CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 28-Mar-2018

Day Change Summary
	Previous	Current
	27-Mar-2018	28-Mar-2018	Change	Change %	Previous Week
Open	0.9536	0.9542	0.0006	0.1%	0.9489
High	0.9546	0.9542	-0.0004	0.0%	0.9614
Low	0.9494	0.9393	-0.0101	-1.1%	0.9434
Close	0.9528	0.9406	-0.0122	-1.3%	0.9596
Range	0.0052	0.0149	0.0097	189.3%	0.0180
ATR	0.0071	0.0077	0.0006	7.8%	0.0000
Volume	140,964	209,296	68,332	48.5%	784,347

Daily Pivots for day following 28-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9894	0.9799	0.9487
R3	0.9745	0.9650	0.9446
R2	0.9596	0.9596	0.9433
R1	0.9501	0.9501	0.9419	0.9474
PP	0.9447	0.9447	0.9447	0.9433
S1	0.9352	0.9352	0.9392	0.9325
S2	0.9298	0.9298	0.9378
S3	0.9149	0.9203	0.9365
S4	0.9000	0.9054	0.9324

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	0.9393	0.0222	2.4%	0.0084	0.9%	6%	False	True	181,045
10	0.9615	0.9393	0.0222	2.4%	0.0073	0.8%	6%	False	True	150,514
20	0.9615	0.9382	0.0233	2.5%	0.0072	0.8%	10%	False	False	86,758
40	0.9615	0.9126	0.0489	5.2%	0.0075	0.8%	57%	False	False	43,581
60	0.9615	0.8902	0.0713	7.6%	0.0070	0.7%	71%	False	False	29,103
80	0.9615	0.8894	0.0721	7.7%	0.0060	0.6%	71%	False	False	21,835

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	0.0008
Widest range in 84 trading days

Fibonacci Retracements and Extensions
4.250	1.0175
2.618	0.9932
1.618	0.9783
1.000	0.9691
0.618	0.9634
HIGH	0.9542
0.618	0.9485
0.500	0.9468
0.382	0.9450
LOW	0.9393
0.618	0.9301
1.000	0.9244
1.618	0.9152
2.618	0.9003
4.250	0.8760

Fisher Pivots for day following 28-Mar-2018
Pivot	1 day	3 day
R1	0.9468	0.9504
PP	0.9447	0.9471
S1	0.9426	0.9438

Download as Excel Spreadsheet

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

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