CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 13-Apr-2017

Day Change Summary
	Previous	Current
	12-Apr-2017	13-Apr-2017	Change	Change %	Previous Week
Open	0.9151	0.9199	0.0049	0.5%	0.9002
High	0.9202	0.9221	0.0019	0.2%	0.9105
Low	0.9126	0.9165	0.0039	0.4%	0.8987
Close	0.9137	0.9190	0.0054	0.6%	0.9021
Range	0.0077	0.0056	-0.0021	-26.8%	0.0118
ATR	0.0077	0.0077	0.0001	0.7%	0.0000
Volume	192,194	148,284	-43,910	-22.8%	860,978

Daily Pivots for day following 13-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9360	0.9331	0.9221
R3	0.9304	0.9275	0.9205
R2	0.9248	0.9248	0.9200
R1	0.9219	0.9219	0.9195	0.9205
PP	0.9192	0.9192	0.9192	0.9185
S1	0.9163	0.9163	0.9185	0.9149
S2	0.9136	0.9136	0.9180
S3	0.9080	0.9107	0.9175
S4	0.9024	0.9051	0.9159

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	0.9221	0.8986	0.0235	2.6%	0.0081	0.9%	87%	True	False	178,424
10	0.9221	0.8938	0.0283	3.1%	0.0074	0.8%	89%	True	False	165,459
20	0.9221	0.8847	0.0374	4.1%	0.0073	0.8%	92%	True	False	161,450
40	0.9221	0.8695	0.0526	5.7%	0.0072	0.8%	94%	True	False	106,563
60	0.9221	0.8695	0.0526	5.7%	0.0079	0.9%	94%	True	False	71,275
80	0.9221	0.8497	0.0724	7.9%	0.0084	0.9%	96%	True	False	53,631

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0019
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9459
2.618	0.9367
1.618	0.9311
1.000	0.9277
0.618	0.9255
HIGH	0.9221
0.618	0.9199
0.500	0.9193
0.382	0.9186
LOW	0.9165
0.618	0.9130
1.000	0.9109
1.618	0.9074
2.618	0.9018
4.250	0.8927

Fisher Pivots for day following 13-Apr-2017
Pivot	1 day	3 day
R1	0.9193	0.9170
PP	0.9192	0.9151
S1	0.9191	0.9131

Download as Excel Spreadsheet

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

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