CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 31-May-2017

Day Change Summary
	Previous	Current
	30-May-2017	31-May-2017	Change	Change %	Previous Week
Open	0.8994	0.9027	0.0033	0.4%	0.9003
High	0.9043	0.9057	0.0014	0.2%	0.9029
Low	0.8978	0.8997	0.0019	0.2%	0.8926
Close	0.9032	0.9052	0.0021	0.2%	0.8987
Range	0.0066	0.0061	-0.0005	-7.6%	0.0103
ATR	0.0072	0.0071	-0.0001	-1.2%	0.0000
Volume	164,779	141,038	-23,741	-14.4%	669,500

Daily Pivots for day following 31-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9217	0.9195	0.9085
R3	0.9156	0.9134	0.9069
R2	0.9096	0.9096	0.9063
R1	0.9074	0.9074	0.9058	0.9085
PP	0.9035	0.9035	0.9035	0.9041
S1	0.9013	0.9013	0.9046	0.9024
S2	0.8975	0.8975	0.9041
S3	0.8914	0.8953	0.9035
S4	0.8854	0.8892	0.9019

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	0.9057	0.8926	0.0131	1.4%	0.0059	0.6%	96%	True	False	138,344
10	0.9082	0.8851	0.0232	2.6%	0.0079	0.9%	87%	False	False	170,938
20	0.9082	0.8755	0.0328	3.6%	0.0072	0.8%	91%	False	False	155,805
40	0.9271	0.8755	0.0517	5.7%	0.0071	0.8%	58%	False	False	154,131
60	0.9271	0.8695	0.0577	6.4%	0.0070	0.8%	62%	False	False	149,525
80	0.9271	0.8695	0.0577	6.4%	0.0072	0.8%	62%	False	False	113,240
100	0.9271	0.8573	0.0699	7.7%	0.0081	0.9%	69%	False	False	90,743
120	0.9271	0.8497	0.0775	8.6%	0.0080	0.9%	72%	False	False	75,680

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	0.0019
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9314
2.618	0.9215
1.618	0.9155
1.000	0.9118
0.618	0.9094
HIGH	0.9057
0.618	0.9034
0.500	0.9027
0.382	0.9020
LOW	0.8997
0.618	0.8959
1.000	0.8936
1.618	0.8899
2.618	0.8838
4.250	0.8739

Fisher Pivots for day following 31-May-2017
Pivot	1 day	3 day
R1	0.9044	0.9035
PP	0.9035	0.9019
S1	0.9027	0.9002

Download as Excel Spreadsheet

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

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