CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 24-May-2018

Day Change Summary
	Previous	Current
	23-May-2018	24-May-2018	Change	Change %	Previous Week
Open	0.9031	0.9106	0.0076	0.8%	0.9166
High	0.9143	0.9191	0.0048	0.5%	0.9177
Low	0.9030	0.9100	0.0071	0.8%	0.9018
Close	0.9099	0.9162	0.0063	0.7%	0.9052
Range	0.0113	0.0091	-0.0023	-19.9%	0.0159
ATR	0.0057	0.0060	0.0002	4.3%	0.0000
Volume	263,511	209,314	-54,197	-20.6%	612,964

Daily Pivots for day following 24-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9422	0.9383	0.9212
R3	0.9332	0.9292	0.9187
R2	0.9241	0.9241	0.9179
R1	0.9202	0.9202	0.9170	0.9222
PP	0.9151	0.9151	0.9151	0.9161
S1	0.9111	0.9111	0.9154	0.9131
S2	0.9060	0.9060	0.9145
S3	0.8970	0.9021	0.9137
S4	0.8879	0.8930	0.9112

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	0.9191	0.8992	0.0199	2.2%	0.0064	0.7%	86%	True	False	166,162
10	0.9191	0.8992	0.0199	2.2%	0.0056	0.6%	86%	True	False	141,077
20	0.9229	0.8992	0.0237	2.6%	0.0055	0.6%	72%	False	False	127,212
40	0.9511	0.8992	0.0519	5.7%	0.0056	0.6%	33%	False	False	125,958
60	0.9615	0.8992	0.0623	6.8%	0.0061	0.7%	27%	False	False	112,891
80	0.9615	0.8992	0.0623	6.8%	0.0065	0.7%	27%	False	False	84,769
100	0.9615	0.8902	0.0713	7.8%	0.0065	0.7%	37%	False	False	67,845
120	0.9615	0.8894	0.0721	7.9%	0.0059	0.6%	37%	False	False	56,542

Crabel Price Patterns
NR	True
NR4	False
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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9575
2.618	0.9427
1.618	0.9337
1.000	0.9281
0.618	0.9246
HIGH	0.9191
0.618	0.9156
0.500	0.9145
0.382	0.9135
LOW	0.9100
0.618	0.9044
1.000	0.9010
1.618	0.8954
2.618	0.8863
4.250	0.8715

Fisher Pivots for day following 24-May-2018
Pivot	1 day	3 day
R1	0.9156	0.9141
PP	0.9151	0.9121
S1	0.9145	0.9100

Download as Excel Spreadsheet

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

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