CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 20-Apr-2017

Day Change Summary
	Previous	Current
	19-Apr-2017	20-Apr-2017	Change	Change %	Previous Week
Open	0.9245	0.9207	-0.0038	-0.4%	0.9025
High	0.9249	0.9218	-0.0031	-0.3%	0.9221
Low	0.9181	0.9153	-0.0028	-0.3%	0.8986
Close	0.9221	0.9168	-0.0053	-0.6%	0.9190
Range	0.0068	0.0065	-0.0003	-4.4%	0.0235
ATR	0.0077	0.0076	-0.0001	-0.8%	0.0000
Volume	116,755	148,973	32,218	27.6%	647,350

Daily Pivots for day following 20-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9375	0.9336	0.9203
R3	0.9310	0.9271	0.9185
R2	0.9245	0.9245	0.9179
R1	0.9206	0.9206	0.9173	0.9193
PP	0.9180	0.9180	0.9180	0.9173
S1	0.9141	0.9141	0.9162	0.9128
S2	0.9115	0.9115	0.9156
S3	0.9050	0.9076	0.9150
S4	0.8985	0.9011	0.9132

Weekly Pivots for week ending 14-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9837	0.9749	0.9319
R3	0.9602	0.9514	0.9255
R2	0.9367	0.9367	0.9233
R1	0.9279	0.9279	0.9212	0.9323
PP	0.9132	0.9132	0.9132	0.9154
S1	0.9044	0.9044	0.9168	0.9088
S2	0.8897	0.8897	0.9147
S3	0.8662	0.8809	0.9125
S4	0.8427	0.8574	0.9061

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9271	0.9153	0.0118	1.3%	0.0069	0.7%	12%	False	True	137,412
10	0.9271	0.8986	0.0286	3.1%	0.0076	0.8%	64%	False	False	158,858
20	0.9271	0.8938	0.0333	3.6%	0.0073	0.8%	69%	False	False	157,301
40	0.9271	0.8695	0.0577	6.3%	0.0071	0.8%	82%	False	False	119,951
60	0.9271	0.8695	0.0577	6.3%	0.0077	0.8%	82%	False	False	80,230
80	0.9271	0.8497	0.0775	8.4%	0.0084	0.9%	87%	False	False	60,363

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	0.0020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9494
2.618	0.9388
1.618	0.9323
1.000	0.9283
0.618	0.9258
HIGH	0.9218
0.618	0.9193
0.500	0.9186
0.382	0.9178
LOW	0.9153
0.618	0.9113
1.000	0.9088
1.618	0.9048
2.618	0.8983
4.250	0.8877

Fisher Pivots for day following 20-Apr-2017
Pivot	1 day	3 day
R1	0.9186	0.9204
PP	0.9180	0.9192
S1	0.9174	0.9180

Download as Excel Spreadsheet

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

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