CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 12-Jun-2017

Day Change Summary
	Previous	Current
	09-Jun-2017	12-Jun-2017	Change	Change %	Previous Week
Open	0.9102	0.9058	-0.0044	-0.5%	0.9060
High	0.9109	0.9124	0.0015	0.2%	0.9169
Low	0.9027	0.9057	0.0030	0.3%	0.9027
Close	0.9079	0.9110	0.0031	0.3%	0.9079
Range	0.0082	0.0067	-0.0015	-17.7%	0.0142
ATR	0.0075	0.0074	-0.0001	-0.7%	0.0000
Volume	173,494	121,460	-52,034	-30.0%	770,415

Daily Pivots for day following 12-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9299	0.9272	0.9147
R3	0.9232	0.9205	0.9129
R2	0.9164	0.9164	0.9122
R1	0.9137	0.9137	0.9116	0.9151
PP	0.9097	0.9097	0.9097	0.9104
S1	0.9070	0.9070	0.9104	0.9083
S2	0.9029	0.9029	0.9098
S3	0.8962	0.9002	0.9091
S4	0.8894	0.8935	0.9073

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%	0.0081	0.9%	59%	False	False	160,762
10	0.9169	0.8956	0.0213	2.3%	0.0074	0.8%	72%	False	False	150,557
20	0.9169	0.8794	0.0375	4.1%	0.0076	0.8%	84%	False	False	158,972
40	0.9271	0.8755	0.0517	5.7%	0.0071	0.8%	69%	False	False	149,768
60	0.9271	0.8755	0.0517	5.7%	0.0072	0.8%	69%	False	False	153,662
80	0.9271	0.8695	0.0577	6.3%	0.0072	0.8%	72%	False	False	128,165
100	0.9271	0.8695	0.0577	6.3%	0.0076	0.8%	72%	False	False	102,672
120	0.9271	0.8497	0.0775	8.5%	0.0079	0.9%	79%	False	False	85,677

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9411
2.618	0.9301
1.618	0.9233
1.000	0.9191
0.618	0.9166
HIGH	0.9124
0.618	0.9098
0.500	0.9090
0.382	0.9082
LOW	0.9057
0.618	0.9015
1.000	0.8989
1.618	0.8947
2.618	0.8880
4.250	0.8770

Fisher Pivots for day following 12-Jun-2017
Pivot	1 day	3 day
R1	0.9103	0.9102
PP	0.9097	0.9094
S1	0.9090	0.9086

Download as Excel Spreadsheet

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

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