CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 07-Apr-2017

Day Change Summary
	Previous	Current
	06-Apr-2017	07-Apr-2017	Change	Change %	Previous Week
Open	0.9071	0.9046	-0.0025	-0.3%	0.9002
High	0.9091	0.9105	0.0015	0.2%	0.9105
Low	0.9021	0.9004	-0.0018	-0.2%	0.8987
Close	0.9054	0.9021	-0.0033	-0.4%	0.9021
Range	0.0070	0.0102	0.0032	46.0%	0.0118
ATR	0.0073	0.0075	0.0002	2.8%	0.0000
Volume	157,682	244,774	87,092	55.2%	860,978

Daily Pivots for day following 07-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9348	0.9286	0.9077
R3	0.9246	0.9184	0.9049
R2	0.9145	0.9145	0.9040
R1	0.9083	0.9083	0.9030	0.9063
PP	0.9043	0.9043	0.9043	0.9033
S1	0.8981	0.8981	0.9012	0.8962
S2	0.8942	0.8942	0.9002
S3	0.8840	0.8880	0.8993
S4	0.8739	0.8778	0.8965

Weekly Pivots for week ending 07-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9390	0.9323	0.9086
R3	0.9273	0.9206	0.9053
R2	0.9155	0.9155	0.9043
R1	0.9088	0.9088	0.9032	0.9122
PP	0.9038	0.9038	0.9038	0.9055
S1	0.8971	0.8971	0.9010	0.9004
S2	0.8920	0.8920	0.8999
S3	0.8803	0.8853	0.8989
S4	0.8685	0.8736	0.8956

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9105	0.8987	0.0118	1.3%	0.0071	0.8%	29%	True	False	172,195
10	0.9113	0.8938	0.0175	1.9%	0.0072	0.8%	47%	False	False	159,027
20	0.9113	0.8718	0.0396	4.4%	0.0072	0.8%	77%	False	False	153,737
40	0.9113	0.8695	0.0419	4.6%	0.0072	0.8%	78%	False	False	90,443
60	0.9113	0.8695	0.0419	4.6%	0.0083	0.9%	78%	False	False	60,533
80	0.9113	0.8497	0.0617	6.8%	0.0085	0.9%	85%	False	False	45,541

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.9536
2.618	0.9371
1.618	0.9269
1.000	0.9207
0.618	0.9168
HIGH	0.9105
0.618	0.9066
0.500	0.9054
0.382	0.9042
LOW	0.9004
0.618	0.8941
1.000	0.8902
1.618	0.8839
2.618	0.8738
4.250	0.8572

Fisher Pivots for day following 07-Apr-2017
Pivot	1 day	3 day
R1	0.9054	0.9050
PP	0.9043	0.9041
S1	0.9032	0.9031

Download as Excel Spreadsheet

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

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