CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 05-Apr-2017

Day Change Summary
	Previous	Current
	04-Apr-2017	05-Apr-2017	Change	Change %	Previous Week
Open	0.9044	0.9057	0.0014	0.1%	0.9044
High	0.9094	0.9071	-0.0023	-0.2%	0.9113
Low	0.9043	0.8996	-0.0048	-0.5%	0.8938
Close	0.9063	0.9041	-0.0022	-0.2%	0.9012
Range	0.0051	0.0076	0.0025	49.5%	0.0175
ATR	0.0073	0.0073	0.0000	0.2%	0.0000
Volume	141,310	183,191	41,881	29.6%	729,299

Daily Pivots for day following 05-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9262	0.9227	0.9082
R3	0.9187	0.9151	0.9061
R2	0.9111	0.9111	0.9054
R1	0.9076	0.9076	0.9047	0.9056
PP	0.9036	0.9036	0.9036	0.9026
S1	0.9000	0.9000	0.9034	0.8980
S2	0.8960	0.8960	0.9027
S3	0.8885	0.8925	0.9020
S4	0.8809	0.8849	0.8999

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%	0.0069	0.8%	66%	False	False	152,446
10	0.9113	0.8938	0.0175	1.9%	0.0070	0.8%	59%	False	False	155,744
20	0.9113	0.8695	0.0419	4.6%	0.0069	0.8%	83%	False	False	146,997
40	0.9113	0.8695	0.0419	4.6%	0.0073	0.8%	83%	False	False	80,419
60	0.9113	0.8619	0.0495	5.5%	0.0085	0.9%	85%	False	False	53,877
80	0.9113	0.8497	0.0617	6.8%	0.0084	0.9%	88%	False	False	40,511

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9392
2.618	0.9269
1.618	0.9193
1.000	0.9147
0.618	0.9118
HIGH	0.9071
0.618	0.9042
0.500	0.9033
0.382	0.9024
LOW	0.8996
0.618	0.8949
1.000	0.8920
1.618	0.8873
2.618	0.8798
4.250	0.8675

Fisher Pivots for day following 05-Apr-2017
Pivot	1 day	3 day
R1	0.9038	0.9040
PP	0.9036	0.9040
S1	0.9033	0.9040

Download as Excel Spreadsheet

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

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