CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 30-May-2017

Day Change Summary
	Previous	Current
	26-May-2017	30-May-2017	Change	Change %	Previous Week
Open	0.8949	0.8994	0.0045	0.5%	0.9003
High	0.9026	0.9043	0.0018	0.2%	0.9029
Low	0.8947	0.8978	0.0031	0.3%	0.8926
Close	0.8987	0.9032	0.0045	0.5%	0.8987
Range	0.0079	0.0066	-0.0013	-16.6%	0.0103
ATR	0.0073	0.0072	-0.0001	-0.7%	0.0000
Volume	126,549	164,779	38,230	30.2%	669,500

Daily Pivots for day following 30-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9214	0.9188	0.9068
R3	0.9148	0.9123	0.9050
R2	0.9083	0.9083	0.9044
R1	0.9057	0.9057	0.9038	0.9070
PP	0.9017	0.9017	0.9017	0.9024
S1	0.8992	0.8992	0.9025	0.9005
S2	0.8952	0.8952	0.9019
S3	0.8886	0.8926	0.9013
S4	0.8821	0.8861	0.8995

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	0.9043	0.8926	0.0117	1.3%	0.0063	0.7%	90%	True	False	143,122
10	0.9082	0.8800	0.0282	3.1%	0.0080	0.9%	82%	False	False	171,923
20	0.9082	0.8755	0.0328	3.6%	0.0071	0.8%	85%	False	False	154,515
40	0.9271	0.8755	0.0517	5.7%	0.0071	0.8%	54%	False	False	153,956
60	0.9271	0.8695	0.0577	6.4%	0.0070	0.8%	58%	False	False	147,689
80	0.9271	0.8695	0.0577	6.4%	0.0073	0.8%	58%	False	False	111,493
100	0.9271	0.8573	0.0699	7.7%	0.0081	0.9%	66%	False	False	89,384
120	0.9271	0.8497	0.0775	8.6%	0.0079	0.9%	69%	False	False	74,505

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

Fibonacci Retracements and Extensions
4.250	0.9321
2.618	0.9214
1.618	0.9149
1.000	0.9109
0.618	0.9083
HIGH	0.9043
0.618	0.9018
0.500	0.9010
0.382	0.9003
LOW	0.8978
0.618	0.8937
1.000	0.8912
1.618	0.8872
2.618	0.8806
4.250	0.8699

Fisher Pivots for day following 30-May-2017
Pivot	1 day	3 day
R1	0.9024	0.9018
PP	0.9017	0.9004
S1	0.9010	0.8991

Download as Excel Spreadsheet

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

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