CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 06-Jun-2017

Day Change Summary
	Previous	Current
	05-Jun-2017	06-Jun-2017	Change	Change %	Previous Week
Open	0.9060	0.9054	-0.0007	-0.1%	0.8994
High	0.9070	0.9160	0.0090	1.0%	0.9069
Low	0.9035	0.9052	0.0017	0.2%	0.8956
Close	0.9057	0.9133	0.0076	0.8%	0.9057
Range	0.0035	0.0108	0.0073	211.6%	0.0113
ATR	0.0072	0.0074	0.0003	3.5%	0.0000
Volume	88,063	193,898	105,835	120.2%	613,699

Daily Pivots for day following 06-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9437	0.9392	0.9192
R3	0.9330	0.9285	0.9162
R2	0.9222	0.9222	0.9152
R1	0.9177	0.9177	0.9142	0.9200
PP	0.9115	0.9115	0.9115	0.9126
S1	0.9070	0.9070	0.9123	0.9092
S2	0.9007	0.9007	0.9113
S3	0.8900	0.8962	0.9103
S4	0.8792	0.8855	0.9073

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	0.9160	0.8956	0.0204	2.2%	0.0076	0.8%	87%	True	False	146,176
10	0.9160	0.8926	0.0234	2.6%	0.0069	0.8%	88%	True	False	144,649
20	0.9160	0.8755	0.0405	4.4%	0.0075	0.8%	93%	True	False	158,267
40	0.9271	0.8755	0.0517	5.7%	0.0071	0.8%	73%	False	False	150,704
60	0.9271	0.8718	0.0554	6.1%	0.0072	0.8%	75%	False	False	151,715
80	0.9271	0.8695	0.0577	6.3%	0.0072	0.8%	76%	False	False	120,573
100	0.9271	0.8695	0.0577	6.3%	0.0078	0.9%	76%	False	False	96,601
120	0.9271	0.8497	0.0775	8.5%	0.0080	0.9%	82%	False	False	80,595

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9616
2.618	0.9441
1.618	0.9333
1.000	0.9267
0.618	0.9226
HIGH	0.9160
0.618	0.9118
0.500	0.9106
0.382	0.9093
LOW	0.9052
0.618	0.8986
1.000	0.8945
1.618	0.8878
2.618	0.8771
4.250	0.8595

Fisher Pivots for day following 06-Jun-2017
Pivot	1 day	3 day
R1	0.9124	0.9108
PP	0.9115	0.9083
S1	0.9106	0.9058

Download as Excel Spreadsheet

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

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