CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 23-May-2017

Day Change Summary
	Previous	Current
	22-May-2017	23-May-2017	Change	Change %	Previous Week
Open	0.9003	0.8993	-0.0010	-0.1%	0.8843
High	0.9023	0.9029	0.0006	0.1%	0.9082
Low	0.8969	0.8948	-0.0021	-0.2%	0.8794
Close	0.9002	0.8958	-0.0044	-0.5%	0.8987
Range	0.0055	0.0081	0.0026	47.3%	0.0288
ATR	0.0077	0.0077	0.0000	0.4%	0.0000
Volume	118,666	164,929	46,263	39.0%	1,004,371

Daily Pivots for day following 23-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9221	0.9170	0.9002
R3	0.9140	0.9089	0.8980
R2	0.9059	0.9059	0.8972
R1	0.9008	0.9008	0.8965	0.8993
PP	0.8978	0.8978	0.8978	0.8971
S1	0.8927	0.8927	0.8950	0.8912
S2	0.8897	0.8897	0.8943
S3	0.8816	0.8846	0.8935
S4	0.8735	0.8765	0.8913

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	0.8851	0.0232	2.6%	0.0100	1.1%	46%	False	False	203,532
10	0.9082	0.8755	0.0328	3.7%	0.0080	0.9%	62%	False	False	172,859
20	0.9082	0.8755	0.0328	3.7%	0.0071	0.8%	62%	False	False	156,050
40	0.9271	0.8755	0.0517	5.8%	0.0072	0.8%	39%	False	False	154,931
60	0.9271	0.8695	0.0577	6.4%	0.0072	0.8%	46%	False	False	139,231
80	0.9271	0.8695	0.0577	6.4%	0.0075	0.8%	46%	False	False	104,661
100	0.9271	0.8497	0.0775	8.6%	0.0082	0.9%	60%	False	False	83,893
120	0.9271	0.8497	0.0775	8.6%	0.0081	0.9%	60%	False	False	69,916

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9373
2.618	0.9241
1.618	0.9160
1.000	0.9110
0.618	0.9079
HIGH	0.9029
0.618	0.8998
0.500	0.8988
0.382	0.8979
LOW	0.8948
0.618	0.8898
1.000	0.8867
1.618	0.8817
2.618	0.8736
4.250	0.8604

Fisher Pivots for day following 23-May-2017
Pivot	1 day	3 day
R1	0.8988	0.8988
PP	0.8978	0.8978
S1	0.8968	0.8968

Download as Excel Spreadsheet

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

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