CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 08-May-2018

Day Change Summary
	Previous	Current
	07-May-2018	08-May-2018	Change	Change %	Previous Week
Open	0.9192	0.9192	-0.0001	0.0%	0.9193
High	0.9219	0.9212	-0.0007	-0.1%	0.9229
Low	0.9165	0.9168	0.0003	0.0%	0.9112
Close	0.9194	0.9195	0.0001	0.0%	0.9189
Range	0.0054	0.0044	-0.0010	-18.5%	0.0117
ATR	0.0057	0.0056	-0.0001	-1.7%	0.0000
Volume	81,857	114,964	33,107	40.4%	558,276

Daily Pivots for day following 08-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9324	0.9303	0.9219
R3	0.9280	0.9259	0.9207
R2	0.9236	0.9236	0.9203
R1	0.9215	0.9215	0.9199	0.9226
PP	0.9192	0.9192	0.9192	0.9197
S1	0.9171	0.9171	0.9191	0.9182
S2	0.9148	0.9148	0.9187
S3	0.9104	0.9127	0.9183
S4	0.9060	0.9083	0.9171

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%	0.0054	0.6%	71%	False	False	116,570
10	0.9229	0.9112	0.0117	1.3%	0.0051	0.6%	71%	False	False	112,678
20	0.9416	0.9112	0.0305	3.3%	0.0050	0.5%	27%	False	False	114,147
40	0.9615	0.9112	0.0503	5.5%	0.0061	0.7%	17%	False	False	125,227
60	0.9615	0.9112	0.0503	5.5%	0.0065	0.7%	17%	False	False	85,379
80	0.9615	0.9035	0.0580	6.3%	0.0067	0.7%	28%	False	False	64,089
100	0.9615	0.8902	0.0713	7.8%	0.0061	0.7%	41%	False	False	51,281

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9399
2.618	0.9327
1.618	0.9283
1.000	0.9256
0.618	0.9239
HIGH	0.9212
0.618	0.9195
0.500	0.9190
0.382	0.9185
LOW	0.9168
0.618	0.9141
1.000	0.9124
1.618	0.9097
2.618	0.9053
4.250	0.8981

Fisher Pivots for day following 08-May-2018
Pivot	1 day	3 day
R1	0.9193	0.9197
PP	0.9192	0.9196
S1	0.9190	0.9196

Download as Excel Spreadsheet

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

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