CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 30-May-2018

Day Change Summary
	Previous	Current
	29-May-2018	30-May-2018	Change	Change %	Previous Week
Open	0.9121	0.9219	0.0098	1.1%	0.9034
High	0.9261	0.9240	-0.0022	-0.2%	0.9191
Low	0.9118	0.9179	0.0061	0.7%	0.8992
Close	0.9249	0.9196	-0.0053	-0.6%	0.9152
Range	0.0143	0.0061	-0.0082	-57.3%	0.0199
ATR	0.0065	0.0065	0.0000	0.5%	0.0000
Volume	324,572	203,585	-120,987	-37.3%	868,095

Daily Pivots for day following 30-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9388	0.9353	0.9230
R3	0.9327	0.9292	0.9213
R2	0.9266	0.9266	0.9207
R1	0.9231	0.9231	0.9202	0.9218
PP	0.9205	0.9205	0.9205	0.9198
S1	0.9170	0.9170	0.9190	0.9157
S2	0.9144	0.9144	0.9185
S3	0.9083	0.9109	0.9179
S4	0.9022	0.9048	0.9162

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	0.9261	0.9030	0.0232	2.5%	0.0092	1.0%	72%	False	False	232,137
10	0.9261	0.8992	0.0269	2.9%	0.0067	0.7%	76%	False	False	178,438
20	0.9261	0.8992	0.0269	2.9%	0.0061	0.7%	76%	False	False	146,377
40	0.9481	0.8992	0.0489	5.3%	0.0057	0.6%	42%	False	False	133,873
60	0.9615	0.8992	0.0623	6.8%	0.0061	0.7%	33%	False	False	124,215
80	0.9615	0.8992	0.0623	6.8%	0.0066	0.7%	33%	False	False	93,358
100	0.9615	0.8902	0.0713	7.8%	0.0066	0.7%	41%	False	False	74,722
120	0.9615	0.8894	0.0721	7.8%	0.0060	0.6%	42%	False	False	62,274

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9499
2.618	0.9399
1.618	0.9338
1.000	0.9301
0.618	0.9277
HIGH	0.9240
0.618	0.9216
0.500	0.9209
0.382	0.9202
LOW	0.9179
0.618	0.9141
1.000	0.9118
1.618	0.9080
2.618	0.9019
4.250	0.8919

Fisher Pivots for day following 30-May-2018
Pivot	1 day	3 day
R1	0.9209	0.9194
PP	0.9205	0.9192
S1	0.9200	0.9190

Download as Excel Spreadsheet

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

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