previous	Current
	09-Jun-2016	10-Jun-2016	Change	Change %	Previous Week
Open	0.9383	0.9379	-0.0004	0.0%	0.9415
High	0.9443	0.9417	-0.0026	-0.3%	0.9443
Low	0.9362	0.9354	-0.0009	-0.1%	0.9298
Close	0.9389	0.9398	0.0009	0.1%	0.9398
Range	0.0081	0.0064	-0.0018	-21.6%	0.0145
ATR	0.0092	0.0090	-0.0002	-2.2%	0.0000
Volume	84,728	124,758	40,030	47.2%	363,492

Daily Pivots for day following 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9580	0.9552	0.9432
R3	0.9516	0.9489	0.9415
R2	0.9453	0.9453	0.9409
R1	0.9425	0.9425	0.9403	0.9439
PP	0.9389	0.9389	0.9389	0.9396
S1	0.9362	0.9362	0.9392	0.9376
S2	0.9326	0.9326	0.9386
S3	0.9262	0.9298	0.9380
S4	0.9199	0.9235	0.9363

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9815	0.9751	0.9477
R3	0.9670	0.9606	0.9437
R2	0.9525	0.9525	0.9424
R1	0.9461	0.9461	0.9411	0.9420
PP	0.9380	0.9380	0.9380	0.9359
S1	0.9316	0.9316	0.9384	0.9275
S2	0.9235	0.9235	0.9371
S3	0.9090	0.9171	0.9358
S4	0.8945	0.9026	0.9318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9443	0.9298	0.0145	1.5%	0.0078	0.8%	69%	False	False	72,698
10	0.9443	0.9008	0.0435	4.6%	0.0100	1.1%	90%	False	False	39,820
20	0.9443	0.9008	0.0435	4.6%	0.0085	0.9%	90%	False	False	20,320
40	0.9509	0.8987	0.0523	5.6%	0.0089	0.9%	79%	False	False	10,274
60	0.9509	0.8840	0.0669	7.1%	0.0083	0.9%	83%	False	False	6,883
80	0.9509	0.8804	0.0705	7.5%	0.0075	0.8%	84%	False	False	5,165
100	0.9509	0.8300	0.1209	12.9%	0.0070	0.7%	91%	False	False	4,133
120	0.9509	0.8241	0.1268	13.5%	0.0063	0.7%	91%	False	False	3,445

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0015
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9687
2.618	0.9583
1.618	0.9520
1.000	0.9481
0.618	0.9456
HIGH	0.9417
0.618	0.9393
0.500	0.9385
0.382	0.9378
LOW	0.9354
0.618	0.9314
1.000	0.9290
1.618	0.9251
2.618	0.9187
4.250	0.9084

Fisher Pivots for day following 10-Jun-2016
Pivot	1 day	3 day
R1	0.9393	0.9396
PP	0.9389	0.9395
S1	0.9385	0.9393

Download as Excel Spreadsheet

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

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