CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 14-Jun-2017

Day Change Summary
	Previous	Current
	13-Jun-2017	14-Jun-2017	Change	Change %	Previous Week
Open	0.9099	0.9087	-0.0012	-0.1%	0.9060
High	0.9108	0.9192	0.0085	0.9%	0.9169
Low	0.9071	0.9064	-0.0007	-0.1%	0.9027
Close	0.9096	0.9129	0.0033	0.4%	0.9079
Range	0.0037	0.0128	0.0091	245.9%	0.0142
ATR	0.0072	0.0076	0.0004	5.6%	0.0000
Volume	114,189	306,691	192,502	168.6%	770,415

Daily Pivots for day following 14-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9512	0.9448	0.9199
R3	0.9384	0.9320	0.9164
R2	0.9256	0.9256	0.9152
R1	0.9192	0.9192	0.9140	0.9224
PP	0.9128	0.9128	0.9128	0.9144
S1	0.9064	0.9064	0.9117	0.9096
S2	0.9000	0.9000	0.9105
S3	0.8872	0.8936	0.9093
S4	0.8744	0.8808	0.9058

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	0.9192	0.9027	0.0166	1.8%	0.0080	0.9%	62%	True	False	175,761
10	0.9192	0.8956	0.0236	2.6%	0.0078	0.9%	73%	True	False	162,063
20	0.9192	0.8851	0.0342	3.7%	0.0079	0.9%	81%	True	False	166,501
40	0.9249	0.8755	0.0494	5.4%	0.0072	0.8%	76%	False	False	153,463
60	0.9271	0.8755	0.0517	5.7%	0.0073	0.8%	72%	False	False	157,640
80	0.9271	0.8695	0.0577	6.3%	0.0072	0.8%	75%	False	False	133,405
100	0.9271	0.8695	0.0577	6.3%	0.0076	0.8%	75%	False	False	106,875
120	0.9271	0.8497	0.0775	8.5%	0.0079	0.9%	82%	False	False	89,183

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.9736
2.618	0.9527
1.618	0.9399
1.000	0.9320
0.618	0.9271
HIGH	0.9192
0.618	0.9143
0.500	0.9128
0.382	0.9113
LOW	0.9064
0.618	0.8985
1.000	0.8936
1.618	0.8857
2.618	0.8729
4.250	0.8520

Fisher Pivots for day following 14-Jun-2017
Pivot	1 day	3 day
R1	0.9128	0.9127
PP	0.9128	0.9126
S1	0.9128	0.9124

Download as Excel Spreadsheet

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

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