CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 03-May-2018

Day Change Summary
	Previous	Current
	02-May-2018	03-May-2018	Change	Change %	Previous Week
Open	0.9126	0.9126	0.0000	0.0%	0.9313
High	0.9149	0.9204	0.0056	0.6%	0.9321
Low	0.9112	0.9125	0.0013	0.1%	0.9156
Close	0.9136	0.9181	0.0045	0.5%	0.9200
Range	0.0037	0.0080	0.0043	114.9%	0.0165
ATR	0.0056	0.0058	0.0002	2.9%	0.0000
Volume	121,073	149,524	28,451	23.5%	638,002

Daily Pivots for day following 03-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9408	0.9374	0.9225
R3	0.9329	0.9295	0.9203
R2	0.9249	0.9249	0.9196
R1	0.9215	0.9215	0.9188	0.9232
PP	0.9170	0.9170	0.9170	0.9178
S1	0.9136	0.9136	0.9174	0.9153
S2	0.9090	0.9090	0.9166
S3	0.9011	0.9056	0.9159
S4	0.8931	0.8977	0.9137

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	0.9210	0.9112	0.0098	1.1%	0.0052	0.6%	71%	False	False	115,030
10	0.9346	0.9112	0.0235	2.6%	0.0055	0.6%	30%	False	False	119,644
20	0.9421	0.9112	0.0309	3.4%	0.0052	0.6%	22%	False	False	120,643
40	0.9615	0.9112	0.0503	5.5%	0.0061	0.7%	14%	False	False	119,575
60	0.9615	0.9112	0.0503	5.5%	0.0067	0.7%	14%	False	False	80,188
80	0.9615	0.8915	0.0700	7.6%	0.0069	0.7%	38%	False	False	60,189
100	0.9615	0.8894	0.0721	7.8%	0.0060	0.7%	40%	False	False	48,160

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 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9542
2.618	0.9412
1.618	0.9333
1.000	0.9284
0.618	0.9253
HIGH	0.9204
0.618	0.9174
0.500	0.9164
0.382	0.9155
LOW	0.9125
0.618	0.9075
1.000	0.9045
1.618	0.8996
2.618	0.8916
4.250	0.8787

Fisher Pivots for day following 03-May-2018
Pivot	1 day	3 day
R1	0.9175	0.9173
PP	0.9170	0.9166
S1	0.9164	0.9158

Download as Excel Spreadsheet

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

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