CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 25-May-2017

Day Change Summary
	Previous	Current
	24-May-2017	25-May-2017	Change	Change %	Previous Week
Open	0.8951	0.8969	0.0018	0.2%	0.8843
High	0.8979	0.8974	-0.0005	-0.1%	0.9082
Low	0.8926	0.8939	0.0013	0.1%	0.8794
Close	0.8956	0.8952	-0.0004	0.0%	0.8987
Range	0.0053	0.0036	-0.0017	-32.4%	0.0288
ATR	0.0075	0.0072	-0.0003	-3.8%	0.0000
Volume	147,876	111,480	-36,396	-24.6%	1,004,371

Daily Pivots for day following 25-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9061	0.9042	0.8971
R3	0.9026	0.9006	0.8961
R2	0.8990	0.8990	0.8958
R1	0.8971	0.8971	0.8955	0.8963
PP	0.8955	0.8955	0.8955	0.8951
S1	0.8935	0.8935	0.8948	0.8927
S2	0.8919	0.8919	0.8945
S3	0.8884	0.8900	0.8942
S4	0.8848	0.8864	0.8932

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	0.9029	0.8926	0.0103	1.2%	0.0056	0.6%	25%	False	False	141,167
10	0.9082	0.8787	0.0296	3.3%	0.0076	0.9%	56%	False	False	169,386
20	0.9082	0.8755	0.0328	3.7%	0.0069	0.8%	60%	False	False	151,368
40	0.9271	0.8755	0.0517	5.8%	0.0071	0.8%	38%	False	False	154,266
60	0.9271	0.8695	0.0577	6.4%	0.0070	0.8%	45%	False	False	143,169
80	0.9271	0.8695	0.0577	6.4%	0.0073	0.8%	45%	False	False	107,869
100	0.9271	0.8497	0.0775	8.7%	0.0082	0.9%	59%	False	False	86,483
120	0.9271	0.8497	0.0775	8.7%	0.0080	0.9%	59%	False	False	72,078

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	0.9125
2.618	0.9067
1.618	0.9031
1.000	0.9010
0.618	0.8996
HIGH	0.8974
0.618	0.8960
0.500	0.8956
0.382	0.8952
LOW	0.8939
0.618	0.8917
1.000	0.8903
1.618	0.8881
2.618	0.8846
4.250	0.8788

Fisher Pivots for day following 25-May-2017
Pivot	1 day	3 day
R1	0.8956	0.8978
PP	0.8955	0.8969
S1	0.8953	0.8960

Download as Excel Spreadsheet

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

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