CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 19-Jun-2017

Day Change Summary
	Previous	Current
	16-Jun-2017	19-Jun-2017	Change	Change %	Previous Week
Open	0.9019	0.9022	0.0003	0.0%	0.9058
High	0.9039	0.9026	-0.0013	-0.1%	0.9192
Low	0.8961	0.8978	0.0017	0.2%	0.8961
Close	0.9023	0.8983	-0.0040	-0.4%	0.9023
Range	0.0079	0.0049	-0.0030	-38.2%	0.0232
ATR	0.0080	0.0078	-0.0002	-2.8%	0.0000
Volume	39,328	4,361	-34,967	-88.9%	787,389

Daily Pivots for day following 19-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9141	0.9110	0.9009
R3	0.9092	0.9062	0.8996
R2	0.9044	0.9044	0.8991
R1	0.9013	0.9013	0.8987	0.9004
PP	0.8995	0.8995	0.8995	0.8991
S1	0.8965	0.8965	0.8978	0.8956
S2	0.8947	0.8947	0.8974
S3	0.8898	0.8916	0.8969
S4	0.8850	0.8868	0.8956

Weekly Pivots for week ending 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9753	0.9619	0.9150
R3	0.9521	0.9388	0.9086
R2	0.9290	0.9290	0.9065
R1	0.9156	0.9156	0.9044	0.9107
PP	0.9058	0.9058	0.9058	0.9034
S1	0.8925	0.8925	0.9001	0.8876
S2	0.8827	0.8827	0.8980
S3	0.8595	0.8693	0.8959
S4	0.8364	0.8462	0.8895

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9192	0.8961	0.0232	2.6%	0.0087	1.0%	10%	False	False	134,058
10	0.9192	0.8961	0.0232	2.6%	0.0084	0.9%	10%	False	False	147,410
20	0.9192	0.8926	0.0266	3.0%	0.0074	0.8%	21%	False	False	142,268
40	0.9192	0.8755	0.0438	4.9%	0.0074	0.8%	52%	False	False	150,294
60	0.9271	0.8755	0.0517	5.8%	0.0073	0.8%	44%	False	False	150,985
80	0.9271	0.8695	0.0577	6.4%	0.0072	0.8%	50%	False	False	136,482
100	0.9271	0.8695	0.0577	6.4%	0.0076	0.8%	50%	False	False	109,358
120	0.9271	0.8497	0.0775	8.6%	0.0081	0.9%	63%	False	False	91,261

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9232
2.618	0.9153
1.618	0.9104
1.000	0.9075
0.618	0.9056
HIGH	0.9026
0.618	0.9007
0.500	0.9002
0.382	0.8996
LOW	0.8978
0.618	0.8948
1.000	0.8929
1.618	0.8899
2.618	0.8851
4.250	0.8771

Fisher Pivots for day following 19-Jun-2017
Pivot	1 day	3 day
R1	0.9002	0.9056
PP	0.8995	0.9032
S1	0.8989	0.9007

Download as Excel Spreadsheet

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

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