CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 12-May-2017

Day Change Summary
	Previous	Current
	11-May-2017	12-May-2017	Change	Change %	Previous Week
Open	0.8763	0.8798	0.0035	0.4%	0.8874
High	0.8825	0.8846	0.0021	0.2%	0.8910
Low	0.8755	0.8787	0.0032	0.4%	0.8755
Close	0.8793	0.8828	0.0035	0.4%	0.8828
Range	0.0071	0.0059	-0.0012	-16.3%	0.0156
ATR	0.0071	0.0070	-0.0001	-1.2%	0.0000
Volume	150,828	146,544	-4,284	-2.8%	734,918

Daily Pivots for day following 12-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8997	0.8971	0.8860
R3	0.8938	0.8912	0.8844
R2	0.8879	0.8879	0.8838
R1	0.8853	0.8853	0.8833	0.8866
PP	0.8820	0.8820	0.8820	0.8826
S1	0.8794	0.8794	0.8822	0.8807
S2	0.8761	0.8761	0.8817
S3	0.8702	0.8735	0.8811
S4	0.8643	0.8676	0.8795

Weekly Pivots for week ending 12-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9297	0.9218	0.8913
R3	0.9142	0.9062	0.8870
R2	0.8986	0.8986	0.8856
R1	0.8907	0.8907	0.8842	0.8869
PP	0.8831	0.8831	0.8831	0.8812
S1	0.8751	0.8751	0.8813	0.8713
S2	0.8675	0.8675	0.8799
S3	0.8520	0.8596	0.8785
S4	0.8364	0.8440	0.8742

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8910	0.8755	0.0156	1.8%	0.0070	0.8%	47%	False	False	146,983
10	0.9007	0.8755	0.0253	2.9%	0.0063	0.7%	29%	False	False	134,477
20	0.9271	0.8755	0.0517	5.9%	0.0067	0.8%	14%	False	False	140,564
40	0.9271	0.8755	0.0517	5.9%	0.0070	0.8%	14%	False	False	151,007
60	0.9271	0.8695	0.0577	6.5%	0.0070	0.8%	23%	False	False	117,896
80	0.9271	0.8695	0.0577	6.5%	0.0076	0.9%	23%	False	False	88,597
100	0.9271	0.8497	0.0775	8.8%	0.0080	0.9%	43%	False	False	71,018

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9096
2.618	0.9000
1.618	0.8941
1.000	0.8905
0.618	0.8882
HIGH	0.8846
0.618	0.8823
0.500	0.8816
0.382	0.8809
LOW	0.8787
0.618	0.8750
1.000	0.8728
1.618	0.8691
2.618	0.8632
4.250	0.8536

Fisher Pivots for day following 12-May-2017
Pivot	1 day	3 day
R1	0.8824	0.8818
PP	0.8820	0.8809
S1	0.8816	0.8800

Download as Excel Spreadsheet

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

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