CME Japanese Yen Future September 2016

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

Day Change Summary
	Previous	Current
	07-Jul-2016	08-Jul-2016	Change	Change %	Previous Week
Open	0.9889	0.9947	0.0058	0.6%	0.9769
High	0.9965	1.0025	0.0060	0.6%	1.0025
Low	0.9884	0.9897	0.0013	0.1%	0.9750
Close	0.9947	0.9979	0.0032	0.3%	0.9979
Range	0.0081	0.0128	0.0047	58.0%	0.0275
ATR	0.0129	0.0129	0.0000	-0.1%	0.0000
Volume	87,884	138,872	50,988	58.0%	474,987

Daily Pivots for day following 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0351	1.0293	1.0049
R3	1.0223	1.0165	1.0014
R2	1.0095	1.0095	1.0002
R1	1.0037	1.0037	0.9991	1.0066
PP	0.9967	0.9967	0.9967	0.9982
S1	0.9909	0.9909	0.9967	0.9938
S2	0.9839	0.9839	0.9956
S3	0.9711	0.9781	0.9944
S4	0.9583	0.9653	0.9909

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0743	1.0636	1.0130
R3	1.0468	1.0361	1.0055
R2	1.0193	1.0193	1.0029
R1	1.0086	1.0086	1.0004	1.0140
PP	0.9918	0.9918	0.9918	0.9945
S1	0.9811	0.9811	0.9954	0.9865
S2	0.9643	0.9643	0.9929
S3	0.9368	0.9536	0.9903
S4	0.9093	0.9261	0.9828

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0025	0.9704	0.0321	3.2%	0.0115	1.2%	86%	True	False	111,336
10	1.0131	0.9400	0.0731	7.3%	0.0170	1.7%	79%	False	False	129,869
20	1.0131	0.9354	0.0778	7.8%	0.0140	1.4%	80%	False	False	133,859
40	1.0131	0.9008	0.1123	11.3%	0.0113	1.1%	86%	False	False	73,975
60	1.0131	0.8987	0.1145	11.5%	0.0106	1.1%	87%	False	False	49,393
80	1.0131	0.8840	0.1291	12.9%	0.0098	1.0%	88%	False	False	37,068
100	1.0131	0.8796	0.1336	13.4%	0.0088	0.9%	89%	False	False	29,656
120	1.0131	0.8300	0.1831	18.3%	0.0081	0.8%	92%	False	False	24,715

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	0.0025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0569
2.618	1.0360
1.618	1.0232
1.000	1.0153
0.618	1.0104
HIGH	1.0025
0.618	0.9976
0.500	0.9961
0.382	0.9946
LOW	0.9897
0.618	0.9818
1.000	0.9769
1.618	0.9690
2.618	0.9562
4.250	0.9353

Fisher Pivots for day following 08-Jul-2016
Pivot	1 day	3 day
R1	0.9973	0.9965
PP	0.9967	0.9952
S1	0.9961	0.9938

Download as Excel Spreadsheet

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

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