CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 26-Jan-2018

Day Change Summary
	Previous	Current
	25-Jan-2018	26-Jan-2018	Change	Change %	Previous Week
Open	0.9231	0.9198	-0.0033	-0.4%	0.9108
High	0.9289	0.9310	0.0022	0.2%	0.9310
Low	0.9197	0.9191	-0.0006	-0.1%	0.9073
Close	0.9216	0.9279	0.0064	0.7%	0.9279
Range	0.0092	0.0119	0.0028	30.1%	0.0237
ATR	0.0058	0.0063	0.0004	7.4%	0.0000
Volume	612	189	-423	-69.1%	1,377

Daily Pivots for day following 26-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9617	0.9567	0.9344
R3	0.9498	0.9448	0.9312
R2	0.9379	0.9379	0.9301
R1	0.9329	0.9329	0.9290	0.9354
PP	0.9260	0.9260	0.9260	0.9273
S1	0.9210	0.9210	0.9268	0.9235
S2	0.9141	0.9141	0.9257
S3	0.9022	0.9091	0.9246
S4	0.8903	0.8972	0.9214

Weekly Pivots for week ending 26-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9932	0.9842	0.9409
R3	0.9695	0.9605	0.9344
R2	0.9458	0.9458	0.9322
R1	0.9368	0.9368	0.9301	0.9413
PP	0.9221	0.9221	0.9221	0.9243
S1	0.9131	0.9131	0.9257	0.9176
S2	0.8984	0.8984	0.9236
S3	0.8747	0.8894	0.9214
S4	0.8510	0.8657	0.9149

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9310	0.9073	0.0237	2.6%	0.0086	0.9%	87%	True	False	275
10	0.9310	0.9035	0.0275	3.0%	0.0074	0.8%	89%	True	False	204
20	0.9310	0.8902	0.0409	4.4%	0.0059	0.6%	92%	True	False	131
40	0.9310	0.8894	0.0416	4.5%	0.0043	0.5%	93%	True	False	79

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	0.0015
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	0.9816
2.618	0.9622
1.618	0.9503
1.000	0.9429
0.618	0.9384
HIGH	0.9310
0.618	0.9265
0.500	0.9251
0.382	0.9236
LOW	0.9191
0.618	0.9117
1.000	0.9072
1.618	0.8998
2.618	0.8879
4.250	0.8685

Fisher Pivots for day following 26-Jan-2018
Pivot	1 day	3 day
R1	0.9270	0.9262
PP	0.9260	0.9246
S1	0.9251	0.9229

Download as Excel Spreadsheet

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

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