CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 26-May-2017

Day Change Summary
	Previous	Current
	25-May-2017	26-May-2017	Change	Change %	Previous Week
Open	0.8969	0.8949	-0.0020	-0.2%	0.9003
High	0.8974	0.9026	0.0052	0.6%	0.9029
Low	0.8939	0.8947	0.0009	0.1%	0.8926
Close	0.8952	0.8987	0.0036	0.4%	0.8987
Range	0.0036	0.0079	0.0043	121.1%	0.0103
ATR	0.0072	0.0073	0.0000	0.6%	0.0000
Volume	111,480	126,549	15,069	13.5%	669,500

Daily Pivots for day following 26-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9222	0.9183	0.9030
R3	0.9144	0.9105	0.9009
R2	0.9065	0.9065	0.9001
R1	0.9026	0.9026	0.8994	0.9046
PP	0.8987	0.8987	0.8987	0.8996
S1	0.8948	0.8948	0.8980	0.8967
S2	0.8908	0.8908	0.8973
S3	0.8830	0.8869	0.8965
S4	0.8751	0.8791	0.8944

Weekly Pivots for week ending 26-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9290	0.9241	0.9044
R3	0.9187	0.9138	0.9015
R2	0.9084	0.9084	0.9006
R1	0.9035	0.9035	0.8996	0.9008
PP	0.8981	0.8981	0.8981	0.8967
S1	0.8932	0.8932	0.8978	0.8905
S2	0.8878	0.8878	0.8968
S3	0.8775	0.8829	0.8959
S4	0.8672	0.8726	0.8930

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	1.1%	0.0061	0.7%	59%	False	False	133,900
10	0.9082	0.8794	0.0288	3.2%	0.0078	0.9%	67%	False	False	167,387
20	0.9082	0.8755	0.0328	3.6%	0.0071	0.8%	71%	False	False	150,932
40	0.9271	0.8755	0.0517	5.7%	0.0071	0.8%	45%	False	False	153,493
60	0.9271	0.8695	0.0577	6.4%	0.0070	0.8%	51%	False	False	145,170
80	0.9271	0.8695	0.0577	6.4%	0.0073	0.8%	51%	False	False	109,441
100	0.9271	0.8527	0.0744	8.3%	0.0081	0.9%	62%	False	False	87,742
120	0.9271	0.8497	0.0775	8.6%	0.0080	0.9%	63%	False	False	73,132

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	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9359
2.618	0.9231
1.618	0.9153
1.000	0.9104
0.618	0.9074
HIGH	0.9026
0.618	0.8996
0.500	0.8986
0.382	0.8977
LOW	0.8947
0.618	0.8898
1.000	0.8869
1.618	0.8820
2.618	0.8741
4.250	0.8613

Fisher Pivots for day following 26-May-2017
Pivot	1 day	3 day
R1	0.8987	0.8983
PP	0.8987	0.8980
S1	0.8986	0.8976

Download as Excel Spreadsheet

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

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