CME Japanese Yen Future September 2016

Trading Metrics calculated at close of trading on 13-Jun-2016

Day Change Summary
	Previous	Current
	10-Jun-2016	13-Jun-2016	Change	Change %	Previous Week
Open	0.9379	0.9392	0.0013	0.1%	0.9415
High	0.9417	0.9491	0.0074	0.8%	0.9443
Low	0.9354	0.9391	0.0038	0.4%	0.9298
Close	0.9398	0.9451	0.0054	0.6%	0.9398
Range	0.0064	0.0100	0.0036	56.7%	0.0145
ATR	0.0090	0.0091	0.0001	0.7%	0.0000
Volume	124,758	156,086	31,328	25.1%	363,492

Daily Pivots for day following 13-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9743	0.9696	0.9506
R3	0.9643	0.9597	0.9478
R2	0.9544	0.9544	0.9469
R1	0.9497	0.9497	0.9460	0.9521
PP	0.9444	0.9444	0.9444	0.9456
S1	0.9398	0.9398	0.9442	0.9421
S2	0.9345	0.9345	0.9433
S3	0.9245	0.9298	0.9424
S4	0.9146	0.9199	0.9396

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	0.9491	0.9298	0.0193	2.0%	0.0076	0.8%	79%	True	False	96,399
10	0.9491	0.9008	0.0483	5.1%	0.0103	1.1%	92%	True	False	55,240
20	0.9491	0.9008	0.0483	5.1%	0.0087	0.9%	92%	True	False	28,112
40	0.9509	0.8987	0.0523	5.5%	0.0090	0.9%	89%	False	False	14,173
60	0.9509	0.8840	0.0669	7.1%	0.0082	0.9%	91%	False	False	9,483
80	0.9509	0.8804	0.0705	7.5%	0.0076	0.8%	92%	False	False	7,116
100	0.9509	0.8300	0.1209	12.8%	0.0071	0.7%	95%	False	False	5,694
120	0.9509	0.8300	0.1209	12.8%	0.0063	0.7%	95%	False	False	4,746

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9913
2.618	0.9751
1.618	0.9651
1.000	0.9590
0.618	0.9552
HIGH	0.9491
0.618	0.9452
0.500	0.9441
0.382	0.9429
LOW	0.9391
0.618	0.9330
1.000	0.9292
1.618	0.9230
2.618	0.9131
4.250	0.8968

Fisher Pivots for day following 13-Jun-2016
Pivot	1 day	3 day
R1	0.9448	0.9441
PP	0.9444	0.9432
S1	0.9441	0.9422

Download as Excel Spreadsheet

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

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