CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 08-May-2017

Day Change Summary
	Previous	Current
	05-May-2017	08-May-2017	Change	Change %	Previous Week
Open	0.8903	0.8874	-0.0030	-0.3%	0.8991
High	0.8936	0.8910	-0.0026	-0.3%	0.9007
Low	0.8879	0.8839	-0.0040	-0.5%	0.8860
Close	0.8893	0.8859	-0.0034	-0.4%	0.8893
Range	0.0057	0.0072	0.0015	25.4%	0.0148
ATR	0.0069	0.0070	0.0000	0.2%	0.0000
Volume	134,681	139,107	4,426	3.3%	609,852

Daily Pivots for day following 08-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9084	0.9043	0.8898
R3	0.9012	0.8971	0.8879
R2	0.8941	0.8941	0.8872
R1	0.8900	0.8900	0.8866	0.8885
PP	0.8869	0.8869	0.8869	0.8862
S1	0.8828	0.8828	0.8852	0.8813
S2	0.8798	0.8798	0.8846
S3	0.8726	0.8757	0.8839
S4	0.8655	0.8685	0.8820

Weekly Pivots for week ending 05-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9362	0.9275	0.8974
R3	0.9215	0.9128	0.8934
R2	0.9067	0.9067	0.8920
R1	0.8980	0.8980	0.8907	0.8950
PP	0.8920	0.8920	0.8920	0.8905
S1	0.8833	0.8833	0.8879	0.8803
S2	0.8772	0.8772	0.8866
S3	0.8625	0.8685	0.8852
S4	0.8477	0.8538	0.8812

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8961	0.8839	0.0122	1.4%	0.0059	0.7%	17%	False	True	131,170
10	0.9144	0.8839	0.0306	3.4%	0.0066	0.7%	7%	False	True	140,295
20	0.9271	0.8839	0.0433	4.9%	0.0068	0.8%	5%	False	True	143,141
40	0.9271	0.8718	0.0554	6.2%	0.0070	0.8%	26%	False	False	148,439
60	0.9271	0.8695	0.0577	6.5%	0.0071	0.8%	29%	False	False	108,009
80	0.9271	0.8695	0.0577	6.5%	0.0079	0.9%	29%	False	False	81,185
100	0.9271	0.8497	0.0775	8.7%	0.0081	0.9%	47%	False	False	65,061

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9214
2.618	0.9097
1.618	0.9026
1.000	0.8982
0.618	0.8954
HIGH	0.8910
0.618	0.8883
0.500	0.8874
0.382	0.8866
LOW	0.8839
0.618	0.8794
1.000	0.8767
1.618	0.8723
2.618	0.8651
4.250	0.8535

Fisher Pivots for day following 08-May-2017
Pivot	1 day	3 day
R1	0.8874	0.8887
PP	0.8869	0.8878
S1	0.8864	0.8868

Download as Excel Spreadsheet

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

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