CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 12-Feb-2018

Day Change Summary
	Previous	Current
	09-Feb-2018	12-Feb-2018	Change	Change %	Previous Week
Open	0.9266	0.9273	0.0007	0.1%	0.9148
High	0.9330	0.9294	-0.0036	-0.4%	0.9330
Low	0.9228	0.9270	0.0043	0.5%	0.9144
Close	0.9287	0.9278	-0.0009	-0.1%	0.9287
Range	0.0102	0.0024	-0.0078	-76.5%	0.0186
ATR	0.0072	0.0069	-0.0003	-4.8%	0.0000
Volume	486	137	-349	-71.8%	1,237

Daily Pivots for day following 12-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9353	0.9339	0.9291
R3	0.9329	0.9315	0.9284
R2	0.9305	0.9305	0.9282
R1	0.9291	0.9291	0.9280	0.9298
PP	0.9281	0.9281	0.9281	0.9284
S1	0.9267	0.9267	0.9275	0.9274
S2	0.9257	0.9257	0.9273
S3	0.9233	0.9243	0.9271
S4	0.9209	0.9219	0.9264

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	0.9187	0.0143	1.5%	0.0075	0.8%	64%	False	False	224
10	0.9330	0.9126	0.0204	2.2%	0.0073	0.8%	74%	False	False	229
20	0.9330	0.9050	0.0280	3.0%	0.0073	0.8%	81%	False	False	220
40	0.9330	0.8902	0.0428	4.6%	0.0054	0.6%	88%	False	False	136

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	0.9396
2.618	0.9357
1.618	0.9333
1.000	0.9318
0.618	0.9309
HIGH	0.9294
0.618	0.9285
0.500	0.9282
0.382	0.9279
LOW	0.9270
0.618	0.9255
1.000	0.9246
1.618	0.9231
2.618	0.9207
4.250	0.9168

Fisher Pivots for day following 12-Feb-2018
Pivot	1 day	3 day
R1	0.9282	0.9271
PP	0.9281	0.9265
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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