CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 01-Feb-2017

Day Change Summary
	Previous	Current
	31-Jan-2017	01-Feb-2017	Change	Change %	Previous Week
Open	0.8842	0.8924	0.0082	0.9%	0.8816
High	0.8973	0.8926	-0.0047	-0.5%	0.8944
Low	0.8827	0.8826	-0.0001	0.0%	0.8723
Close	0.8925	0.8898	-0.0027	-0.3%	0.8747
Range	0.0146	0.0101	-0.0046	-31.2%	0.0221
ATR	0.0112	0.0111	-0.0001	-0.7%	0.0000
Volume	1,454	806	-648	-44.6%	2,216

Daily Pivots for day following 01-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9185	0.9142	0.8953
R3	0.9084	0.9041	0.8925
R2	0.8984	0.8984	0.8916
R1	0.8941	0.8941	0.8907	0.8912
PP	0.8883	0.8883	0.8883	0.8869
S1	0.8840	0.8840	0.8888	0.8811
S2	0.8783	0.8783	0.8879
S3	0.8682	0.8740	0.8870
S4	0.8582	0.8639	0.8842

Weekly Pivots for week ending 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9467	0.9328	0.8868
R3	0.9246	0.9107	0.8807
R2	0.9025	0.9025	0.8787
R1	0.8886	0.8886	0.8767	0.8845
PP	0.8804	0.8804	0.8804	0.8784
S1	0.8665	0.8665	0.8726	0.8624
S2	0.8583	0.8583	0.8706
S3	0.8362	0.8444	0.8686
S4	0.8141	0.8223	0.8625

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8973	0.8723	0.0251	2.8%	0.0108	1.2%	70%	False	False	929
10	0.8973	0.8708	0.0266	3.0%	0.0103	1.2%	72%	False	False	641
20	0.8973	0.8527	0.0446	5.0%	0.0115	1.3%	83%	False	False	950
40	0.8973	0.8497	0.0477	5.4%	0.0094	1.1%	84%	False	False	515

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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9354
2.618	0.9190
1.618	0.9089
1.000	0.9027
0.618	0.8989
HIGH	0.8926
0.618	0.8888
0.500	0.8876
0.382	0.8864
LOW	0.8826
0.618	0.8764
1.000	0.8725
1.618	0.8663
2.618	0.8563
4.250	0.8399

Fisher Pivots for day following 01-Feb-2017
Pivot	1 day	3 day
R1	0.8890	0.8886
PP	0.8883	0.8875
S1	0.8876	0.8864

Download as Excel Spreadsheet

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

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