CME Japanese Yen Future June 2018

Trading Metrics calculated at close of trading on 06-Jun-2018

Day Change Summary
	Previous	Current
	05-Jun-2018	06-Jun-2018	Change	Change %	Previous Week
Open	0.9112	0.9112	0.0000	0.0%	0.9121
High	0.9142	0.9114	-0.0028	-0.3%	0.9261
Low	0.9098	0.9076	-0.0022	-0.2%	0.9118
Close	0.9118	0.9082	-0.0036	-0.4%	0.9140
Range	0.0044	0.0039	-0.0006	-12.5%	0.0143
ATR	0.0063	0.0062	-0.0001	-2.3%	0.0000
Volume	114,277	113,075	-1,202	-1.1%	852,207

Daily Pivots for day following 06-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9206	0.9183	0.9103
R3	0.9168	0.9144	0.9093
R2	0.9129	0.9129	0.9089
R1	0.9106	0.9106	0.9086	0.9098
PP	0.9091	0.9091	0.9091	0.9087
S1	0.9067	0.9067	0.9078	0.9060
S2	0.9052	0.9052	0.9075
S3	0.9014	0.9029	0.9071
S4	0.8975	0.8990	0.9061

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	0.9235	0.9076	0.0160	1.8%	0.0052	0.6%	4%	False	True	128,975
10	0.9261	0.9030	0.0232	2.5%	0.0072	0.8%	23%	False	False	180,556
20	0.9261	0.8992	0.0269	3.0%	0.0060	0.7%	33%	False	False	149,479
40	0.9416	0.8992	0.0424	4.7%	0.0055	0.6%	21%	False	False	131,813
60	0.9615	0.8992	0.0623	6.9%	0.0061	0.7%	14%	False	False	133,311
80	0.9615	0.8992	0.0623	6.9%	0.0064	0.7%	14%	False	False	101,404
100	0.9615	0.8992	0.0623	6.9%	0.0066	0.7%	14%	False	False	81,167
120	0.9615	0.8902	0.0713	7.9%	0.0061	0.7%	25%	False	False	67,647

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 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9278
2.618	0.9215
1.618	0.9176
1.000	0.9153
0.618	0.9138
HIGH	0.9114
0.618	0.9099
0.500	0.9095
0.382	0.9090
LOW	0.9076
0.618	0.9052
1.000	0.9037
1.618	0.9013
2.618	0.8975
4.250	0.8912

Fisher Pivots for day following 06-Jun-2018
Pivot	1 day	3 day
R1	0.9095	0.9113
PP	0.9091	0.9103
S1	0.9086	0.9092

Download as Excel Spreadsheet

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

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