CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 23-May-2018

Day Change Summary
	Previous	Current
	22-May-2018	23-May-2018	Change	Change %	Previous Week
Open	0.9021	0.9031	0.0010	0.1%	0.9166
High	0.9041	0.9143	0.0102	1.1%	0.9177
Low	0.9009	0.9030	0.0021	0.2%	0.9018
Close	0.9023	0.9099	0.0076	0.8%	0.9052
Range	0.0032	0.0113	0.0082	258.7%	0.0159
ATR	0.0052	0.0057	0.0005	9.1%	0.0000
Volume	113,549	263,511	149,962	132.1%	612,964

Daily Pivots for day following 23-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9429	0.9377	0.9161
R3	0.9316	0.9264	0.9130
R2	0.9203	0.9203	0.9120
R1	0.9151	0.9151	0.9109	0.9177
PP	0.9090	0.9090	0.9090	0.9103
S1	0.9038	0.9038	0.9089	0.9064
S2	0.8977	0.8977	0.9078
S3	0.8864	0.8925	0.9068
S4	0.8751	0.8812	0.9037

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	0.9143	0.8992	0.0151	1.7%	0.0059	0.7%	71%	True	False	153,333
10	0.9182	0.8992	0.0190	2.1%	0.0053	0.6%	56%	False	False	133,418
20	0.9229	0.8992	0.0237	2.6%	0.0052	0.6%	45%	False	False	122,492
40	0.9542	0.8992	0.0550	6.0%	0.0057	0.6%	19%	False	False	125,957
60	0.9615	0.8992	0.0623	6.8%	0.0061	0.7%	17%	False	False	109,426
80	0.9615	0.8992	0.0623	6.8%	0.0065	0.7%	17%	False	False	82,155
100	0.9615	0.8902	0.0713	7.8%	0.0064	0.7%	28%	False	False	65,752
120	0.9615	0.8894	0.0721	7.9%	0.0058	0.6%	28%	False	False	54,798

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	0.0010
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	0.9623
2.618	0.9438
1.618	0.9325
1.000	0.9256
0.618	0.9212
HIGH	0.9143
0.618	0.9099
0.500	0.9086
0.382	0.9073
LOW	0.9030
0.618	0.8960
1.000	0.8917
1.618	0.8847
2.618	0.8734
4.250	0.8549

Fisher Pivots for day following 23-May-2018
Pivot	1 day	3 day
R1	0.9095	0.9088
PP	0.9090	0.9078
S1	0.9086	0.9067

Download as Excel Spreadsheet

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

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