CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 13-Jun-2017

Day Change Summary
	Previous	Current
	12-Jun-2017	13-Jun-2017	Change	Change %	Previous Week
Open	0.9058	0.9099	0.0041	0.5%	0.9060
High	0.9124	0.9108	-0.0016	-0.2%	0.9169
Low	0.9057	0.9071	0.0014	0.2%	0.9027
Close	0.9110	0.9096	-0.0014	-0.2%	0.9079
Range	0.0067	0.0037	-0.0030	-45.2%	0.0142
ATR	0.0074	0.0072	-0.0002	-3.4%	0.0000
Volume	121,460	114,189	-7,271	-6.0%	770,415

Daily Pivots for day following 13-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9202	0.9186	0.9116
R3	0.9165	0.9149	0.9106
R2	0.9128	0.9128	0.9103
R1	0.9112	0.9112	0.9099	0.9102
PP	0.9091	0.9091	0.9091	0.9086
S1	0.9075	0.9075	0.9093	0.9065
S2	0.9054	0.9054	0.9089
S3	0.9017	0.9038	0.9086
S4	0.8980	0.9001	0.9076

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%	0.0067	0.7%	49%	False	False	144,820
10	0.9169	0.8956	0.0213	2.3%	0.0071	0.8%	66%	False	False	145,498
20	0.9169	0.8800	0.0369	4.1%	0.0075	0.8%	80%	False	False	158,710
40	0.9255	0.8755	0.0500	5.5%	0.0070	0.8%	68%	False	False	149,737
60	0.9271	0.8755	0.0517	5.7%	0.0071	0.8%	66%	False	False	153,834
80	0.9271	0.8695	0.0577	6.3%	0.0071	0.8%	70%	False	False	129,583
100	0.9271	0.8695	0.0577	6.3%	0.0076	0.8%	70%	False	False	103,811
120	0.9271	0.8497	0.0775	8.5%	0.0079	0.9%	77%	False	False	86,628

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.9265
2.618	0.9204
1.618	0.9167
1.000	0.9145
0.618	0.9130
HIGH	0.9108
0.618	0.9093
0.500	0.9089
0.382	0.9085
LOW	0.9071
0.618	0.9048
1.000	0.9034
1.618	0.9011
2.618	0.8974
4.250	0.8913

Fisher Pivots for day following 13-Jun-2017
Pivot	1 day	3 day
R1	0.9094	0.9089
PP	0.9091	0.9082
S1	0.9089	0.9075

Download as Excel Spreadsheet

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

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