CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 27-Mar-2017

Day Change Summary
	Previous	Current
	24-Mar-2017	27-Mar-2017	Change	Change %	Previous Week
Open	0.9040	0.9044	0.0004	0.0%	0.8912
High	0.9072	0.9113	0.0042	0.5%	0.9072
Low	0.9001	0.9040	0.0039	0.4%	0.8893
Close	0.9058	0.9075	0.0017	0.2%	0.9058
Range	0.0071	0.0074	0.0003	3.5%	0.0179
ATR	0.0077	0.0077	0.0000	-0.3%	0.0000
Volume	160,473	139,634	-20,839	-13.0%	887,537

Daily Pivots for day following 27-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9296	0.9259	0.9115
R3	0.9223	0.9186	0.9095
R2	0.9149	0.9149	0.9088
R1	0.9112	0.9112	0.9082	0.9131
PP	0.9076	0.9076	0.9076	0.9085
S1	0.9039	0.9039	0.9068	0.9057
S2	0.9002	0.9002	0.9062
S3	0.8929	0.8965	0.9055
S4	0.8855	0.8892	0.9035

Weekly Pivots for week ending 24-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9543	0.9479	0.9156
R3	0.9365	0.9301	0.9107
R2	0.9186	0.9186	0.9091
R1	0.9122	0.9122	0.9074	0.9154
PP	0.9008	0.9008	0.9008	0.9024
S1	0.8944	0.8944	0.9042	0.8976
S2	0.8829	0.8829	0.9025
S3	0.8651	0.8765	0.9009
S4	0.8472	0.8587	0.8960

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9113	0.8894	0.0219	2.4%	0.0082	0.9%	83%	True	False	189,764
10	0.9113	0.8718	0.0396	4.4%	0.0076	0.8%	90%	True	False	154,199
20	0.9113	0.8695	0.0419	4.6%	0.0070	0.8%	91%	True	False	107,830
40	0.9113	0.8695	0.0419	4.6%	0.0078	0.9%	91%	True	False	54,392
60	0.9113	0.8497	0.0617	6.8%	0.0089	1.0%	94%	True	False	36,535
80	0.9113	0.8497	0.0617	6.8%	0.0085	0.9%	94%	True	False	27,409

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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9425
2.618	0.9305
1.618	0.9232
1.000	0.9187
0.618	0.9158
HIGH	0.9113
0.618	0.9085
0.500	0.9076
0.382	0.9068
LOW	0.9040
0.618	0.8994
1.000	0.8966
1.618	0.8921
2.618	0.8847
4.250	0.8727

Fisher Pivots for day following 27-Mar-2017
Pivot	1 day	3 day
R1	0.9076	0.9068
PP	0.9076	0.9061
S1	0.9075	0.9054

Download as Excel Spreadsheet

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

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