CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 22-May-2017

Day Change Summary
	Previous	Current
	19-May-2017	22-May-2017	Change	Change %	Previous Week
Open	0.8974	0.9003	0.0029	0.3%	0.8843
High	0.9016	0.9023	0.0008	0.1%	0.9082
Low	0.8962	0.8969	0.0007	0.1%	0.8794
Close	0.8987	0.9002	0.0015	0.2%	0.8987
Range	0.0054	0.0055	0.0001	2.8%	0.0288
ATR	0.0078	0.0077	-0.0002	-2.1%	0.0000
Volume	162,887	118,666	-44,221	-27.1%	1,004,371

Daily Pivots for day following 22-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9163	0.9137	0.9032
R3	0.9108	0.9082	0.9017
R2	0.9053	0.9053	0.9012
R1	0.9027	0.9027	0.9007	0.9013
PP	0.8998	0.8998	0.8998	0.8991
S1	0.8972	0.8972	0.8997	0.8958
S2	0.8943	0.8943	0.8992
S3	0.8888	0.8918	0.8987
S4	0.8833	0.8863	0.8972

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	0.8800	0.0282	3.1%	0.0097	1.1%	72%	False	False	200,724
10	0.9082	0.8755	0.0328	3.6%	0.0081	0.9%	76%	False	False	171,884
20	0.9144	0.8755	0.0390	4.3%	0.0073	0.8%	64%	False	False	156,090
40	0.9271	0.8755	0.0517	5.7%	0.0072	0.8%	48%	False	False	154,298
60	0.9271	0.8695	0.0577	6.4%	0.0071	0.8%	53%	False	False	136,510
80	0.9271	0.8695	0.0577	6.4%	0.0075	0.8%	53%	False	False	102,606
100	0.9271	0.8497	0.0775	8.6%	0.0082	0.9%	65%	False	False	82,245
120	0.9271	0.8497	0.0775	8.6%	0.0081	0.9%	65%	False	False	68,542

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9257
2.618	0.9167
1.618	0.9112
1.000	0.9078
0.618	0.9057
HIGH	0.9023
0.618	0.9002
0.500	0.8996
0.382	0.8990
LOW	0.8969
0.618	0.8935
1.000	0.8914
1.618	0.8880
2.618	0.8825
4.250	0.8735

Fisher Pivots for day following 22-May-2017
Pivot	1 day	3 day
R1	0.9000	0.9021
PP	0.8998	0.9014
S1	0.8996	0.9008

Download as Excel Spreadsheet

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

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