CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 18-Apr-2018

Day Change Summary
	Previous	Current
	17-Apr-2018	18-Apr-2018	Change	Change %	Previous Week
Open	0.9372	0.9381	0.0009	0.1%	0.9396
High	0.9393	0.9381	-0.0012	-0.1%	0.9421
Low	0.9363	0.9347	-0.0016	-0.2%	0.9315
Close	0.9381	0.9357	-0.0023	-0.2%	0.9347
Range	0.0030	0.0035	0.0005	15.0%	0.0106
ATR	0.0065	0.0063	-0.0002	-3.4%	0.0000
Volume	83,736	89,713	5,977	7.1%	647,930

Daily Pivots for day following 18-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9465	0.9446	0.9376
R3	0.9431	0.9411	0.9367
R2	0.9396	0.9396	0.9364
R1	0.9377	0.9377	0.9361	0.9369
PP	0.9362	0.9362	0.9362	0.9358
S1	0.9342	0.9342	0.9354	0.9335
S2	0.9327	0.9327	0.9351
S3	0.9293	0.9308	0.9348
S4	0.9258	0.9273	0.9339

Weekly Pivots for week ending 13-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9677	0.9617	0.9405
R3	0.9572	0.9512	0.9376
R2	0.9466	0.9466	0.9366
R1	0.9406	0.9406	0.9356	0.9384
PP	0.9361	0.9361	0.9361	0.9349
S1	0.9301	0.9301	0.9337	0.9278
S2	0.9255	0.9255	0.9327
S3	0.9150	0.9195	0.9317
S4	0.9044	0.9090	0.9288

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9411	0.9315	0.0096	1.0%	0.0046	0.5%	45%	False	False	105,680
10	0.9421	0.9315	0.0106	1.1%	0.0053	0.6%	40%	False	False	124,119
20	0.9615	0.9315	0.0300	3.2%	0.0066	0.7%	14%	False	False	139,571
40	0.9615	0.9315	0.0300	3.2%	0.0067	0.7%	14%	False	False	87,556
60	0.9615	0.9074	0.0541	5.8%	0.0072	0.8%	52%	False	False	58,481
80	0.9615	0.8902	0.0713	7.6%	0.0064	0.7%	64%	False	False	43,878

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9528
2.618	0.9471
1.618	0.9437
1.000	0.9416
0.618	0.9402
HIGH	0.9381
0.618	0.9368
0.500	0.9364
0.382	0.9360
LOW	0.9347
0.618	0.9325
1.000	0.9312
1.618	0.9291
2.618	0.9256
4.250	0.9200

Fisher Pivots for day following 18-Apr-2018
Pivot	1 day	3 day
R1	0.9364	0.9361
PP	0.9362	0.9360
S1	0.9360	0.9359

Download as Excel Spreadsheet

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

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