CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 09-Jun-2017

Day Change Summary
	Previous	Current
	08-Jun-2017	09-Jun-2017	Change	Change %	Previous Week
Open	0.9109	0.9102	-0.0007	-0.1%	0.9060
High	0.9145	0.9109	-0.0037	-0.4%	0.9169
Low	0.9062	0.9027	-0.0035	-0.4%	0.9027
Close	0.9100	0.9079	-0.0021	-0.2%	0.9079
Range	0.0084	0.0082	-0.0002	-1.8%	0.0142
ATR	0.0074	0.0075	0.0001	0.7%	0.0000
Volume	162,973	173,494	10,521	6.5%	770,415

Daily Pivots for day following 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9317	0.9280	0.9124
R3	0.9235	0.9198	0.9102
R2	0.9153	0.9153	0.9094
R1	0.9116	0.9116	0.9087	0.9094
PP	0.9071	0.9071	0.9071	0.9060
S1	0.9034	0.9034	0.9071	0.9012
S2	0.8989	0.8989	0.9064
S3	0.8907	0.8952	0.9056
S4	0.8825	0.8870	0.9034

Weekly Pivots for week ending 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9517	0.9440	0.9157
R3	0.9375	0.9298	0.9118
R2	0.9233	0.9233	0.9105
R1	0.9156	0.9156	0.9092	0.9195
PP	0.9091	0.9091	0.9091	0.9111
S1	0.9014	0.9014	0.9066	0.9053
S2	0.8949	0.8949	0.9053
S3	0.8807	0.8872	0.9040
S4	0.8665	0.8730	0.9001

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9169	0.9027	0.0142	1.6%	0.0074	0.8%	37%	False	True	154,083
10	0.9169	0.8947	0.0222	2.4%	0.0075	0.8%	60%	False	False	151,066
20	0.9169	0.8787	0.0382	4.2%	0.0076	0.8%	77%	False	False	160,226
40	0.9271	0.8755	0.0517	5.7%	0.0071	0.8%	63%	False	False	150,438
60	0.9271	0.8755	0.0517	5.7%	0.0072	0.8%	63%	False	False	154,082
80	0.9271	0.8695	0.0577	6.3%	0.0072	0.8%	67%	False	False	126,655
100	0.9271	0.8695	0.0577	6.3%	0.0077	0.8%	67%	False	False	101,462
120	0.9271	0.8497	0.0775	8.5%	0.0079	0.9%	75%	False	False	84,665

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9457
2.618	0.9323
1.618	0.9241
1.000	0.9191
0.618	0.9159
HIGH	0.9109
0.618	0.9077
0.500	0.9068
0.382	0.9058
LOW	0.9027
0.618	0.8976
1.000	0.8945
1.618	0.8894
2.618	0.8812
4.250	0.8678

Fisher Pivots for day following 09-Jun-2017
Pivot	1 day	3 day
R1	0.9075	0.9098
PP	0.9071	0.9091
S1	0.9068	0.9085

Download as Excel Spreadsheet

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

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