CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 23-Apr-2018

Day Change Summary
	Previous	Current
	20-Apr-2018	23-Apr-2018	Change	Change %	Previous Week
Open	0.9345	0.9313	-0.0033	-0.3%	0.9336
High	0.9346	0.9321	-0.0025	-0.3%	0.9393
Low	0.9304	0.9227	-0.0077	-0.8%	0.9304
Close	0.9328	0.9238	-0.0090	-1.0%	0.9328
Range	0.0042	0.0094	0.0052	123.8%	0.0089
ATR	0.0059	0.0062	0.0003	5.0%	0.0000
Volume	115,602	128,879	13,277	11.5%	497,471

Daily Pivots for day following 23-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9544	0.9485	0.9289
R3	0.9450	0.9391	0.9263
R2	0.9356	0.9356	0.9255
R1	0.9297	0.9297	0.9246	0.9279
PP	0.9262	0.9262	0.9262	0.9253
S1	0.9203	0.9203	0.9229	0.9185
S2	0.9168	0.9168	0.9220
S3	0.9074	0.9109	0.9212
S4	0.8980	0.9015	0.9186

Weekly Pivots for week ending 20-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9607	0.9556	0.9376
R3	0.9518	0.9467	0.9352
R2	0.9430	0.9430	0.9344
R1	0.9379	0.9379	0.9336	0.9360
PP	0.9341	0.9341	0.9341	0.9332
S1	0.9290	0.9290	0.9319	0.9272
S2	0.9253	0.9253	0.9311
S3	0.9164	0.9202	0.9303
S4	0.9076	0.9113	0.9279

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9393	0.9227	0.0166	1.8%	0.0046	0.5%	6%	False	True	105,353
10	0.9421	0.9227	0.0194	2.1%	0.0052	0.6%	5%	False	True	116,580
20	0.9615	0.9227	0.0388	4.2%	0.0064	0.7%	3%	False	True	130,430
40	0.9615	0.9227	0.0388	4.2%	0.0066	0.7%	3%	False	True	96,365
60	0.9615	0.9126	0.0489	5.3%	0.0070	0.8%	23%	False	False	64,351
80	0.9615	0.8902	0.0713	7.7%	0.0066	0.7%	47%	False	False	48,294
100	0.9615	0.8894	0.0721	7.8%	0.0058	0.6%	48%	False	False	38,641

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	0.0006
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.9721
2.618	0.9567
1.618	0.9473
1.000	0.9415
0.618	0.9379
HIGH	0.9321
0.618	0.9285
0.500	0.9274
0.382	0.9263
LOW	0.9227
0.618	0.9169
1.000	0.9133
1.618	0.9075
2.618	0.8981
4.250	0.8828

Fisher Pivots for day following 23-Apr-2018
Pivot	1 day	3 day
R1	0.9274	0.9295
PP	0.9262	0.9276
S1	0.9250	0.9257

Download as Excel Spreadsheet

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

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