CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 02-Jun-2017

Day Change Summary
	Previous	Current
	01-Jun-2017	02-Jun-2017	Change	Change %	Previous Week
Open	0.9029	0.8985	-0.0044	-0.5%	0.8994
High	0.9038	0.9069	0.0031	0.3%	0.9069
Low	0.8975	0.8956	-0.0019	-0.2%	0.8956
Close	0.8990	0.9057	0.0067	0.7%	0.9057
Range	0.0063	0.0113	0.0050	78.6%	0.0113
ATR	0.0072	0.0075	0.0003	4.0%	0.0000
Volume	132,431	175,451	43,020	32.5%	613,699

Daily Pivots for day following 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9365	0.9323	0.9118
R3	0.9252	0.9211	0.9087
R2	0.9140	0.9140	0.9077
R1	0.9098	0.9098	0.9067	0.9119
PP	0.9027	0.9027	0.9027	0.9037
S1	0.8986	0.8986	0.9046	0.9006
S2	0.8915	0.8915	0.9036
S3	0.8802	0.8873	0.9026
S4	0.8690	0.8761	0.8995

Weekly Pivots for week ending 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9365	0.9323	0.9118
R3	0.9252	0.9211	0.9087
R2	0.9140	0.9140	0.9077
R1	0.9098	0.9098	0.9067	0.9119
PP	0.9027	0.9027	0.9027	0.9037
S1	0.8986	0.8986	0.9046	0.9006
S2	0.8915	0.8915	0.9036
S3	0.8802	0.8873	0.9026
S4	0.8690	0.8761	0.8995

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9069	0.8947	0.0122	1.3%	0.0076	0.8%	90%	True	False	148,049
10	0.9069	0.8926	0.0143	1.6%	0.0066	0.7%	92%	True	False	144,608
20	0.9082	0.8755	0.0328	3.6%	0.0075	0.8%	92%	False	False	157,858
40	0.9271	0.8755	0.0517	5.7%	0.0072	0.8%	58%	False	False	153,716
60	0.9271	0.8695	0.0577	6.4%	0.0071	0.8%	63%	False	False	151,476
80	0.9271	0.8695	0.0577	6.4%	0.0072	0.8%	63%	False	False	117,067
100	0.9271	0.8619	0.0653	7.2%	0.0080	0.9%	67%	False	False	93,812
120	0.9271	0.8497	0.0775	8.6%	0.0080	0.9%	72%	False	False	78,246

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9547
2.618	0.9363
1.618	0.9251
1.000	0.9181
0.618	0.9138
HIGH	0.9069
0.618	0.9026
0.500	0.9012
0.382	0.8999
LOW	0.8956
0.618	0.8886
1.000	0.8844
1.618	0.8774
2.618	0.8661
4.250	0.8478

Fisher Pivots for day following 02-Jun-2017
Pivot	1 day	3 day
R1	0.9042	0.9042
PP	0.9027	0.9027
S1	0.9012	0.9012

Download as Excel Spreadsheet

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

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