CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 07-May-2018

Day Change Summary
	Previous	Current
	04-May-2018	07-May-2018	Change	Change %	Previous Week
Open	0.9184	0.9192	0.0008	0.1%	0.9193
High	0.9229	0.9219	-0.0010	-0.1%	0.9229
Low	0.9175	0.9165	-0.0010	-0.1%	0.9112
Close	0.9189	0.9194	0.0006	0.1%	0.9189
Range	0.0054	0.0054	0.0001	0.9%	0.0117
ATR	0.0058	0.0057	0.0000	-0.5%	0.0000
Volume	115,433	81,857	-33,576	-29.1%	558,276

Daily Pivots for day following 07-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9355	0.9328	0.9224
R3	0.9301	0.9274	0.9209
R2	0.9247	0.9247	0.9204
R1	0.9220	0.9220	0.9199	0.9234
PP	0.9193	0.9193	0.9193	0.9199
S1	0.9166	0.9166	0.9189	0.9180
S2	0.9139	0.9139	0.9184
S3	0.9085	0.9112	0.9179
S4	0.9031	0.9058	0.9164

Weekly Pivots for week ending 04-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9527	0.9475	0.9253
R3	0.9410	0.9358	0.9221
R2	0.9293	0.9293	0.9210
R1	0.9241	0.9241	0.9199	0.9209
PP	0.9176	0.9176	0.9176	0.9160
S1	0.9124	0.9124	0.9178	0.9092
S2	0.9059	0.9059	0.9167
S3	0.8942	0.9007	0.9156
S4	0.8825	0.8890	0.9124

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9229	0.9112	0.0117	1.3%	0.0056	0.6%	71%	False	False	111,172
10	0.9244	0.9112	0.0133	1.4%	0.0052	0.6%	62%	False	False	114,925
20	0.9421	0.9112	0.0309	3.4%	0.0052	0.6%	27%	False	False	115,753
40	0.9615	0.9112	0.0503	5.5%	0.0061	0.7%	16%	False	False	123,827
60	0.9615	0.9112	0.0503	5.5%	0.0066	0.7%	16%	False	False	83,471
80	0.9615	0.9021	0.0594	6.5%	0.0068	0.7%	29%	False	False	62,654
100	0.9615	0.8898	0.0717	7.8%	0.0060	0.7%	41%	False	False	50,131

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9449
2.618	0.9360
1.618	0.9306
1.000	0.9273
0.618	0.9252
HIGH	0.9219
0.618	0.9198
0.500	0.9192
0.382	0.9186
LOW	0.9165
0.618	0.9132
1.000	0.9111
1.618	0.9078
2.618	0.9024
4.250	0.8936

Fisher Pivots for day following 07-May-2018
Pivot	1 day	3 day
R1	0.9193	0.9188
PP	0.9193	0.9182
S1	0.9192	0.9177

Download as Excel Spreadsheet

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

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