CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 04-Jun-2018

Day Change Summary
	Previous	Current
	01-Jun-2018	04-Jun-2018	Change	Change %	Previous Week
Open	0.9201	0.9141	-0.0060	-0.7%	0.9121
High	0.9206	0.9151	-0.0056	-0.6%	0.9261
Low	0.9121	0.9111	-0.0010	-0.1%	0.9118
Close	0.9140	0.9120	-0.0020	-0.2%	0.9140
Range	0.0085	0.0040	-0.0046	-53.5%	0.0143
ATR	0.0067	0.0065	-0.0002	-2.9%	0.0000
Volume	151,743	93,477	-58,266	-38.4%	852,207

Daily Pivots for day following 04-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9246	0.9222	0.9141
R3	0.9206	0.9183	0.9130
R2	0.9167	0.9167	0.9127
R1	0.9143	0.9143	0.9123	0.9135
PP	0.9127	0.9127	0.9127	0.9123
S1	0.9104	0.9104	0.9116	0.9096
S2	0.9088	0.9088	0.9112
S3	0.9048	0.9064	0.9109
S4	0.9009	0.9025	0.9098

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	0.9111	0.0150	1.6%	0.0076	0.8%	6%	False	True	189,136
10	0.9261	0.8992	0.0269	2.9%	0.0072	0.8%	47%	False	False	181,377
20	0.9261	0.8992	0.0269	2.9%	0.0061	0.7%	47%	False	False	147,952
40	0.9421	0.8992	0.0429	4.7%	0.0056	0.6%	30%	False	False	132,518
60	0.9615	0.8992	0.0623	6.8%	0.0061	0.7%	20%	False	False	130,775
80	0.9615	0.8992	0.0623	6.8%	0.0065	0.7%	20%	False	False	98,570
100	0.9615	0.8949	0.0666	7.3%	0.0067	0.7%	26%	False	False	78,896
120	0.9615	0.8894	0.0721	7.9%	0.0060	0.7%	31%	False	False	65,752

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0008
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.9318
2.618	0.9254
1.618	0.9214
1.000	0.9190
0.618	0.9175
HIGH	0.9151
0.618	0.9135
0.500	0.9131
0.382	0.9126
LOW	0.9111
0.618	0.9087
1.000	0.9072
1.618	0.9047
2.618	0.9008
4.250	0.8943

Fisher Pivots for day following 04-Jun-2018
Pivot	1 day	3 day
R1	0.9131	0.9173
PP	0.9127	0.9155
S1	0.9123	0.9137

Download as Excel Spreadsheet

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

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