CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 01-Jun-2017

Day Change Summary
	Previous	Current
	31-May-2017	01-Jun-2017	Change	Change %	Previous Week
Open	0.9027	0.9029	0.0002	0.0%	0.9003
High	0.9057	0.9038	-0.0020	-0.2%	0.9029
Low	0.8997	0.8975	-0.0022	-0.2%	0.8926
Close	0.9052	0.8990	-0.0063	-0.7%	0.8987
Range	0.0061	0.0063	0.0003	4.1%	0.0103
ATR	0.0071	0.0072	0.0000	0.6%	0.0000
Volume	141,038	132,431	-8,607	-6.1%	669,500

Daily Pivots for day following 01-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9190	0.9153	0.9024
R3	0.9127	0.9090	0.9007
R2	0.9064	0.9064	0.9001
R1	0.9027	0.9027	0.8995	0.9014
PP	0.9001	0.9001	0.9001	0.8994
S1	0.8964	0.8964	0.8984	0.8951
S2	0.8938	0.8938	0.8978
S3	0.8875	0.8901	0.8972
S4	0.8812	0.8838	0.8955

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	0.8939	0.0119	1.3%	0.0061	0.7%	43%	False	False	135,255
10	0.9082	0.8926	0.0156	1.7%	0.0067	0.7%	41%	False	False	158,500
20	0.9082	0.8755	0.0328	3.6%	0.0072	0.8%	72%	False	False	156,371
40	0.9271	0.8755	0.0517	5.7%	0.0071	0.8%	45%	False	False	153,910
60	0.9271	0.8695	0.0577	6.4%	0.0071	0.8%	51%	False	False	150,617
80	0.9271	0.8695	0.0577	6.4%	0.0072	0.8%	51%	False	False	114,881
100	0.9271	0.8573	0.0699	7.8%	0.0080	0.9%	60%	False	False	92,060
120	0.9271	0.8497	0.0775	8.6%	0.0080	0.9%	64%	False	False	76,784

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9305
2.618	0.9202
1.618	0.9139
1.000	0.9101
0.618	0.9076
HIGH	0.9038
0.618	0.9013
0.500	0.9006
0.382	0.8999
LOW	0.8975
0.618	0.8936
1.000	0.8912
1.618	0.8873
2.618	0.8810
4.250	0.8707

Fisher Pivots for day following 01-Jun-2017
Pivot	1 day	3 day
R1	0.9006	0.9016
PP	0.9001	0.9007
S1	0.8995	0.8998

Download as Excel Spreadsheet

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

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