CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 02-Feb-2018

Day Change Summary
	Previous	Current
	01-Feb-2018	02-Feb-2018	Change	Change %	Previous Week
Open	0.9217	0.9210	-0.0007	-0.1%	0.9260
High	0.9226	0.9224	-0.0002	0.0%	0.9300
Low	0.9190	0.9126	-0.0064	-0.7%	0.9126
Close	0.9215	0.9144	-0.0071	-0.8%	0.9144
Range	0.0037	0.0098	0.0062	168.5%	0.0174
ATR	0.0061	0.0064	0.0003	4.3%	0.0000
Volume	278	356	78	28.1%	1,141

Daily Pivots for day following 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9459	0.9399	0.9198
R3	0.9361	0.9301	0.9171
R2	0.9263	0.9263	0.9162
R1	0.9203	0.9203	0.9153	0.9184
PP	0.9165	0.9165	0.9165	0.9155
S1	0.9105	0.9105	0.9135	0.9086
S2	0.9067	0.9067	0.9126
S3	0.8969	0.9007	0.9117
S4	0.8871	0.8909	0.9090

Weekly Pivots for week ending 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9712	0.9602	0.9240
R3	0.9538	0.9428	0.9192
R2	0.9364	0.9364	0.9176
R1	0.9254	0.9254	0.9160	0.9222
PP	0.9190	0.9190	0.9190	0.9174
S1	0.9080	0.9080	0.9128	0.9048
S2	0.9016	0.9016	0.9112
S3	0.8842	0.8906	0.9096
S4	0.8668	0.8732	0.9048

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9300	0.9126	0.0174	1.9%	0.0062	0.7%	10%	False	True	228
10	0.9310	0.9073	0.0237	2.6%	0.0074	0.8%	30%	False	False	251
20	0.9310	0.8902	0.0409	4.5%	0.0067	0.7%	59%	False	False	175
40	0.9310	0.8894	0.0416	4.5%	0.0047	0.5%	60%	False	False	107

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9641
2.618	0.9481
1.618	0.9383
1.000	0.9322
0.618	0.9285
HIGH	0.9224
0.618	0.9187
0.500	0.9175
0.382	0.9163
LOW	0.9126
0.618	0.9065
1.000	0.9028
1.618	0.8967
2.618	0.8869
4.250	0.8710

Fisher Pivots for day following 02-Feb-2018
Pivot	1 day	3 day
R1	0.9175	0.9204
PP	0.9165	0.9184
S1	0.9154	0.9164

Download as Excel Spreadsheet

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

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