CME Japanese Yen Future September 2016

Trading Metrics calculated at close of trading on 16-Jun-2016

Day Change Summary
	Previous	Current
	15-Jun-2016	16-Jun-2016	Change	Change %	Previous Week
Open	0.9465	0.9468	0.0003	0.0%	0.9415
High	0.9519	0.9690	0.0171	1.8%	0.9443
Low	0.9432	0.9464	0.0032	0.3%	0.9298
Close	0.9466	0.9620	0.0154	1.6%	0.9398
Range	0.0087	0.0226	0.0139	159.8%	0.0145
ATR	0.0089	0.0099	0.0010	10.9%	0.0000
Volume	122,635	260,675	138,040	112.6%	363,492

Daily Pivots for day following 16-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0269	1.0170	0.9744
R3	1.0043	0.9944	0.9682
R2	0.9817	0.9817	0.9661
R1	0.9718	0.9718	0.9640	0.9768
PP	0.9591	0.9591	0.9591	0.9616
S1	0.9492	0.9492	0.9599	0.9542
S2	0.9365	0.9365	0.9578
S3	0.9139	0.9266	0.9557
S4	0.8913	0.9040	0.9495

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	0.9690	0.9354	0.0337	3.5%	0.0109	1.1%	79%	True	False	160,833
10	0.9690	0.9197	0.0493	5.1%	0.0110	1.1%	86%	True	False	106,433
20	0.9690	0.9008	0.0682	7.1%	0.0094	1.0%	90%	True	False	54,152
40	0.9690	0.8987	0.0704	7.3%	0.0094	1.0%	90%	True	False	27,249
60	0.9690	0.8840	0.0850	8.8%	0.0086	0.9%	92%	True	False	18,203
80	0.9690	0.8804	0.0886	9.2%	0.0080	0.8%	92%	True	False	13,657
100	0.9690	0.8300	0.1390	14.4%	0.0074	0.8%	95%	True	False	10,927
120	0.9690	0.8300	0.1390	14.4%	0.0066	0.7%	95%	True	False	9,107

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	1.0651
2.618	1.0282
1.618	1.0056
1.000	0.9916
0.618	0.9830
HIGH	0.9690
0.618	0.9604
0.500	0.9577
0.382	0.9550
LOW	0.9464
0.618	0.9324
1.000	0.9238
1.618	0.9098
2.618	0.8872
4.250	0.8504

Fisher Pivots for day following 16-Jun-2016
Pivot	1 day	3 day
R1	0.9605	0.9599
PP	0.9591	0.9579
S1	0.9577	0.9559

Download as Excel Spreadsheet

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

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