CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 07-Jun-2017

Day Change Summary
	Previous	Current
	06-Jun-2017	07-Jun-2017	Change	Change %	Previous Week
Open	0.9054	0.9149	0.0096	1.1%	0.8994
High	0.9160	0.9169	0.0009	0.1%	0.9069
Low	0.9052	0.9104	0.0052	0.6%	0.8956
Close	0.9133	0.9108	-0.0025	-0.3%	0.9057
Range	0.0108	0.0065	-0.0043	-40.0%	0.0113
ATR	0.0074	0.0074	-0.0001	-0.9%	0.0000
Volume	193,898	151,987	-41,911	-21.6%	613,699

Daily Pivots for day following 07-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9320	0.9279	0.9143
R3	0.9256	0.9214	0.9126
R2	0.9191	0.9191	0.9120
R1	0.9150	0.9150	0.9114	0.9138
PP	0.9127	0.9127	0.9127	0.9121
S1	0.9085	0.9085	0.9102	0.9074
S2	0.9062	0.9062	0.9096
S3	0.8998	0.9021	0.9090
S4	0.8933	0.8956	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	0.9169	0.8956	0.0213	2.3%	0.0076	0.8%	72%	True	False	148,366
10	0.9169	0.8926	0.0243	2.7%	0.0067	0.7%	75%	True	False	143,355
20	0.9169	0.8755	0.0414	4.5%	0.0074	0.8%	85%	True	False	158,107
40	0.9271	0.8755	0.0517	5.7%	0.0071	0.8%	68%	False	False	151,401
60	0.9271	0.8718	0.0554	6.1%	0.0072	0.8%	71%	False	False	152,879
80	0.9271	0.8695	0.0577	6.3%	0.0072	0.8%	72%	False	False	122,462
100	0.9271	0.8695	0.0577	6.3%	0.0078	0.9%	72%	False	False	98,109
120	0.9271	0.8497	0.0775	8.5%	0.0080	0.9%	79%	False	False	81,861

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9443
2.618	0.9337
1.618	0.9273
1.000	0.9233
0.618	0.9208
HIGH	0.9169
0.618	0.9144
0.500	0.9136
0.382	0.9129
LOW	0.9104
0.618	0.9064
1.000	0.9040
1.618	0.9000
2.618	0.8935
4.250	0.8830

Fisher Pivots for day following 07-Jun-2017
Pivot	1 day	3 day
R1	0.9136	0.9106
PP	0.9127	0.9104
S1	0.9117	0.9102

Download as Excel Spreadsheet

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

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