CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 09-May-2018

Day Change Summary
	Previous	Current
	08-May-2018	09-May-2018	Change	Change %	Previous Week
Open	0.9192	0.9190	-0.0002	0.0%	0.9193
High	0.9212	0.9197	-0.0015	-0.2%	0.9229
Low	0.9168	0.9127	-0.0041	-0.4%	0.9112
Close	0.9195	0.9138	-0.0057	-0.6%	0.9189
Range	0.0044	0.0070	0.0026	59.1%	0.0117
ATR	0.0056	0.0057	0.0001	1.7%	0.0000
Volume	114,964	113,344	-1,620	-1.4%	558,276

Daily Pivots for day following 09-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9364	0.9321	0.9177
R3	0.9294	0.9251	0.9157
R2	0.9224	0.9224	0.9151
R1	0.9181	0.9181	0.9144	0.9168
PP	0.9154	0.9154	0.9154	0.9147
S1	0.9111	0.9111	0.9132	0.9098
S2	0.9084	0.9084	0.9125
S3	0.9014	0.9041	0.9119
S4	0.8944	0.8971	0.9100

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	0.9125	0.0104	1.1%	0.0060	0.7%	13%	False	False	115,024
10	0.9229	0.9112	0.0117	1.3%	0.0052	0.6%	23%	False	False	111,565
20	0.9411	0.9112	0.0299	3.3%	0.0051	0.6%	9%	False	False	112,964
40	0.9615	0.9112	0.0503	5.5%	0.0060	0.7%	5%	False	False	127,158
60	0.9615	0.9112	0.0503	5.5%	0.0066	0.7%	5%	False	False	87,266
80	0.9615	0.9050	0.0565	6.2%	0.0068	0.7%	16%	False	False	65,504
100	0.9615	0.8902	0.0713	7.8%	0.0061	0.7%	33%	False	False	52,414

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	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9495
2.618	0.9380
1.618	0.9310
1.000	0.9267
0.618	0.9240
HIGH	0.9197
0.618	0.9170
0.500	0.9162
0.382	0.9154
LOW	0.9127
0.618	0.9084
1.000	0.9057
1.618	0.9014
2.618	0.8944
4.250	0.8830

Fisher Pivots for day following 09-May-2018
Pivot	1 day	3 day
R1	0.9162	0.9173
PP	0.9154	0.9161
S1	0.9146	0.9150

Download as Excel Spreadsheet

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

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