CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 05-Jun-2018

Day Change Summary
	Previous	Current
	04-Jun-2018	05-Jun-2018	Change	Change %	Previous Week
Open	0.9141	0.9112	-0.0029	-0.3%	0.9121
High	0.9151	0.9142	-0.0009	-0.1%	0.9261
Low	0.9111	0.9098	-0.0014	-0.1%	0.9118
Close	0.9120	0.9118	-0.0002	0.0%	0.9140
Range	0.0040	0.0044	0.0005	11.4%	0.0143
ATR	0.0065	0.0063	-0.0001	-2.3%	0.0000
Volume	93,477	114,277	20,800	22.3%	852,207

Daily Pivots for day following 05-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9251	0.9229	0.9142
R3	0.9207	0.9185	0.9130
R2	0.9163	0.9163	0.9126
R1	0.9141	0.9141	0.9122	0.9152
PP	0.9119	0.9119	0.9119	0.9125
S1	0.9097	0.9097	0.9114	0.9108
S2	0.9075	0.9075	0.9110
S3	0.9031	0.9053	0.9106
S4	0.8987	0.9009	0.9094

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	0.9240	0.9098	0.0142	1.6%	0.0056	0.6%	14%	False	True	147,077
10	0.9261	0.9009	0.0252	2.8%	0.0071	0.8%	43%	False	False	180,603
20	0.9261	0.8992	0.0269	3.0%	0.0060	0.7%	47%	False	False	149,573
40	0.9421	0.8992	0.0429	4.7%	0.0056	0.6%	29%	False	False	132,663
60	0.9615	0.8992	0.0623	6.8%	0.0061	0.7%	20%	False	False	132,409
80	0.9615	0.8992	0.0623	6.8%	0.0064	0.7%	20%	False	False	99,996
100	0.9615	0.8992	0.0623	6.8%	0.0066	0.7%	20%	False	False	80,038
120	0.9615	0.8898	0.0717	7.9%	0.0060	0.7%	31%	False	False	66,705

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9329
2.618	0.9257
1.618	0.9213
1.000	0.9186
0.618	0.9169
HIGH	0.9142
0.618	0.9125
0.500	0.9120
0.382	0.9114
LOW	0.9098
0.618	0.9070
1.000	0.9054
1.618	0.9026
2.618	0.8982
4.250	0.8911

Fisher Pivots for day following 05-Jun-2018
Pivot	1 day	3 day
R1	0.9120	0.9152
PP	0.9119	0.9141
S1	0.9119	0.9129

Download as Excel Spreadsheet

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

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