CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 10-May-2017

Day Change Summary
	Previous	Current
	09-May-2017	10-May-2017	Change	Change %	Previous Week
Open	0.8840	0.8786	-0.0054	-0.6%	0.8991
High	0.8851	0.8813	-0.0039	-0.4%	0.9007
Low	0.8759	0.8755	-0.0004	0.0%	0.8860
Close	0.8763	0.8758	-0.0006	-0.1%	0.8893
Range	0.0093	0.0058	-0.0035	-37.8%	0.0148
ATR	0.0072	0.0071	-0.0001	-1.4%	0.0000
Volume	155,180	143,259	-11,921	-7.7%	609,852

Daily Pivots for day following 10-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8948	0.8910	0.8789
R3	0.8890	0.8853	0.8773
R2	0.8833	0.8833	0.8768
R1	0.8795	0.8795	0.8763	0.8785
PP	0.8775	0.8775	0.8775	0.8770
S1	0.8738	0.8738	0.8752	0.8728
S2	0.8718	0.8718	0.8747
S3	0.8660	0.8680	0.8742
S4	0.8603	0.8623	0.8726

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	0.8936	0.8755	0.0181	2.1%	0.0067	0.8%	1%	False	True	143,587
10	0.9023	0.8755	0.0268	3.1%	0.0060	0.7%	1%	False	True	131,745
20	0.9271	0.8755	0.0516	5.9%	0.0067	0.8%	0%	False	True	142,719
40	0.9271	0.8742	0.0530	6.0%	0.0071	0.8%	3%	False	False	151,383
60	0.9271	0.8695	0.0577	6.6%	0.0071	0.8%	11%	False	False	112,960
80	0.9271	0.8695	0.0577	6.6%	0.0078	0.9%	11%	False	False	84,893
100	0.9271	0.8497	0.0775	8.8%	0.0080	0.9%	34%	False	False	68,044

Crabel Price Patterns
NR	True
NR4	False
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	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9057
2.618	0.8963
1.618	0.8906
1.000	0.8870
0.618	0.8848
HIGH	0.8813
0.618	0.8791
0.500	0.8784
0.382	0.8777
LOW	0.8755
0.618	0.8719
1.000	0.8698
1.618	0.8662
2.618	0.8604
4.250	0.8511

Fisher Pivots for day following 10-May-2017
Pivot	1 day	3 day
R1	0.8784	0.8833
PP	0.8775	0.8808
S1	0.8766	0.8783

Download as Excel Spreadsheet

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

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