CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 05-Jun-2017

Day Change Summary
	Previous	Current
	02-Jun-2017	05-Jun-2017	Change	Change %	Previous Week
Open	0.8985	0.9060	0.0075	0.8%	0.8994
High	0.9069	0.9070	0.0001	0.0%	0.9069
Low	0.8956	0.9035	0.0079	0.9%	0.8956
Close	0.9057	0.9057	0.0000	0.0%	0.9057
Range	0.0113	0.0035	-0.0078	-69.3%	0.0113
ATR	0.0075	0.0072	-0.0003	-3.8%	0.0000
Volume	175,451	88,063	-87,388	-49.8%	613,699

Daily Pivots for day following 05-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9157	0.9141	0.9075
R3	0.9123	0.9107	0.9066
R2	0.9088	0.9088	0.9063
R1	0.9072	0.9072	0.9060	0.9063
PP	0.9054	0.9054	0.9054	0.9049
S1	0.9038	0.9038	0.9053	0.9029
S2	0.9019	0.9019	0.9050
S3	0.8985	0.9003	0.9047
S4	0.8950	0.8969	0.9038

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	0.9070	0.8956	0.0114	1.3%	0.0067	0.7%	89%	True	False	140,352
10	0.9070	0.8926	0.0144	1.6%	0.0064	0.7%	91%	True	False	137,126
20	0.9082	0.8755	0.0328	3.6%	0.0073	0.8%	92%	False	False	155,527
40	0.9271	0.8755	0.0517	5.7%	0.0071	0.8%	58%	False	False	151,976
60	0.9271	0.8695	0.0577	6.4%	0.0071	0.8%	63%	False	False	151,565
80	0.9271	0.8695	0.0577	6.4%	0.0072	0.8%	63%	False	False	118,163
100	0.9271	0.8619	0.0653	7.2%	0.0079	0.9%	67%	False	False	94,666
120	0.9271	0.8497	0.0775	8.6%	0.0080	0.9%	72%	False	False	78,979

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0018
Narrowest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	0.9216
2.618	0.9160
1.618	0.9125
1.000	0.9104
0.618	0.9091
HIGH	0.9070
0.618	0.9056
0.500	0.9052
0.382	0.9048
LOW	0.9035
0.618	0.9014
1.000	0.9001
1.618	0.8979
2.618	0.8945
4.250	0.8888

Fisher Pivots for day following 05-Jun-2017
Pivot	1 day	3 day
R1	0.9055	0.9042
PP	0.9054	0.9027
S1	0.9052	0.9013

Download as Excel Spreadsheet

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

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