CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 01-Jun-2018

Day Change Summary
	Previous	Current
	31-May-2018	01-Jun-2018	Change	Change %	Previous Week
Open	0.9193	0.9201	0.0009	0.1%	0.9121
High	0.9235	0.9206	-0.0029	-0.3%	0.9261
Low	0.9183	0.9121	-0.0062	-0.7%	0.9118
Close	0.9215	0.9140	-0.0076	-0.8%	0.9140
Range	0.0053	0.0085	0.0033	61.9%	0.0143
ATR	0.0065	0.0067	0.0002	3.3%	0.0000
Volume	172,307	151,743	-20,564	-11.9%	852,207

Daily Pivots for day following 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9411	0.9360	0.9186
R3	0.9326	0.9275	0.9163
R2	0.9241	0.9241	0.9155
R1	0.9190	0.9190	0.9147	0.9173
PP	0.9156	0.9156	0.9156	0.9147
S1	0.9105	0.9105	0.9132	0.9088
S2	0.9071	0.9071	0.9124
S3	0.8986	0.9020	0.9116
S4	0.8901	0.8935	0.9093

Weekly Pivots for week ending 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9602	0.9514	0.9218
R3	0.9459	0.9371	0.9179
R2	0.9316	0.9316	0.9166
R1	0.9228	0.9228	0.9153	0.9272
PP	0.9173	0.9173	0.9173	0.9195
S1	0.9085	0.9085	0.9126	0.9129
S2	0.9030	0.9030	0.9113
S3	0.8887	0.8942	0.9100
S4	0.8744	0.8799	0.9061

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9261	0.9118	0.0143	1.6%	0.0079	0.9%	15%	False	False	202,382
10	0.9261	0.8992	0.0269	2.9%	0.0072	0.8%	55%	False	False	184,272
20	0.9261	0.8992	0.0269	2.9%	0.0062	0.7%	55%	False	False	149,050
40	0.9421	0.8992	0.0429	4.7%	0.0057	0.6%	34%	False	False	134,846
60	0.9615	0.8992	0.0623	6.8%	0.0061	0.7%	24%	False	False	129,400
80	0.9615	0.8992	0.0623	6.8%	0.0065	0.7%	24%	False	False	97,403
100	0.9615	0.8915	0.0700	7.7%	0.0067	0.7%	32%	False	False	77,961
120	0.9615	0.8894	0.0721	7.9%	0.0060	0.7%	34%	False	False	64,975

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9567
2.618	0.9429
1.618	0.9344
1.000	0.9291
0.618	0.9259
HIGH	0.9206
0.618	0.9174
0.500	0.9164
0.382	0.9153
LOW	0.9121
0.618	0.9068
1.000	0.9036
1.618	0.8983
2.618	0.8898
4.250	0.8760

Fisher Pivots for day following 01-Jun-2018
Pivot	1 day	3 day
R1	0.9164	0.9180
PP	0.9156	0.9167
S1	0.9148	0.9153

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols