CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 09-Feb-2018

Day Change Summary
	Previous	Current
	08-Feb-2018	09-Feb-2018	Change	Change %	Previous Week
Open	0.9221	0.9266	0.0046	0.5%	0.9148
High	0.9281	0.9330	0.0049	0.5%	0.9330
Low	0.9187	0.9228	0.0041	0.4%	0.9144
Close	0.9260	0.9287	0.0027	0.3%	0.9287
Range	0.0094	0.0102	0.0009	9.1%	0.0186
ATR	0.0070	0.0072	0.0002	3.3%	0.0000
Volume	198	486	288	145.5%	1,237

Daily Pivots for day following 09-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9587	0.9539	0.9343
R3	0.9485	0.9437	0.9315
R2	0.9383	0.9383	0.9305
R1	0.9335	0.9335	0.9296	0.9359
PP	0.9281	0.9281	0.9281	0.9293
S1	0.9233	0.9233	0.9277	0.9257
S2	0.9179	0.9179	0.9268
S3	0.9077	0.9131	0.9258
S4	0.8975	0.9029	0.9230

Weekly Pivots for week ending 09-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9810	0.9734	0.9389
R3	0.9624	0.9548	0.9338
R2	0.9439	0.9439	0.9321
R1	0.9363	0.9363	0.9304	0.9401
PP	0.9253	0.9253	0.9253	0.9272
S1	0.9177	0.9177	0.9269	0.9215
S2	0.9068	0.9068	0.9252
S3	0.8882	0.8992	0.9235
S4	0.8697	0.8806	0.9184

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9330	0.9144	0.0186	2.0%	0.0090	1.0%	77%	True	False	247
10	0.9330	0.9126	0.0204	2.2%	0.0076	0.8%	79%	True	False	237
20	0.9330	0.9035	0.0295	3.2%	0.0075	0.8%	85%	True	False	220
40	0.9330	0.8902	0.0428	4.6%	0.0054	0.6%	90%	True	False	133

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 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9763
2.618	0.9597
1.618	0.9495
1.000	0.9432
0.618	0.9393
HIGH	0.9330
0.618	0.9291
0.500	0.9279
0.382	0.9266
LOW	0.9228
0.618	0.9164
1.000	0.9126
1.618	0.9062
2.618	0.8960
4.250	0.8794

Fisher Pivots for day following 09-Feb-2018
Pivot	1 day	3 day
R1	0.9284	0.9277
PP	0.9281	0.9268
S1	0.9279	0.9258

Download as Excel Spreadsheet

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

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