CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 04-Apr-2017

Day Change Summary
	Previous	Current
	03-Apr-2017	04-Apr-2017	Change	Change %	Previous Week
Open	0.9002	0.9044	0.0042	0.5%	0.9044
High	0.9047	0.9094	0.0047	0.5%	0.9113
Low	0.8987	0.9043	0.0056	0.6%	0.8938
Close	0.9038	0.9063	0.0025	0.3%	0.9012
Range	0.0060	0.0051	-0.0009	-15.1%	0.0175
ATR	0.0075	0.0073	-0.0001	-1.8%	0.0000
Volume	134,021	141,310	7,289	5.4%	729,299

Daily Pivots for day following 04-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9218	0.9191	0.9090
R3	0.9167	0.9140	0.9076
R2	0.9117	0.9117	0.9072
R1	0.9090	0.9090	0.9067	0.9103
PP	0.9066	0.9066	0.9066	0.9073
S1	0.9039	0.9039	0.9058	0.9053
S2	0.9016	0.9016	0.9053
S3	0.8965	0.8989	0.9049
S4	0.8915	0.8938	0.9035

Weekly Pivots for week ending 31-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9546	0.9454	0.9108
R3	0.9371	0.9279	0.9060
R2	0.9196	0.9196	0.9044
R1	0.9104	0.9104	0.9028	0.9062
PP	0.9021	0.9021	0.9021	0.9000
S1	0.8929	0.8929	0.8995	0.8887
S2	0.8846	0.8846	0.8979
S3	0.8671	0.8754	0.8963
S4	0.8496	0.8579	0.8915

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9094	0.8938	0.0156	1.7%	0.0064	0.7%	80%	True	False	144,330
10	0.9113	0.8938	0.0175	1.9%	0.0071	0.8%	71%	False	False	161,955
20	0.9113	0.8695	0.0419	4.6%	0.0070	0.8%	88%	False	False	144,032
40	0.9113	0.8695	0.0419	4.6%	0.0073	0.8%	88%	False	False	75,853
60	0.9113	0.8573	0.0541	6.0%	0.0085	0.9%	91%	False	False	50,826
80	0.9113	0.8497	0.0617	6.8%	0.0084	0.9%	92%	False	False	38,221

Crabel Price Patterns
NR	True
NR4	True
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	0.0017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9308
2.618	0.9226
1.618	0.9175
1.000	0.9144
0.618	0.9125
HIGH	0.9094
0.618	0.9074
0.500	0.9068
0.382	0.9062
LOW	0.9043
0.618	0.9012
1.000	0.8993
1.618	0.8961
2.618	0.8911
4.250	0.8828

Fisher Pivots for day following 04-Apr-2017
Pivot	1 day	3 day
R1	0.9068	0.9047
PP	0.9066	0.9031
S1	0.9064	0.9016

Download as Excel Spreadsheet

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

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