CME Japanese Yen Future June 2017

Trading Metrics calculated at close of trading on 15-Jun-2017

Day Change Summary
	Previous	Current
	14-Jun-2017	15-Jun-2017	Change	Change %	Previous Week
Open	0.9087	0.9120	0.0033	0.4%	0.9060
High	0.9192	0.9152	-0.0040	-0.4%	0.9169
Low	0.9064	0.9012	-0.0053	-0.6%	0.9027
Close	0.9129	0.9021	-0.0108	-1.2%	0.9079
Range	0.0128	0.0141	0.0013	9.8%	0.0142
ATR	0.0076	0.0081	0.0005	6.1%	0.0000
Volume	306,691	205,721	-100,970	-32.9%	770,415

Daily Pivots for day following 15-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9483	0.9393	0.9098
R3	0.9343	0.9252	0.9060
R2	0.9202	0.9202	0.9047
R1	0.9112	0.9112	0.9034	0.9087
PP	0.9062	0.9062	0.9062	0.9049
S1	0.8971	0.8971	0.9008	0.8946
S2	0.8921	0.8921	0.8995
S3	0.8781	0.8831	0.8982
S4	0.8640	0.8690	0.8944

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	0.9012	0.0181	2.0%	0.0091	1.0%	5%	False	True	184,311
10	0.9192	0.8956	0.0236	2.6%	0.0086	1.0%	28%	False	False	169,392
20	0.9192	0.8926	0.0266	2.9%	0.0076	0.8%	36%	False	False	163,946
40	0.9218	0.8755	0.0464	5.1%	0.0073	0.8%	57%	False	False	155,688
60	0.9271	0.8755	0.0517	5.7%	0.0074	0.8%	52%	False	False	157,831
80	0.9271	0.8695	0.0577	6.4%	0.0072	0.8%	57%	False	False	135,968
100	0.9271	0.8695	0.0577	6.4%	0.0076	0.8%	57%	False	False	108,928
120	0.9271	0.8497	0.0775	8.6%	0.0080	0.9%	68%	False	False	90,897

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.9749
2.618	0.9520
1.618	0.9379
1.000	0.9293
0.618	0.9239
HIGH	0.9152
0.618	0.9098
0.500	0.9082
0.382	0.9065
LOW	0.9012
0.618	0.8925
1.000	0.8871
1.618	0.8784
2.618	0.8644
4.250	0.8414

Fisher Pivots for day following 15-Jun-2017
Pivot	1 day	3 day
R1	0.9082	0.9102
PP	0.9062	0.9075
S1	0.9041	0.9048

Download as Excel Spreadsheet

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

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