CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 10-Apr-2018

Day Change Summary
	Previous	Current
	09-Apr-2018	10-Apr-2018	Change	Change %	Previous Week
Open	0.9396	0.9408	0.0012	0.1%	0.9454
High	0.9420	0.9421	0.0001	0.0%	0.9511
Low	0.9369	0.9351	-0.0019	-0.2%	0.9345
Close	0.9406	0.9372	-0.0034	-0.4%	0.9401
Range	0.0051	0.0070	0.0019	37.3%	0.0166
ATR	0.0073	0.0073	0.0000	-0.3%	0.0000
Volume	108,475	147,073	38,598	35.6%	708,969

Daily Pivots for day following 10-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9591	0.9551	0.9410
R3	0.9521	0.9481	0.9391
R2	0.9451	0.9451	0.9384
R1	0.9411	0.9411	0.9378	0.9396
PP	0.9381	0.9381	0.9381	0.9373
S1	0.9341	0.9341	0.9365	0.9326
S2	0.9311	0.9311	0.9359
S3	0.9241	0.9271	0.9352
S4	0.9171	0.9201	0.9333

Weekly Pivots for week ending 06-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9917	0.9825	0.9492
R3	0.9751	0.9659	0.9447
R2	0.9585	0.9585	0.9431
R1	0.9493	0.9493	0.9416	0.9456
PP	0.9419	0.9419	0.9419	0.9401
S1	0.9327	0.9327	0.9386	0.9290
S2	0.9253	0.9253	0.9371
S3	0.9087	0.9161	0.9355
S4	0.8921	0.8995	0.9310

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9481	0.9345	0.0136	1.5%	0.0065	0.7%	19%	False	False	145,460
10	0.9546	0.9345	0.0201	2.1%	0.0074	0.8%	13%	False	False	144,879
20	0.9615	0.9345	0.0270	2.9%	0.0071	0.8%	10%	False	False	136,308
40	0.9615	0.9270	0.0345	3.7%	0.0072	0.8%	29%	False	False	70,995
60	0.9615	0.9035	0.0580	6.2%	0.0073	0.8%	58%	False	False	47,403
80	0.9615	0.8902	0.0713	7.6%	0.0063	0.7%	66%	False	False	35,564

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

Fibonacci Retracements and Extensions
4.250	0.9718
2.618	0.9604
1.618	0.9534
1.000	0.9491
0.618	0.9464
HIGH	0.9421
0.618	0.9394
0.500	0.9386
0.382	0.9377
LOW	0.9351
0.618	0.9307
1.000	0.9281
1.618	0.9237
2.618	0.9167
4.250	0.9053

Fisher Pivots for day following 10-Apr-2018
Pivot	1 day	3 day
R1	0.9386	0.9384
PP	0.9381	0.9380
S1	0.9376	0.9376

Download as Excel Spreadsheet

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

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