CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 01-Feb-2018

Day Change Summary
	Previous	Current
	31-Jan-2018	01-Feb-2018	Change	Change %	Previous Week
Open	0.9271	0.9217	-0.0053	-0.6%	0.9108
High	0.9282	0.9226	-0.0056	-0.6%	0.9310
Low	0.9213	0.9190	-0.0024	-0.3%	0.9073
Close	0.9242	0.9215	-0.0028	-0.3%	0.9279
Range	0.0069	0.0037	-0.0032	-47.1%	0.0237
ATR	0.0062	0.0061	-0.0001	-1.1%	0.0000
Volume	122	278	156	127.9%	1,377

Daily Pivots for day following 01-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9320	0.9304	0.9235
R3	0.9283	0.9267	0.9225
R2	0.9247	0.9247	0.9221
R1	0.9231	0.9231	0.9218	0.9220
PP	0.9210	0.9210	0.9210	0.9205
S1	0.9194	0.9194	0.9211	0.9184
S2	0.9174	0.9174	0.9208
S3	0.9137	0.9158	0.9204
S4	0.9101	0.9121	0.9194

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	0.9190	0.0121	1.3%	0.0066	0.7%	21%	False	True	194
10	0.9310	0.9073	0.0237	2.6%	0.0069	0.7%	60%	False	False	220
20	0.9310	0.8902	0.0409	4.4%	0.0063	0.7%	77%	False	False	160
40	0.9310	0.8894	0.0416	4.5%	0.0045	0.5%	77%	False	False	98

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0013
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.9381
2.618	0.9322
1.618	0.9285
1.000	0.9263
0.618	0.9249
HIGH	0.9226
0.618	0.9212
0.500	0.9208
0.382	0.9203
LOW	0.9190
0.618	0.9167
1.000	0.9153
1.618	0.9130
2.618	0.9094
4.250	0.9034

Fisher Pivots for day following 01-Feb-2018
Pivot	1 day	3 day
R1	0.9212	0.9245
PP	0.9210	0.9235
S1	0.9208	0.9225

Download as Excel Spreadsheet

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

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