CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 26-Mar-2018

Day Change Summary
	Previous	Current
	23-Mar-2018	26-Mar-2018	Change	Change %	Previous Week
Open	0.9550	0.9610	0.0061	0.6%	0.9489
High	0.9614	0.9615	0.0001	0.0%	0.9614
Low	0.9548	0.9534	-0.0014	-0.1%	0.9434
Close	0.9596	0.9558	-0.0038	-0.4%	0.9596
Range	0.0066	0.0081	0.0015	22.9%	0.0180
ATR	0.0071	0.0072	0.0001	1.0%	0.0000
Volume	205,898	141,081	-64,817	-31.5%	784,347

Daily Pivots for day following 26-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9810	0.9764	0.9602
R3	0.9730	0.9684	0.9580
R2	0.9649	0.9649	0.9572
R1	0.9603	0.9603	0.9565	0.9586
PP	0.9569	0.9569	0.9569	0.9560
S1	0.9523	0.9523	0.9550	0.9506
S2	0.9488	0.9488	0.9543
S3	0.9408	0.9442	0.9535
S4	0.9327	0.9362	0.9513

Weekly Pivots for week ending 23-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.0088	1.0022	0.9695
R3	0.9908	0.9842	0.9645
R2	0.9728	0.9728	0.9629
R1	0.9662	0.9662	0.9612	0.9695
PP	0.9548	0.9548	0.9548	0.9564
S1	0.9482	0.9482	0.9579	0.9515
S2	0.9368	0.9368	0.9563
S3	0.9188	0.9302	0.9546
S4	0.9008	0.9122	0.9497

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9615	0.9434	0.0181	1.9%	0.0070	0.7%	69%	True	False	159,676
10	0.9615	0.9382	0.0233	2.4%	0.0069	0.7%	75%	True	False	127,737
20	0.9615	0.9360	0.0255	2.7%	0.0069	0.7%	78%	True	False	69,342
40	0.9615	0.9126	0.0489	5.1%	0.0072	0.8%	88%	True	False	34,834
60	0.9615	0.8902	0.0713	7.5%	0.0068	0.7%	92%	True	False	23,266
80	0.9615	0.8894	0.0721	7.5%	0.0058	0.6%	92%	True	False	17,457

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.9957
2.618	0.9825
1.618	0.9745
1.000	0.9695
0.618	0.9664
HIGH	0.9615
0.618	0.9584
0.500	0.9574
0.382	0.9565
LOW	0.9534
0.618	0.9484
1.000	0.9454
1.618	0.9404
2.618	0.9323
4.250	0.9192

Fisher Pivots for day following 26-Mar-2018
Pivot	1 day	3 day
R1	0.9574	0.9554
PP	0.9569	0.9551
S1	0.9563	0.9548

Download as Excel Spreadsheet

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

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