CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 31-Mar-2017

Day Change Summary
	Previous	Current
	30-Mar-2017	31-Mar-2017	Change	Change %	Previous Week
Open	0.9034	0.8965	-0.0069	-0.8%	0.9044
High	0.9041	0.9015	-0.0026	-0.3%	0.9113
Low	0.8959	0.8938	-0.0021	-0.2%	0.8938
Close	0.8987	0.9012	0.0024	0.3%	0.9012
Range	0.0082	0.0077	-0.0005	-6.1%	0.0175
ATR	0.0076	0.0076	0.0000	0.1%	0.0000
Volume	157,445	146,264	-11,181	-7.1%	729,299

Daily Pivots for day following 31-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9219	0.9192	0.9054
R3	0.9142	0.9115	0.9033
R2	0.9065	0.9065	0.9026
R1	0.9038	0.9038	0.9019	0.9052
PP	0.8988	0.8988	0.8988	0.8995
S1	0.8961	0.8961	0.9004	0.8975
S2	0.8911	0.8911	0.8997
S3	0.8834	0.8884	0.8990
S4	0.8757	0.8807	0.8969

Weekly Pivots for week ending 31-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9546	0.9454	0.9108
R3	0.9371	0.9279	0.9060
R2	0.9196	0.9196	0.9044
R1	0.9104	0.9104	0.9028	0.9062
PP	0.9021	0.9021	0.9021	0.9000
S1	0.8929	0.8929	0.8995	0.8887
S2	0.8846	0.8846	0.8979
S3	0.8671	0.8754	0.8963
S4	0.8496	0.8579	0.8915

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9113	0.8938	0.0175	1.9%	0.0073	0.8%	42%	False	True	145,859
10	0.9113	0.8893	0.0220	2.4%	0.0074	0.8%	54%	False	False	161,683
20	0.9113	0.8695	0.0419	4.6%	0.0068	0.8%	76%	False	False	135,156
40	0.9113	0.8695	0.0419	4.6%	0.0074	0.8%	76%	False	False	69,030
60	0.9113	0.8573	0.0541	6.0%	0.0088	1.0%	81%	False	False	46,337
80	0.9113	0.8497	0.0617	6.8%	0.0084	0.9%	84%	False	False	34,779

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9342
2.618	0.9217
1.618	0.9140
1.000	0.9092
0.618	0.9063
HIGH	0.9015
0.618	0.8986
0.500	0.8977
0.382	0.8967
LOW	0.8938
0.618	0.8890
1.000	0.8861
1.618	0.8813
2.618	0.8736
4.250	0.8611

Fisher Pivots for day following 31-Mar-2017
Pivot	1 day	3 day
R1	0.9000	0.9008
PP	0.8988	0.9004
S1	0.8977	0.9000

Download as Excel Spreadsheet

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

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