CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 30-Mar-2017

Day Change Summary
	Previous	Current
	29-Mar-2017	30-Mar-2017	Change	Change %	Previous Week
Open	0.9033	0.9034	0.0001	0.0%	0.8912
High	0.9063	0.9041	-0.0022	-0.2%	0.9072
Low	0.9013	0.8959	-0.0054	-0.6%	0.8893
Close	0.9035	0.8987	-0.0048	-0.5%	0.9058
Range	0.0050	0.0082	0.0033	65.7%	0.0179
ATR	0.0075	0.0076	0.0000	0.7%	0.0000
Volume	142,612	157,445	14,833	10.4%	887,537

Daily Pivots for day following 30-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9242	0.9197	0.9033
R3	0.9160	0.9115	0.9010
R2	0.9078	0.9078	0.9003
R1	0.9033	0.9033	0.8995	0.9014
PP	0.8996	0.8996	0.8996	0.8987
S1	0.8951	0.8951	0.8980	0.8932
S2	0.8914	0.8914	0.8972
S3	0.8832	0.8869	0.8965
S4	0.8750	0.8787	0.8942

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	0.8959	0.0154	1.7%	0.0072	0.8%	19%	False	True	148,701
10	0.9113	0.8847	0.0267	3.0%	0.0073	0.8%	53%	False	False	157,442
20	0.9113	0.8695	0.0419	4.7%	0.0068	0.8%	70%	False	False	128,523
40	0.9113	0.8695	0.0419	4.7%	0.0075	0.8%	70%	False	False	65,388
60	0.9113	0.8527	0.0586	6.5%	0.0088	1.0%	79%	False	False	43,909
80	0.9113	0.8497	0.0617	6.9%	0.0084	0.9%	80%	False	False	32,952

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	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9390
2.618	0.9256
1.618	0.9174
1.000	0.9123
0.618	0.9092
HIGH	0.9041
0.618	0.9010
0.500	0.9000
0.382	0.8990
LOW	0.8959
0.618	0.8908
1.000	0.8877
1.618	0.8826
2.618	0.8744
4.250	0.8611

Fisher Pivots for day following 30-Mar-2017
Pivot	1 day	3 day
R1	0.9000	0.9033
PP	0.8996	0.9018
S1	0.8992	0.9003

Download as Excel Spreadsheet

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

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