CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 25-May-2018

Day Change Summary
	Previous	Current
	24-May-2018	25-May-2018	Change	Change %	Previous Week
Open	0.9106	0.9168	0.0062	0.7%	0.9034
High	0.9191	0.9177	-0.0014	-0.1%	0.9191
Low	0.9100	0.9125	0.0025	0.3%	0.8992
Close	0.9162	0.9152	-0.0011	-0.1%	0.9152
Range	0.0091	0.0053	-0.0038	-42.0%	0.0199
ATR	0.0060	0.0059	-0.0001	-0.9%	0.0000
Volume	209,314	159,703	-49,611	-23.7%	868,095

Daily Pivots for day following 25-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9309	0.9283	0.9180
R3	0.9256	0.9230	0.9166
R2	0.9204	0.9204	0.9161
R1	0.9178	0.9178	0.9156	0.9164
PP	0.9151	0.9151	0.9151	0.9144
S1	0.9125	0.9125	0.9147	0.9112
S2	0.9099	0.9099	0.9142
S3	0.9046	0.9073	0.9137
S4	0.8994	0.9020	0.9123

Weekly Pivots for week ending 25-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9707	0.9628	0.9261
R3	0.9508	0.9429	0.9206
R2	0.9310	0.9310	0.9188
R1	0.9231	0.9231	0.9170	0.9270
PP	0.9111	0.9111	0.9111	0.9131
S1	0.9032	0.9032	0.9133	0.9072
S2	0.8913	0.8913	0.9115
S3	0.8714	0.8834	0.9097
S4	0.8516	0.8635	0.9042

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%	0.0067	0.7%	80%	False	False	173,619
10	0.9191	0.8992	0.0199	2.2%	0.0058	0.6%	80%	False	False	148,105
20	0.9229	0.8992	0.0237	2.6%	0.0055	0.6%	67%	False	False	128,582
40	0.9511	0.8992	0.0519	5.7%	0.0056	0.6%	31%	False	False	126,600
60	0.9615	0.8992	0.0623	6.8%	0.0061	0.7%	26%	False	False	115,523
80	0.9615	0.8992	0.0623	6.8%	0.0065	0.7%	26%	False	False	86,764
100	0.9615	0.8902	0.0713	7.8%	0.0065	0.7%	35%	False	False	69,441
120	0.9615	0.8894	0.0721	7.9%	0.0058	0.6%	36%	False	False	57,873

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9400
2.618	0.9314
1.618	0.9262
1.000	0.9230
0.618	0.9209
HIGH	0.9177
0.618	0.9157
0.500	0.9151
0.382	0.9145
LOW	0.9125
0.618	0.9092
1.000	0.9072
1.618	0.9040
2.618	0.8987
4.250	0.8901

Fisher Pivots for day following 25-May-2018
Pivot	1 day	3 day
R1	0.9151	0.9138
PP	0.9151	0.9124
S1	0.9151	0.9110

Download as Excel Spreadsheet

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

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