CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 22-May-2018

Day Change Summary
	Previous	Current
	21-May-2018	22-May-2018	Change	Change %	Previous Week
Open	0.9034	0.9021	-0.0013	-0.1%	0.9166
High	0.9039	0.9041	0.0002	0.0%	0.9177
Low	0.8992	0.9009	0.0017	0.2%	0.9018
Close	0.9016	0.9023	0.0008	0.1%	0.9052
Range	0.0047	0.0032	-0.0016	-33.0%	0.0159
ATR	0.0054	0.0052	-0.0002	-3.0%	0.0000
Volume	122,018	113,549	-8,469	-6.9%	612,964

Daily Pivots for day following 22-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9119	0.9103	0.9041
R3	0.9087	0.9071	0.9032
R2	0.9056	0.9056	0.9029
R1	0.9040	0.9040	0.9026	0.9048
PP	0.9024	0.9024	0.9024	0.9028
S1	0.9008	0.9008	0.9021	0.9016
S2	0.8993	0.8993	0.9018
S3	0.8961	0.8977	0.9015
S4	0.8930	0.8945	0.9006

Weekly Pivots for week ending 18-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9558	0.9463	0.9139
R3	0.9399	0.9305	0.9096
R2	0.9241	0.9241	0.9081
R1	0.9146	0.9146	0.9067	0.9114
PP	0.9082	0.9082	0.9082	0.9066
S1	0.8988	0.8988	0.9037	0.8956
S2	0.8924	0.8924	0.9023
S3	0.8765	0.8829	0.9008
S4	0.8607	0.8671	0.8965

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9106	0.8992	0.0114	1.3%	0.0043	0.5%	28%	False	False	124,740
10	0.9197	0.8992	0.0205	2.3%	0.0048	0.5%	15%	False	False	118,401
20	0.9229	0.8992	0.0237	2.6%	0.0050	0.5%	13%	False	False	115,540
40	0.9546	0.8992	0.0554	6.1%	0.0056	0.6%	6%	False	False	122,894
60	0.9615	0.8992	0.0623	6.9%	0.0060	0.7%	5%	False	False	105,043
80	0.9615	0.8992	0.0623	6.9%	0.0064	0.7%	5%	False	False	78,864
100	0.9615	0.8902	0.0713	7.9%	0.0063	0.7%	17%	False	False	63,117
120	0.9615	0.8894	0.0721	8.0%	0.0057	0.6%	18%	False	False	52,602

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9174
2.618	0.9123
1.618	0.9091
1.000	0.9072
0.618	0.9060
HIGH	0.9041
0.618	0.9028
0.500	0.9025
0.382	0.9021
LOW	0.9009
0.618	0.8990
1.000	0.8978
1.618	0.8958
2.618	0.8927
4.250	0.8875

Fisher Pivots for day following 22-May-2018
Pivot	1 day	3 day
R1	0.9025	0.9025
PP	0.9024	0.9024
S1	0.9024	0.9024

Download as Excel Spreadsheet

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

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