CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 16-Feb-2018

Day Change Summary
	Previous	Current
	15-Feb-2018	16-Feb-2018	Change	Change %	Previous Week
Open	0.9424	0.9480	0.0057	0.6%	0.9273
High	0.9502	0.9549	0.0047	0.5%	0.9549
Low	0.9424	0.9475	0.0052	0.5%	0.9270
Close	0.9486	0.9481	-0.0005	-0.1%	0.9481
Range	0.0079	0.0074	-0.0005	-6.4%	0.0279
ATR	0.0075	0.0075	0.0000	-0.1%	0.0000
Volume	342	263	-79	-23.1%	1,976

Daily Pivots for day following 16-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9722	0.9675	0.9521
R3	0.9648	0.9601	0.9501
R2	0.9575	0.9575	0.9494
R1	0.9528	0.9528	0.9487	0.9551
PP	0.9501	0.9501	0.9501	0.9513
S1	0.9454	0.9454	0.9474	0.9478
S2	0.9428	0.9428	0.9467
S3	0.9354	0.9381	0.9460
S4	0.9281	0.9307	0.9440

Weekly Pivots for week ending 16-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0269	1.0153	0.9634
R3	0.9990	0.9875	0.9557
R2	0.9712	0.9712	0.9532
R1	0.9596	0.9596	0.9506	0.9654
PP	0.9433	0.9433	0.9433	0.9462
S1	0.9318	0.9318	0.9455	0.9375
S2	0.9155	0.9155	0.9429
S3	0.8876	0.9039	0.9404
S4	0.8598	0.8761	0.9327

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9549	0.9270	0.0279	2.9%	0.0077	0.8%	76%	True	False	395
10	0.9549	0.9144	0.0405	4.3%	0.0083	0.9%	83%	True	False	321
20	0.9549	0.9073	0.0476	5.0%	0.0079	0.8%	86%	True	False	286
40	0.9549	0.8902	0.0647	6.8%	0.0060	0.6%	89%	True	False	175

Crabel Price Patterns
NR	True
NR4	True
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	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9861
2.618	0.9741
1.618	0.9667
1.000	0.9622
0.618	0.9594
HIGH	0.9549
0.618	0.9520
0.500	0.9512
0.382	0.9503
LOW	0.9475
0.618	0.9430
1.000	0.9402
1.618	0.9356
2.618	0.9283
4.250	0.9163

Fisher Pivots for day following 16-Feb-2018
Pivot	1 day	3 day
R1	0.9512	0.9470
PP	0.9501	0.9459
S1	0.9491	0.9449

Download as Excel Spreadsheet

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

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