CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 28-Mar-2017

Day Change Summary
	Previous	Current
	27-Mar-2017	28-Mar-2017	Change	Change %	Previous Week
Open	0.9044	0.9068	0.0025	0.3%	0.8912
High	0.9113	0.9107	-0.0007	-0.1%	0.9072
Low	0.9040	0.9023	-0.0017	-0.2%	0.8893
Close	0.9075	0.9033	-0.0042	-0.5%	0.9058
Range	0.0074	0.0084	0.0010	13.6%	0.0179
ATR	0.0077	0.0077	0.0000	0.6%	0.0000
Volume	139,634	143,344	3,710	2.7%	887,537

Daily Pivots for day following 28-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9305	0.9252	0.9079
R3	0.9221	0.9169	0.9056
R2	0.9138	0.9138	0.9048
R1	0.9085	0.9085	0.9041	0.9070
PP	0.9054	0.9054	0.9054	0.9046
S1	0.9002	0.9002	0.9025	0.8986
S2	0.8971	0.8971	0.9018
S3	0.8887	0.8918	0.9010
S4	0.8804	0.8835	0.8987

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	0.8979	0.0134	1.5%	0.0078	0.9%	40%	False	False	179,579
10	0.9113	0.8742	0.0372	4.1%	0.0079	0.9%	78%	False	False	158,677
20	0.9113	0.8695	0.0419	4.6%	0.0069	0.8%	81%	False	False	114,270
40	0.9113	0.8695	0.0419	4.6%	0.0078	0.9%	81%	False	False	57,943
60	0.9113	0.8497	0.0617	6.8%	0.0089	1.0%	87%	False	False	38,920
80	0.9113	0.8497	0.0617	6.8%	0.0084	0.9%	87%	False	False	29,201

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9461
2.618	0.9325
1.618	0.9242
1.000	0.9190
0.618	0.9158
HIGH	0.9107
0.618	0.9075
0.500	0.9065
0.382	0.9055
LOW	0.9023
0.618	0.8971
1.000	0.8940
1.618	0.8888
2.618	0.8804
4.250	0.8668

Fisher Pivots for day following 28-Mar-2017
Pivot	1 day	3 day
R1	0.9065	0.9057
PP	0.9054	0.9049
S1	0.9044	0.9041

Download as Excel Spreadsheet

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

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