CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 06-Feb-2018

Day Change Summary
	Previous	Current
	05-Feb-2018	06-Feb-2018	Change	Change %	Previous Week
Open	0.9148	0.9234	0.0086	0.9%	0.9260
High	0.9243	0.9292	0.0049	0.5%	0.9300
Low	0.9144	0.9199	0.0055	0.6%	0.9126
Close	0.9192	0.9221	0.0029	0.3%	0.9144
Range	0.0099	0.0093	-0.0007	-6.6%	0.0174
ATR	0.0066	0.0069	0.0002	3.6%	0.0000
Volume	253	192	-61	-24.1%	1,141

Daily Pivots for day following 06-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9515	0.9460	0.9271
R3	0.9422	0.9368	0.9246
R2	0.9330	0.9330	0.9237
R1	0.9275	0.9275	0.9229	0.9256
PP	0.9237	0.9237	0.9237	0.9228
S1	0.9183	0.9183	0.9212	0.9164
S2	0.9145	0.9145	0.9204
S3	0.9052	0.9090	0.9195
S4	0.8960	0.8998	0.9170

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	0.9292	0.9126	0.0166	1.8%	0.0079	0.9%	57%	True	False	240
10	0.9310	0.9126	0.0184	2.0%	0.0081	0.9%	51%	False	False	260
20	0.9310	0.8915	0.0395	4.3%	0.0074	0.8%	77%	False	False	193
40	0.9310	0.8894	0.0416	4.5%	0.0050	0.5%	78%	False	False	118

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9685
2.618	0.9534
1.618	0.9441
1.000	0.9384
0.618	0.9349
HIGH	0.9292
0.618	0.9256
0.500	0.9245
0.382	0.9234
LOW	0.9199
0.618	0.9142
1.000	0.9107
1.618	0.9049
2.618	0.8957
4.250	0.8806

Fisher Pivots for day following 06-Feb-2018
Pivot	1 day	3 day
R1	0.9245	0.9217
PP	0.9237	0.9213
S1	0.9229	0.9209

Download as Excel Spreadsheet

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

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