CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 19-May-2017

Day Change Summary
	Previous	Current
	18-May-2017	19-May-2017	Change	Change %	Previous Week
Open	0.9044	0.8974	-0.0070	-0.8%	0.8843
High	0.9082	0.9016	-0.0067	-0.7%	0.9082
Low	0.8959	0.8962	0.0003	0.0%	0.8794
Close	0.8985	0.8987	0.0003	0.0%	0.8987
Range	0.0123	0.0054	-0.0070	-56.5%	0.0288
ATR	0.0080	0.0078	-0.0002	-2.4%	0.0000
Volume	314,365	162,887	-151,478	-48.2%	1,004,371

Daily Pivots for day following 19-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9149	0.9121	0.9016
R3	0.9095	0.9068	0.9002
R2	0.9042	0.9042	0.8997
R1	0.9014	0.9014	0.8992	0.9028
PP	0.8988	0.8988	0.8988	0.8995
S1	0.8961	0.8961	0.8982	0.8975
S2	0.8935	0.8935	0.8977
S3	0.8881	0.8907	0.8972
S4	0.8828	0.8854	0.8958

Weekly Pivots for week ending 19-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9818	0.9691	0.9145
R3	0.9530	0.9403	0.9066
R2	0.9242	0.9242	0.9040
R1	0.9115	0.9115	0.9013	0.9179
PP	0.8954	0.8954	0.8954	0.8986
S1	0.8827	0.8827	0.8961	0.8891
S2	0.8666	0.8666	0.8934
S3	0.8378	0.8539	0.8908
S4	0.8090	0.8251	0.8829

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9082	0.8794	0.0288	3.2%	0.0096	1.1%	67%	False	False	200,874
10	0.9082	0.8755	0.0328	3.6%	0.0083	0.9%	71%	False	False	173,928
20	0.9144	0.8755	0.0390	4.3%	0.0074	0.8%	60%	False	False	158,321
40	0.9271	0.8755	0.0517	5.7%	0.0073	0.8%	45%	False	False	155,343
60	0.9271	0.8695	0.0577	6.4%	0.0072	0.8%	51%	False	False	134,554
80	0.9271	0.8695	0.0577	6.4%	0.0076	0.8%	51%	False	False	101,130
100	0.9271	0.8497	0.0775	8.6%	0.0082	0.9%	63%	False	False	81,059

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9243
2.618	0.9156
1.618	0.9102
1.000	0.9069
0.618	0.9049
HIGH	0.9016
0.618	0.8995
0.500	0.8989
0.382	0.8982
LOW	0.8962
0.618	0.8929
1.000	0.8909
1.618	0.8875
2.618	0.8822
4.250	0.8735

Fisher Pivots for day following 19-May-2017
Pivot	1 day	3 day
R1	0.8989	0.8980
PP	0.8988	0.8973
S1	0.8988	0.8966

Download as Excel Spreadsheet

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

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