CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 01-May-2018

Day Change Summary
	Previous	Current
	30-Apr-2018	01-May-2018	Change	Change %	Previous Week
Open	0.9193	0.9175	-0.0018	-0.2%	0.9313
High	0.9201	0.9180	-0.0021	-0.2%	0.9321
Low	0.9164	0.9125	-0.0039	-0.4%	0.9156
Close	0.9178	0.9134	-0.0044	-0.5%	0.9200
Range	0.0037	0.0055	0.0019	50.7%	0.0165
ATR	0.0058	0.0058	0.0000	-0.4%	0.0000
Volume	84,271	87,975	3,704	4.4%	638,002

Daily Pivots for day following 01-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9311	0.9278	0.9164
R3	0.9256	0.9223	0.9149
R2	0.9201	0.9201	0.9144
R1	0.9168	0.9168	0.9139	0.9157
PP	0.9146	0.9146	0.9146	0.9141
S1	0.9113	0.9113	0.9129	0.9102
S2	0.9091	0.9091	0.9124
S3	0.9036	0.9058	0.9119
S4	0.8981	0.9003	0.9104

Weekly Pivots for week ending 27-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9721	0.9625	0.9291
R3	0.9556	0.9460	0.9245
R2	0.9391	0.9391	0.9230
R1	0.9295	0.9295	0.9215	0.9261
PP	0.9226	0.9226	0.9226	0.9208
S1	0.9130	0.9130	0.9185	0.9096
S2	0.9061	0.9061	0.9170
S3	0.8896	0.8965	0.9155
S4	0.8731	0.8800	0.9109

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9223	0.9125	0.0098	1.1%	0.0048	0.5%	9%	False	True	108,787
10	0.9381	0.9125	0.0256	2.8%	0.0049	0.5%	4%	False	True	112,439
20	0.9481	0.9125	0.0356	3.9%	0.0053	0.6%	3%	False	True	121,370
40	0.9615	0.9125	0.0490	5.4%	0.0061	0.7%	2%	False	True	113,134
60	0.9615	0.9125	0.0490	5.4%	0.0068	0.7%	2%	False	True	75,685
80	0.9615	0.8902	0.0713	7.8%	0.0068	0.7%	33%	False	False	56,808
100	0.9615	0.8894	0.0721	7.9%	0.0059	0.7%	33%	False	False	45,454

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9414
2.618	0.9324
1.618	0.9269
1.000	0.9235
0.618	0.9214
HIGH	0.9180
0.618	0.9159
0.500	0.9153
0.382	0.9146
LOW	0.9125
0.618	0.9091
1.000	0.9070
1.618	0.9036
2.618	0.8981
4.250	0.8891

Fisher Pivots for day following 01-May-2018
Pivot	1 day	3 day
R1	0.9153	0.9167
PP	0.9146	0.9156
S1	0.9140	0.9145

Download as Excel Spreadsheet

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

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