CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 27-Apr-2017

Day Change Summary
	Previous	Current
	26-Apr-2017	27-Apr-2017	Change	Change %	Previous Week
Open	0.9023	0.9016	-0.0007	-0.1%	0.9219
High	0.9037	0.9023	-0.0014	-0.2%	0.9271
Low	0.8964	0.8977	0.0014	0.2%	0.9153
Close	0.8996	0.9007	0.0011	0.1%	0.9177
Range	0.0074	0.0046	-0.0028	-37.4%	0.0118
ATR	0.0080	0.0077	-0.0002	-3.0%	0.0000
Volume	218,209	134,787	-83,422	-38.2%	649,225

Daily Pivots for day following 27-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9140	0.9120	0.9032
R3	0.9094	0.9074	0.9020
R2	0.9048	0.9048	0.9015
R1	0.9028	0.9028	0.9011	0.9015
PP	0.9002	0.9002	0.9002	0.8996
S1	0.8982	0.8982	0.9003	0.8969
S2	0.8956	0.8956	0.8999
S3	0.8910	0.8936	0.8994
S4	0.8864	0.8890	0.8982

Weekly Pivots for week ending 21-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9554	0.9483	0.9241
R3	0.9436	0.9365	0.9209
R2	0.9318	0.9318	0.9198
R1	0.9247	0.9247	0.9187	0.9224
PP	0.9200	0.9200	0.9200	0.9188
S1	0.9129	0.9129	0.9166	0.9106
S2	0.9082	0.9082	0.9155
S3	0.8964	0.9011	0.9144
S4	0.8846	0.8893	0.9112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9205	0.8964	0.0241	2.7%	0.0072	0.8%	18%	False	False	158,493
10	0.9271	0.8964	0.0308	3.4%	0.0070	0.8%	14%	False	False	147,952
20	0.9271	0.8938	0.0333	3.7%	0.0073	0.8%	21%	False	False	157,164
40	0.9271	0.8695	0.0577	6.4%	0.0070	0.8%	54%	False	False	139,069
60	0.9271	0.8695	0.0577	6.4%	0.0075	0.8%	54%	False	False	93,369
80	0.9271	0.8497	0.0775	8.6%	0.0085	0.9%	66%	False	False	70,261
100	0.9271	0.8497	0.0775	8.6%	0.0082	0.9%	66%	False	False	56,220

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	0.9219
2.618	0.9143
1.618	0.9097
1.000	0.9069
0.618	0.9051
HIGH	0.9023
0.618	0.9005
0.500	0.9000
0.382	0.8995
LOW	0.8977
0.618	0.8949
1.000	0.8931
1.618	0.8903
2.618	0.8857
4.250	0.8782

Fisher Pivots for day following 27-Apr-2017
Pivot	1 day	3 day
R1	0.9005	0.9054
PP	0.9002	0.9038
S1	0.9000	0.9023

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

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